SCOW vs. COWZ
SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) and COWZ (Pacer US Cash Cows 100 ETF) are both exchange-traded funds - SCOW is a Quality Factor fund tracking the S&P SmallCap 600 Quality FCF Aristocrats Index, while COWZ is a Mid Cap Value Equities fund tracking the Pacer US Cash Cows 100 Index. Both are passively managed. Their 0.62 correlation means they have sometimes moved together and sometimes differently. SCOW charges 0.59%/yr vs 0.49%/yr for COWZ.
Performance
SCOW vs. COWZ - Performance Comparison
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Returns By Period
In the year-to-date period, SCOW achieves a 18.11% return, which is significantly higher than COWZ's 12.39% return.
SCOW
- 1D
- 1.67%
- 1M
- 6.15%
- 6M
- 16.56%
- YTD
- 18.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COWZ
- 1D
- 0.58%
- 1M
- 5.50%
- 6M
- 8.21%
- YTD
- 12.39%
- 1Y
- 24.54%
- 3Y*
- 11.99%
- 5Y*
- 11.04%
- 10Y*
- —
- ALL TIME*
- 13.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $63.88M | $58.45M | $60.21M | |
| $5.78K | $23.09K | $32.06K |
SCOW vs. COWZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 18.11% | -2.05% |
COWZ Pacer US Cash Cows 100 ETF | 12.39% | 5.45% |
Correlation
The correlation between SCOW and COWZ is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.62 |
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Return for Risk
SCOW vs. COWZ — Risk / Return Rank
SCOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COWZ
SCOW vs. COWZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW) and Pacer US Cash Cows 100 ETF (COWZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCOW | COWZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.14 | — |
| Martin ratioReturn relative to average drawdown | — | 12.12 | — |
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Drawdowns
SCOW vs. COWZ - Drawdown Comparison
The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for SCOW and COWZ.
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Drawdown Indicators
| SCOW | COWZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.09% | -38.63% | +28.54% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.95% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.00% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -4.76% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
SCOW vs. COWZ - Volatility Comparison
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Volatility by Period
| SCOW | COWZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.86% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.82% | 11.84% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 17.69% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 19.86% | -3.04% |
SCOW vs. COWZ - Expense Ratio Comparison
SCOW has a 0.59% expense ratio, which is higher than COWZ's 0.49% expense ratio.
Dividends
SCOW vs. COWZ - Dividend Comparison
SCOW's dividend yield for the trailing twelve months is around 0.36%, less than COWZ's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
COWZ Pacer US Cash Cows 100 ETF | 1.84% | 2.19% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% |
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 0.36% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCOW and COWZ have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COWZ is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COWZ is cheaper with a 0.49% expense ratio, compared with 0.59% for SCOW.
COWZ has the higher dividend yield at 1.84%, compared with 0.36% for SCOW.
SCOW is categorized as Quality Factor, while COWZ is Mid Cap Value Equities. SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while COWZ tracks Pacer US Cash Cows 100 Index. Their fees differ too: 0.59% for SCOW and 0.49% for COWZ.
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