SCOW vs. GCOW
SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) and GCOW (Pacer Global Cash Cows Dividend ETF) are both exchange-traded funds - SCOW is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Quality FCF Aristocrats Index, while GCOW is a Large Cap Value Equities fund tracking the Pacer Global Cash Cows Dividends Index. Both are passively managed. At a 0.30 correlation, their price movements are largely independent. SCOW charges 0.59%/yr vs 0.60%/yr for GCOW.
Performance
SCOW vs. GCOW - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with SCOW at 7.34% and GCOW at 7.34%.
SCOW
- 1D
- 0.04%
- 1M
- 1.82%
- YTD
- 7.34%
- 6M
- 3.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GCOW
- 1D
- 0.00%
- 1M
- -6.00%
- YTD
- 7.34%
- 6M
- 7.32%
- 1Y
- 21.14%
- 3Y*
- 15.59%
- 5Y*
- 11.72%
- 10Y*
- 9.95%
SCOW vs. GCOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 7.34% | -2.05% |
GCOW Pacer Global Cash Cows Dividend ETF | 7.34% | 6.12% |
Correlation
The correlation between SCOW and GCOW is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.30 |
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Return for Risk
SCOW vs. GCOW — Risk / Return Rank
SCOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GCOW
SCOW vs. GCOW - 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 Global Cash Cows Dividend ETF (GCOW). 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 | GCOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.06 | — |
| Martin ratioReturn relative to average drawdown | — | 10.42 | — |
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Drawdowns
SCOW vs. GCOW - Drawdown Comparison
The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for SCOW and GCOW.
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Drawdown Indicators
| SCOW | GCOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.09% | -37.64% | +27.55% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.93% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.35% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.64% | — |
Current DrawdownCurrent decline from peak | -1.19% | -6.93% | +5.74% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -5.83% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
SCOW vs. GCOW - Volatility Comparison
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Volatility by Period
| SCOW | GCOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.89% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.29% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 11.09% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 13.50% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 16.03% | +0.93% |
SCOW vs. GCOW - Expense Ratio Comparison
SCOW has a 0.59% expense ratio, which is lower than GCOW's 0.60% expense ratio.
Dividends
SCOW vs. GCOW - Dividend Comparison
SCOW's dividend yield for the trailing twelve months is around 0.39%, less than GCOW's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GCOW Pacer Global Cash Cows Dividend ETF | 4.90% | 4.06% | 5.14% | 5.28% | 4.39% | 4.23% | 4.12% | 4.40% | 3.94% | 2.79% | 1.95% |
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 0.39% | 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 GCOW have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCOW is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCOW is cheaper with a 0.59% expense ratio, compared with 0.60% for GCOW.
GCOW has the higher dividend yield at 4.90%, compared with 0.39% for SCOW.
SCOW is categorized as Small Cap Blend Equities, while GCOW is Large Cap Value Equities. SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while GCOW tracks Pacer Global Cash Cows Dividends Index. Their fees differ too: 0.59% for SCOW and 0.60% for GCOW.
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