PortfoliosLab logoPortfoliosLab logo
SCOW vs. GCOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCOW vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCOW achieves a 6.60% return, which is significantly lower than GCOW's 12.18% return.


SCOW

1D
-1.46%
1M
2.00%
YTD
6.60%
6M
5.15%
1Y
3Y*
5Y*
10Y*

GCOW

1D
-0.56%
1M
0.09%
YTD
12.18%
6M
13.23%
1Y
27.12%
3Y*
17.41%
5Y*
12.34%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCOW vs. GCOW - Yearly Performance Comparison


Correlation

The correlation between SCOW and GCOW is 0.29, 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 29, 2025

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SCOW vs. GCOW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCOW

GCOW
GCOW Risk / Return Rank: 7979
Overall Rank
GCOW Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 7979
Sortino Ratio Rank
GCOW Omega Ratio Rank: 7272
Omega Ratio Rank
GCOW Calmar Ratio Rank: 9090
Calmar Ratio Rank
GCOW Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCOW vs. GCOW - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


SCOWGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.59

-0.24

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.


Loading charts...

Drawdown Indicators


SCOWGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-10.09%

-37.64%

+27.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

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 Drawdown

Current decline from peak

-1.46%

-2.73%

+1.27%

Average Drawdown

Average peak-to-trough decline

-3.20%

-5.84%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

Volatility

SCOW vs. GCOW - Volatility Comparison


Loading charts...

Volatility by Period


SCOWGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

10.81%

+6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

13.49%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

16.20%

+0.74%

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 0.27%, less than GCOW's 4.43% yield.


PositionTTM2025202420232022202120202019201820172016
GCOW
Pacer Global Cash Cows Dividend ETF
4.43%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
0.27%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 0.29, 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 4.43%, compared with 0.27% 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.

Portfolio Optimizer

Find the right allocation for SCOW and GCOW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer