SCOW vs. IJR

Last updated Jun 4, 2026

SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) and IJR (iShares Core S&P Small-Cap ETF) are both Small Cap Blend Equities funds - SCOW tracks the S&P SmallCap 600 Quality FCF Aristocrats Index while IJR tracks the S&P SmallCap 600 Index. Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. SCOW charges 0.59%/yr vs 0.06%/yr for IJR.

Performance

SCOW vs. IJR - 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 iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCOW achieves a 6.60% return, which is significantly lower than IJR's 15.38% return.

SCOW

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

IJR

• 1D: -0.89%
• 1M: 1.67%
• YTD: 15.38%
• 6M: 14.25%
• 1Y: 31.54%
• 3Y*: 14.39%
• 5Y*: 5.64%
• 10Y*: 10.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCOW vs. IJR - Yearly Performance Comparison

	2026 (YTD)	2025
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF	6.60%	-2.05%
IJR iShares Core S&P Small-Cap ETF	15.38%	2.25%

Correlation

The correlation between SCOW and IJR is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025	0.83

Return for Risk

SCOW vs. IJR — Risk / Return Rank

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

IJR

IJR Risk / Return Rank: 58
IJR Sharpe Ratio Rank: 52
IJR Sortino Ratio Rank: 54
IJR Omega Ratio Rank: 49
IJR Calmar Ratio Rank: 71
IJR Martin Ratio Rank: 65

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. IJR - 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 iShares Core S&P Small-Cap ETF (IJR). 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.

Sharpe Ratios by Period

	SCOW	IJR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.81	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.43	-0.09

Drawdowns

SCOW vs. IJR - Drawdown Comparison

The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for SCOW and IJR.

Drawdown Indicators

	SCOW	IJR	Difference
Max Drawdown Largest peak-to-trough decline	-10.09%	-58.15%	+48.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.68%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-28.02%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.02%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.36%	—
Current Drawdown Current decline from peak	-1.46%	-0.91%	-0.55%
Average Drawdown Average peak-to-trough decline	-3.20%	-9.28%	+6.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.60%	—

Volatility

Volatility by Period

	SCOW	IJR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.65%	—
Volatility (1Y) Calculated over the trailing 1-year period	16.94%	17.54%	-0.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.94%	21.41%	-4.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.94%	22.91%	-5.97%

SCOW vs. IJR - Expense Ratio Comparison

SCOW has a 0.59% expense ratio, which is higher than IJR's 0.06% expense ratio.

Dividends

SCOW vs. IJR - Dividend Comparison

SCOW's dividend yield for the trailing twelve months is around 0.27%, less than IJR's 1.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IJR iShares Core S&P Small-Cap ETF	1.15%	1.44%	2.05%	1.31%	1.41%	1.53%	1.11%	1.44%	1.58%	1.20%	1.22%	1.48%
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%	0.00%

Frequently Asked Questions

Can I hold both SCOW and IJR in my portfolio?

SCOW and IJR have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SCOW or IJR?

On fees, IJR is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SCOW or IJR?

IJR is cheaper with a 0.06% expense ratio, compared with 0.59% for SCOW.

Which ETF pays a higher dividend yield, SCOW or IJR?

IJR has the higher dividend yield at 1.15%, compared with 0.27% for SCOW.

What is the main difference between SCOW and IJR?

SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while IJR tracks S&P SmallCap 600 Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.59% for SCOW and 0.06% for IJR.