SCOW vs. INDS
SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) and INDS (Pacer Benchmark Industrial Real Estate SCTR 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 INDS is a REIT fund tracking the Benchmark Industrial Real Estate SCTR Index. Both are passively managed. At a 0.45 correlation, their price movements are largely independent. SCOW charges 0.59%/yr vs 0.60%/yr for INDS.
Performance
SCOW vs. INDS - Performance Comparison
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Returns By Period
In the year-to-date period, SCOW achieves a 7.34% return, which is significantly lower than INDS's 9.73% return.
SCOW
- 1D
- 0.04%
- 1M
- 1.82%
- YTD
- 7.34%
- 6M
- 3.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INDS
- 1D
- 0.44%
- 1M
- 0.37%
- YTD
- 9.73%
- 6M
- 10.02%
- 1Y
- 11.96%
- 3Y*
- 5.60%
- 5Y*
- 1.28%
- 10Y*
- —
SCOW vs. INDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 7.34% | -2.05% |
INDS Pacer Benchmark Industrial Real Estate SCTR ETF | 9.73% | 1.54% |
Correlation
The correlation between SCOW and INDS is 0.45, 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 | 0.45 |
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Return for Risk
SCOW vs. INDS — Risk / Return Rank
SCOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
INDS
SCOW vs. INDS - 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 Benchmark Industrial Real Estate SCTR ETF (INDS). 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 | INDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.13 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.98 | — |
| Martin ratioReturn relative to average drawdown | — | 2.95 | — |
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Drawdowns
SCOW vs. INDS - Drawdown Comparison
The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum INDS drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for SCOW and INDS.
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Drawdown Indicators
| SCOW | INDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.09% | -40.17% | +30.08% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.23% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.17% | — |
Current DrawdownCurrent decline from peak | -1.19% | -18.17% | +16.98% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -15.58% | +12.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.06% | — |
Volatility
SCOW vs. INDS - Volatility Comparison
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Volatility by Period
| SCOW | INDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.91% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.50% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 16.56% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 20.17% | -3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 23.07% | -6.11% |
SCOW vs. INDS - Expense Ratio Comparison
SCOW has a 0.59% expense ratio, which is lower than INDS's 0.60% expense ratio.
Dividends
SCOW vs. INDS - Dividend Comparison
SCOW's dividend yield for the trailing twelve months is around 0.39%, less than INDS's 3.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
INDS Pacer Benchmark Industrial Real Estate SCTR ETF | 3.37% | 3.70% | 3.75% | 3.11% | 2.63% | 1.24% | 1.68% | 2.26% | 1.81% |
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% |
Frequently Asked Questions
SCOW and INDS have a correlation of 0.45, 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 INDS.
INDS has the higher dividend yield at 3.37%, compared with 0.39% for SCOW.
SCOW is categorized as Small Cap Blend Equities, while INDS is REIT. SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while INDS tracks Benchmark Industrial Real Estate SCTR Index. Their fees differ too: 0.59% for SCOW and 0.60% for INDS.
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