SCOW vs. ISCB
SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) and ISCB (iShares Morningstar Small-Cap ETF) are both Small Cap Blend Equities funds - SCOW tracks the S&P SmallCap 600 Quality FCF Aristocrats Index while ISCB tracks the Morningstar US Small Cap Extended Index. Both are passively managed. A 0.80 correlation means they provide meaningful diversification when combined. SCOW charges 0.59%/yr vs 0.04%/yr for ISCB.
Performance
SCOW vs. ISCB - 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 ISCB's 13.15% return.
SCOW
- 1D
- 0.04%
- 1M
- 1.82%
- YTD
- 7.34%
- 6M
- 3.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCB
- 1D
- -0.39%
- 1M
- 2.62%
- YTD
- 13.15%
- 6M
- 11.14%
- 1Y
- 29.94%
- 3Y*
- 17.02%
- 5Y*
- 5.91%
- 10Y*
- 9.82%
SCOW vs. ISCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF | 7.34% | -2.05% |
ISCB iShares Morningstar Small-Cap ETF | 13.15% | 4.23% |
Correlation
The correlation between SCOW and ISCB is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.80 |
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Return for Risk
SCOW vs. ISCB — Risk / Return Rank
SCOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ISCB
SCOW vs. ISCB - 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 Morningstar Small-Cap ETF (ISCB). 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 | ISCB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.20 | — |
| Martin ratioReturn relative to average drawdown | — | 11.44 | — |
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Drawdowns
SCOW vs. ISCB - Drawdown Comparison
The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum ISCB drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for SCOW and ISCB.
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Drawdown Indicators
| SCOW | ISCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.09% | -61.25% | +51.16% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.39% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.94% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.18% | — |
Current DrawdownCurrent decline from peak | -1.19% | -0.71% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -9.78% | +6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.62% | — |
Volatility
SCOW vs. ISCB - Volatility Comparison
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Volatility by Period
| SCOW | ISCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.52% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.72% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 16.73% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 21.41% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 22.67% | -5.71% |
SCOW vs. ISCB - Expense Ratio Comparison
SCOW has a 0.59% expense ratio, which is higher than ISCB's 0.04% expense ratio.
Dividends
SCOW vs. ISCB - Dividend Comparison
SCOW's dividend yield for the trailing twelve months is around 0.39%, less than ISCB's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCB iShares Morningstar Small-Cap ETF | 1.30% | 1.38% | 1.31% | 1.49% | 1.63% | 1.26% | 1.26% | 1.25% | 1.60% | 1.24% | 1.58% | 1.40% |
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% | 0.00% |
Frequently Asked Questions
SCOW and ISCB have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISCB is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISCB is cheaper with a 0.04% expense ratio, compared with 0.59% for SCOW.
ISCB has the higher dividend yield at 1.30%, compared with 0.39% for SCOW.
SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while ISCB tracks Morningstar US Small Cap Extended Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.59% for SCOW and 0.04% for ISCB.
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