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SMLE vs. PSMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMLE and PSMO is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

SMLE vs. PSMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P SmallCap 600 ESG ETF (SMLE) and Pacer Swan SOS Moderate (October) ETF (PSMO). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember20250
3.20%
SMLE
PSMO

Key characteristics

Returns By Period


SMLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PSMO

YTD

-0.04%

1M

-0.98%

6M

3.20%

1Y

10.23%

5Y*

N/A

10Y*

N/A

*Annualized

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SMLE vs. PSMO - Expense Ratio Comparison

SMLE has a 0.15% expense ratio, which is lower than PSMO's 0.60% expense ratio.


PSMO
Pacer Swan SOS Moderate (October) ETF
Expense ratio chart for PSMO: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SMLE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SMLE vs. PSMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P SmallCap 600 ESG ETF (SMLE) and Pacer Swan SOS Moderate (October) ETF (PSMO). 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.


Sharpe ratio
The chart of Sharpe ratio for SMLE, currently valued at 0.01, compared to the broader market0.002.004.000.012.29
The chart of Sortino ratio for SMLE, currently valued at 6.07, compared to the broader market-2.000.002.004.006.008.0010.006.073.24
The chart of Omega ratio for SMLE, currently valued at 5.28, compared to the broader market0.501.001.502.002.503.005.281.51
The chart of Calmar ratio for SMLE, currently valued at 0.07, compared to the broader market0.005.0010.0015.000.075.77
The chart of Martin ratio for SMLE, currently valued at 0.07, compared to the broader market0.0020.0040.0060.0080.00100.000.0726.79
SMLE
PSMO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.01
2.29
SMLE
PSMO

Dividends

SMLE vs. PSMO - Dividend Comparison

Neither SMLE nor PSMO has paid dividends to shareholders.


TTM2024202320222021
SMLE
Xtrackers S&P SmallCap 600 ESG ETF
0.42%0.42%1.35%0.15%1.48%
PSMO
Pacer Swan SOS Moderate (October) ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMLE vs. PSMO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-84.87%
-1.40%
SMLE
PSMO

Volatility

SMLE vs. PSMO - Volatility Comparison

The current volatility for Xtrackers S&P SmallCap 600 ESG ETF (SMLE) is 0.00%, while Pacer Swan SOS Moderate (October) ETF (PSMO) has a volatility of 1.88%. This indicates that SMLE experiences smaller price fluctuations and is considered to be less risky than PSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember20250
1.88%
SMLE
PSMO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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