TTAC vs. COWZ
Compare and contrast key facts about TrimTabs US Free Cash Flow Quality ETF (TTAC) and Pacer US Cash Cows 100 ETF (COWZ).
TTAC and COWZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTAC is an actively managed fund by TrimTabs. It was launched on Sep 28, 2016. COWZ is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Cash Cows 100 Index. It was launched on Dec 16, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTAC or COWZ.
Key characteristics
| TTAC | COWZ | |
|---|---|---|
| YTD Return | 21.87% | 16.33% |
| 1Y Return | 29.79% | 23.07% |
| 3Y Return (Ann) | 9.46% | 10.18% |
| 5Y Return (Ann) | 15.36% | 16.72% |
| Sharpe Ratio | 2.58 | 1.88 |
| Sortino Ratio | 3.53 | 2.71 |
| Omega Ratio | 1.45 | 1.32 |
| Calmar Ratio | 4.34 | 3.39 |
| Martin Ratio | 16.03 | 8.06 |
| Ulcer Index | 2.00% | 3.19% |
| Daily Std Dev | 12.45% | 13.70% |
| Max Drawdown | -34.95% | -38.63% |
| Current Drawdown | -0.71% | -1.05% |
Correlation
The correlation between TTAC and COWZ is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TTAC vs. COWZ - Performance Comparison
In the year-to-date period, TTAC achieves a 21.87% return, which is significantly higher than COWZ's 16.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TTAC vs. COWZ - Expense Ratio Comparison
TTAC has a 0.59% expense ratio, which is higher than COWZ's 0.49% expense ratio.
Risk-Adjusted Performance
TTAC vs. COWZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and Pacer US Cash Cows 100 ETF (COWZ). 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.
Dividends
TTAC vs. COWZ - Dividend Comparison
TTAC's dividend yield for the trailing twelve months is around 0.72%, less than COWZ's 1.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
TTAC TrimTabs US Free Cash Flow Quality ETF | 0.72% | 0.94% | 1.36% | 9.63% | 0.41% | 0.72% | 0.62% | 0.40% | 0.19% |
COWZ Pacer US Cash Cows 100 ETF | 1.83% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% |
Drawdowns
TTAC vs. COWZ - Drawdown Comparison
The maximum TTAC drawdown since its inception was -34.95%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for TTAC and COWZ. For additional features, visit the drawdowns tool.
Volatility
TTAC vs. COWZ - Volatility Comparison
The current volatility for TrimTabs US Free Cash Flow Quality ETF (TTAC) is 3.45%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 3.97%. This indicates that TTAC experiences smaller price fluctuations and is considered to be less risky than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.