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TUR vs. ECOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TUR vs. ECOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Turkey ETF (TUR) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW). The values are adjusted to include any dividend payments, if applicable.

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TUR vs. ECOW - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TUR
iShares MSCI Turkey ETF
12.29%-1.54%12.91%-8.83%105.75%-27.41%-1.19%27.06%
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
9.29%32.50%3.17%15.79%-19.28%7.47%-2.51%10.37%

Returns By Period

In the year-to-date period, TUR achieves a 12.29% return, which is significantly higher than ECOW's 9.29% return.


TUR

1D
3.48%
1M
-4.87%
YTD
12.29%
6M
14.07%
1Y
20.81%
3Y*
8.89%
5Y*
13.63%
10Y*
1.66%

ECOW

1D
2.44%
1M
-4.14%
YTD
9.29%
6M
12.97%
1Y
37.65%
3Y*
18.71%
5Y*
6.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TUR vs. ECOW - Expense Ratio Comparison

TUR has a 0.59% expense ratio, which is lower than ECOW's 0.70% expense ratio.


Return for Risk

TUR vs. ECOW — Risk / Return Rank

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

TUR
TUR Risk / Return Rank: 5656
Overall Rank
TUR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TUR Sortino Ratio Rank: 6262
Sortino Ratio Rank
TUR Omega Ratio Rank: 4848
Omega Ratio Rank
TUR Calmar Ratio Rank: 7171
Calmar Ratio Rank
TUR Martin Ratio Rank: 4646
Martin Ratio Rank

ECOW
ECOW Risk / Return Rank: 9393
Overall Rank
ECOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ECOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
ECOW Omega Ratio Rank: 9595
Omega Ratio Rank
ECOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
ECOW Martin Ratio Rank: 9494
Martin Ratio Rank
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.

TUR vs. ECOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey ETF (TUR) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW). 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.


TURECOWDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.28

-1.34

Sortino ratio

Return per unit of downside risk

1.53

2.87

-1.34

Omega ratio

Gain probability vs. loss probability

1.18

1.46

-0.28

Calmar ratio

Return relative to maximum drawdown

1.75

2.85

-1.11

Martin ratio

Return relative to average drawdown

4.17

14.23

-10.06

TUR vs. ECOW - Sharpe Ratio Comparison

The current TUR Sharpe Ratio is 0.93, which is lower than the ECOW Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of TUR and ECOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TURECOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.28

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.39

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.36

-0.32

Correlation

The correlation between TUR and ECOW is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TUR vs. ECOW - Dividend Comparison

TUR's dividend yield for the trailing twelve months is around 2.14%, less than ECOW's 4.76% yield.


TTM20252024202320222021202020192018201720162015
TUR
iShares MSCI Turkey ETF
2.14%2.40%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
4.76%5.20%7.35%5.46%7.50%4.39%3.35%8.08%0.00%0.00%0.00%0.00%

Drawdowns

TUR vs. ECOW - Drawdown Comparison

The maximum TUR drawdown since its inception was -72.34%, which is greater than ECOW's maximum drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for TUR and ECOW.


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Drawdown Indicators


TURECOWDifference

Max Drawdown

Largest peak-to-trough decline

-72.34%

-40.27%

-32.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-13.09%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-31.63%

-33.67%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-59.25%

Current Drawdown

Current decline from peak

-29.33%

-4.82%

-24.51%

Average Drawdown

Average peak-to-trough decline

-40.05%

-11.29%

-28.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

2.63%

+2.49%

Volatility

TUR vs. ECOW - Volatility Comparison

iShares MSCI Turkey ETF (TUR) has a higher volatility of 8.57% compared to Pacer Emerging Markets Cash Cows 100 ETF (ECOW) at 7.25%. This indicates that TUR's price experiences larger fluctuations and is considered to be riskier than ECOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TURECOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

7.25%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.61%

11.25%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

22.36%

16.60%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.79%

17.66%

+16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.34%

20.26%

+14.08%