WLTG vs. PSCX

Last updated Jun 24, 2026

WLTG (WealthTrust DBS Long Term Growth ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, WLTG returned 22.76%/yr vs 12.23%/yr for PSCX. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.75% expense ratio.

Performance

WLTG vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WealthTrust DBS Long Term Growth ETF (WLTG) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WLTG achieves a 5.87% return, which is significantly higher than PSCX's 4.46% return.

WLTG

• 1D: -1.55%
• 1M: -0.80%
• YTD: 5.87%
• 6M: 4.59%
• 1Y: 24.44%
• 3Y*: 22.76%
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.49%
• 1M: -0.08%
• YTD: 4.46%
• 6M: 4.60%
• 1Y: 14.18%
• 3Y*: 12.23%
• 5Y*: 8.22%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WLTG vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WLTG WealthTrust DBS Long Term Growth ETF	5.87%	24.55%	26.90%	17.00%	-22.64%	1.43%
PSCX Pacer Swan SOS Conservative (December) ETF	4.46%	12.08%	13.27%	16.57%	-7.35%	1.45%

Correlation

The correlation between WLTG and PSCX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 7, 2021	0.87

The correlation between WLTG and PSCX has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

Return for Risk

WLTG vs. PSCX — Risk / Return Rank

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

WLTG

WLTG Risk / Return Rank: 57
WLTG Sharpe Ratio Rank: 56
WLTG Sortino Ratio Rank: 54
WLTG Omega Ratio Rank: 53
WLTG Calmar Ratio Rank: 56
WLTG Martin Ratio Rank: 66

PSCX

PSCX Risk / Return Rank: 84
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 89
PSCX Omega Ratio Rank: 88
PSCX Calmar Ratio Rank: 72
PSCX Martin Ratio Rank: 86

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.

WLTG vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WealthTrust DBS Long Term Growth ETF (WLTG) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.

	WLTG	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.53	-0.78
Sortino ratio: Return per unit of downside risk	2.41	3.75	-1.34
Omega ratio: Gain probability vs. loss probability	1.31	1.51	-0.20
Calmar ratio: Return relative to maximum drawdown	2.57	3.39	-0.82
Martin ratio: Return relative to average drawdown	11.26	17.03	-5.77

WLTG vs. PSCX - Sharpe Ratio Comparison

The current WLTG Sharpe Ratio is 1.75, which is lower than the PSCX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of WLTG and PSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WLTG vs. PSCX - Drawdown Comparison

The maximum WLTG drawdown since its inception was -25.14%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for WLTG and PSCX.

Drawdown Indicators

	WLTG	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-25.14%	-10.20%	-14.94%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-4.20%	-5.36%
Max Drawdown (3Y) Largest decline over 3 years	-17.12%	-9.61%	-7.51%
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-2.33%	-0.75%	-1.58%
Average Drawdown Average peak-to-trough decline	-8.98%	-1.85%	-7.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	0.83%	+1.35%

Volatility

WLTG vs. PSCX - Volatility Comparison

WealthTrust DBS Long Term Growth ETF (WLTG) has a higher volatility of 5.08% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 1.79%. This indicates that WLTG's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WLTG	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	1.79%	+3.29%
Volatility (6M) Calculated over the trailing 6-month period	11.02%	4.52%	+6.50%
Volatility (1Y) Calculated over the trailing 1-year period	14.07%	5.65%	+8.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	7.11%	+8.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	6.97%	+8.24%

WLTG vs. PSCX - Expense Ratio Comparison

Both WLTG and PSCX have an expense ratio of 0.75%.

Dividends

WLTG vs. PSCX - Dividend Comparison

WLTG's dividend yield for the trailing twelve months is around 4.18%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WLTG WealthTrust DBS Long Term Growth ETF	4.18%	4.43%	0.55%	0.71%	0.44%	0.02%

Frequently Asked Questions

Can I hold both WLTG and PSCX in my portfolio?

WLTG and PSCX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WLTG or PSCX?

WLTG has higher volatility (5.08%) compared to PSCX (1.79%). In terms of maximum drawdown, WLTG dropped -25.14% vs PSCX's -10.20%.

Which ETF is better, WLTG or PSCX?

On 3-year performance, WLTG leads with 22.76% vs 12.23% for PSCX. Both ETFs have the same 0.75% expense ratio. On volatility, PSCX has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WLTG or PSCX?

Over the 3-year period, WLTG has performed better with a 22.76% return vs 12.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WLTG or PSCX?

WLTG and PSCX have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, WLTG or PSCX?

WLTG has the higher dividend yield at 4.18%, compared with 0.00% for PSCX.

What is the main difference between WLTG and PSCX?

They also come from different issuers: WealthTrust and Pacer.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.53 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.