WTV vs. LCOW

Last updated Jun 5, 2026

WTV (WisdomTree US Value ETF) and LCOW (Pacer S&P 500 Quality FCF Aristocrats ETF) are both exchange-traded funds - WTV is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Value Index, while LCOW is a S&P 500 fund tracking the S&P 500 Quality FCF Aristocrats Index. Both are passively managed. Over the past year, WTV returned 25.21% vs 21.17% for LCOW. A 0.64 correlation means they provide meaningful diversification when combined. WTV charges 0.12%/yr vs 0.49%/yr for LCOW.

Performance

WTV vs. LCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Value ETF (WTV) and Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTV achieves a 11.47% return, which is significantly higher than LCOW's 6.91% return.

WTV

• 1D: 0.86%
• 1M: 4.50%
• YTD: 11.47%
• 6M: 12.37%
• 1Y: 25.21%
• 3Y*: 22.93%
• 5Y*: 13.36%
• 10Y*: —

LCOW

• 1D: 0.31%
• 1M: 5.18%
• YTD: 6.91%
• 6M: 7.34%
• 1Y: 21.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTV vs. LCOW - Yearly Performance Comparison

	2026 (YTD)	2025
WTV WisdomTree US Value ETF	11.47%	16.80%
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF	6.91%	20.51%

Correlation

The correlation between WTV and LCOW is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (All Time) Calculated using the full available price history since May 8, 2025	0.64

The correlation between WTV and LCOW has been stable across timeframes, ranging from 0.62 to 0.64 - a consistent structural relationship.

Return for Risk

WTV vs. LCOW — Risk / Return Rank

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

WTV

WTV Risk / Return Rank: 67
WTV Sharpe Ratio Rank: 66
WTV Sortino Ratio Rank: 70
WTV Omega Ratio Rank: 64
WTV Calmar Ratio Rank: 72
WTV Martin Ratio Rank: 64

LCOW

LCOW Risk / Return Rank: 50
LCOW Sharpe Ratio Rank: 52
LCOW Sortino Ratio Rank: 52
LCOW Omega Ratio Rank: 50
LCOW Calmar Ratio Rank: 42
LCOW Martin Ratio Rank: 52

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.

WTV vs. LCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Value ETF (WTV) and Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW). 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.

	WTV	LCOW	Difference
Sharpe ratio: Return per unit of total volatility	2.15	1.77	+0.38
Sortino ratio: Return per unit of downside risk	3.14	2.49	+0.65
Omega ratio: Gain probability vs. loss probability	1.38	1.31	+0.07
Calmar ratio: Return relative to maximum drawdown	3.54	2.06	+1.49
Martin ratio: Return relative to average drawdown	11.55	8.64	+2.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTV vs. LCOW - Sharpe Ratio Comparison

The current WTV Sharpe Ratio is 2.15, which is comparable to the LCOW Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of WTV and LCOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WTV	LCOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	1.77	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	2.17	-1.50

Drawdowns

WTV vs. LCOW - Drawdown Comparison

The maximum WTV drawdown since its inception was -42.18%, which is greater than LCOW's maximum drawdown of -10.34%. Use the drawdown chart below to compare losses from any high point for WTV and LCOW.

Drawdown Indicators

	WTV	LCOW	Difference
Max Drawdown Largest peak-to-trough decline	-42.18%	-10.34%	-31.84%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	-10.34%	+3.19%
Max Drawdown (3Y) Largest decline over 3 years	-18.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.30%	—	—
Current Drawdown Current decline from peak	-0.11%	-0.24%	+0.13%
Average Drawdown Average peak-to-trough decline	-5.05%	-1.37%	-3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	2.46%	-0.27%

Volatility

WTV vs. LCOW - Volatility Comparison

WisdomTree US Value ETF (WTV) has a higher volatility of 3.01% compared to Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) at 2.26%. This indicates that WTV's price experiences larger fluctuations and is considered to be riskier than LCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTV	LCOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	2.26%	+0.75%
Volatility (6M) Calculated over the trailing 6-month period	7.92%	9.17%	-1.25%
Volatility (1Y) Calculated over the trailing 1-year period	11.82%	12.03%	-0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	12.30%	+4.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	12.30%	+7.90%

WTV vs. LCOW - Expense Ratio Comparison

WTV has a 0.12% expense ratio, which is lower than LCOW's 0.49% expense ratio.

Dividends

WTV vs. LCOW - Dividend Comparison

WTV's dividend yield for the trailing twelve months is around 1.64%, more than LCOW's 0.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF	0.65%	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WTV WisdomTree US Value ETF	1.64%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%

Frequently Asked Questions

Can I hold both WTV and LCOW in my portfolio?

WTV and LCOW have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTV or LCOW?

WTV has higher volatility (3.01%) compared to LCOW (2.26%). In terms of maximum drawdown, WTV dropped -42.18% vs LCOW's -10.34%.

Which ETF is better, WTV or LCOW?

On 1-year performance, WTV leads with 25.21% vs 21.17% for LCOW. On fees, WTV is cheaper at 0.12% per year. On volatility, LCOW has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTV or LCOW?

Over the 1-year period, WTV has performed better with a 25.21% return vs 21.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTV or LCOW?

WTV is cheaper with a 0.12% expense ratio, compared with 0.49% for LCOW.

Which ETF pays a higher dividend yield, WTV or LCOW?

WTV has the higher dividend yield at 1.64%, compared with 0.65% for LCOW.

What is the main difference between WTV and LCOW?

WTV is categorized as Large Cap Value Equities, while LCOW is S&P 500. WTV tracks WisdomTree U.S. LargeCap Value Index, while LCOW tracks S&P 500 Quality FCF Aristocrats Index. They also come from different issuers: WisdomTree and Pacer. Their fees differ too: 0.12% for WTV and 0.49% for LCOW.

Which has better risk-adjusted returns?

WTV currently has the higher Sharpe Ratio (2.15 vs 1.77), 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.