XUDV vs. GCOW

Last updated Jun 4, 2026

XUDV (Franklin U.S. Dividend Booster Index ETF) and GCOW (Pacer Global Cash Cows Dividend ETF) are both exchange-traded funds - XUDV is a Dividend fund tracking the VettaFi New Frontier U.S. Dividend Select Index, while GCOW is a Large Cap Value Equities fund tracking the Pacer Global Cash Cows Dividends Index. Both are passively managed. Over the past year, XUDV returned 29.58% vs 27.12% for GCOW. A 0.56 correlation means they provide meaningful diversification when combined. XUDV charges 0.09%/yr vs 0.60%/yr for GCOW.

Performance

XUDV vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Dividend Booster Index ETF (XUDV) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XUDV achieves a 19.02% return, which is significantly higher than GCOW's 12.18% return.

XUDV

• 1D: -1.47%
• 1M: 4.20%
• YTD: 19.02%
• 6M: 19.23%
• 1Y: 29.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GCOW

• 1D: -0.56%
• 1M: 0.09%
• YTD: 12.18%
• 6M: 13.23%
• 1Y: 27.12%
• 3Y*: 17.41%
• 5Y*: 12.34%
• 10Y*: 9.91%

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

XUDV vs. GCOW - Yearly Performance Comparison

	2026 (YTD)	2025
XUDV Franklin U.S. Dividend Booster Index ETF	19.02%	8.24%
GCOW Pacer Global Cash Cows Dividend ETF	12.18%	24.64%

Correlation

The correlation between XUDV and GCOW is 0.57, 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	0.57
Correlation (All Time) Calculated using the full available price history since Jan 24, 2025	0.56

The correlation between XUDV and GCOW has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.

XUDV vs. GCOW - Sectors Allocation Comparison

Sectors	XUDV	GCOW
Financial Services	25.3%	-
Technology	15.1%	0.9%
Consumer Defensive	13.3%	17.1%
Industrials	9.2%	12.4%
Healthcare	8.7%	14.6%
Energy	7.6%	24.4%
Consumer Cyclical	7.1%	4.6%
Communication Services	6.2%	14.6%
Utilities	4.3%	4.1%
Basic Materials	3.3%	7.3%
Real Estate	-	-

Return for Risk

XUDV vs. GCOW — Risk / Return Rank

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

XUDV

XUDV Risk / Return Rank: 77
XUDV Sharpe Ratio Rank: 75
XUDV Sortino Ratio Rank: 77
XUDV Omega Ratio Rank: 68
XUDV Calmar Ratio Rank: 85
XUDV Martin Ratio Rank: 81

GCOW

GCOW Risk / Return Rank: 79
GCOW Sharpe Ratio Rank: 76
GCOW Sortino Ratio Rank: 79
GCOW Omega Ratio Rank: 72
GCOW Calmar Ratio Rank: 90
GCOW Martin Ratio Rank: 77

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.

XUDV vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Dividend Booster Index ETF (XUDV) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.

	XUDV	GCOW	Difference
Sharpe ratio: Return per unit of total volatility	2.43	2.52	-0.09
Sortino ratio: Return per unit of downside risk	3.42	3.63	-0.20
Omega ratio: Gain probability vs. loss probability	1.40	1.44	-0.03
Calmar ratio: Return relative to maximum drawdown	4.69	5.71	-1.02
Martin ratio: Return relative to average drawdown	15.94	15.05	+0.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XUDV vs. GCOW - Sharpe Ratio Comparison

The current XUDV Sharpe Ratio is 2.43, which is comparable to the GCOW Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of XUDV and GCOW, 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

	XUDV	GCOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	2.52	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.92	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.26	0.59	+0.67

Drawdowns

XUDV vs. GCOW - Drawdown Comparison

The maximum XUDV drawdown since its inception was -15.98%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for XUDV and GCOW.

Drawdown Indicators

	XUDV	GCOW	Difference
Max Drawdown Largest peak-to-trough decline	-15.98%	-37.64%	+21.66%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	-4.77%	-1.57%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.35%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.64%	—
Current Drawdown Current decline from peak	-1.85%	-2.73%	+0.88%
Average Drawdown Average peak-to-trough decline	-2.10%	-5.84%	+3.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	1.81%	+0.05%

Volatility

XUDV vs. GCOW - Volatility Comparison

Franklin U.S. Dividend Booster Index ETF (XUDV) has a higher volatility of 3.69% compared to Pacer Global Cash Cows Dividend ETF (GCOW) at 2.85%. This indicates that XUDV's price experiences larger fluctuations and is considered to be riskier than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XUDV	GCOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.69%	2.85%	+0.84%
Volatility (6M) Calculated over the trailing 6-month period	8.25%	7.99%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	12.27%	10.81%	+1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.34%	13.49%	+2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	16.20%	+0.14%

XUDV vs. GCOW - Expense Ratio Comparison

XUDV has a 0.09% expense ratio, which is lower than GCOW's 0.60% expense ratio.

Dividends

XUDV vs. GCOW - Dividend Comparison

XUDV's dividend yield for the trailing twelve months is around 3.48%, less than GCOW's 4.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GCOW Pacer Global Cash Cows Dividend ETF	4.43%	4.06%	5.14%	5.28%	4.39%	4.23%	4.12%	4.40%	3.94%	2.79%	1.95%
XUDV Franklin U.S. Dividend Booster Index ETF	3.48%	3.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XUDV and GCOW in my portfolio?

XUDV and GCOW have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XUDV or GCOW?

XUDV has higher volatility (3.69%) compared to GCOW (2.85%). In terms of maximum drawdown, XUDV dropped -15.98% vs GCOW's -37.64%.

Which ETF is better, XUDV or GCOW?

On 1-year performance, XUDV leads with 29.58% vs 27.12% for GCOW. On fees, XUDV is cheaper at 0.09% per year. On volatility, GCOW has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XUDV or GCOW?

Over the 1-year period, XUDV has performed better with a 29.58% return vs 27.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XUDV or GCOW?

XUDV is cheaper with a 0.09% expense ratio, compared with 0.60% for GCOW.

Which ETF pays a higher dividend yield, XUDV or GCOW?

GCOW has the higher dividend yield at 4.43%, compared with 3.48% for XUDV.

What is the main difference between XUDV and GCOW?

XUDV is categorized as Dividend, while GCOW is Large Cap Value Equities. XUDV tracks VettaFi New Frontier U.S. Dividend Select Index, while GCOW tracks Pacer Global Cash Cows Dividends Index. They also come from different issuers: Franklin and Pacer. Their fees differ too: 0.09% for XUDV and 0.60% for GCOW.

Which has better risk-adjusted returns?

GCOW currently has the higher Sharpe Ratio (2.52 vs 2.43), 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.