COWG
Pacer US Large Cap Cash Cows Growth Leaders ETF
UMD
Adj. R2
0.759
Rel. Sharpe
1.243
Mkt beta
0.93
AUM
US$2.1B
MER
0.49%
Valuation
97
ETF comparison
Verified factor-similar pair
COWG vs SEIM
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
UMD
Similarity score
81
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- SEIM has the higher backtested relative Sharpe (1.469 vs 1.243).
- SEIM has the lower published fee (0.15% vs 0.49%).
- COWG is cheaper on dividend valuation (97 vs 119, where 100 is each fund's historical median).
- SEIM has the stronger regression fit (adjusted R-squared 0.921 vs 0.759).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
SEIM
SEI Enhanced U.S. Large Cap Momentum Factor ETF
UMD
Adj. R2
0.921
Rel. Sharpe
1.469
Mkt beta
1.09
AUM
US$1.3B
MER
0.15%
Valuation
119
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.03
HML
diff +0.05
RMW
diff -0.09
CMA
diff -0.10
UMD
diff -0.09
Why This Pair Matches
Exposure level
80
Exposure shape
95
Mkt beta diff
0.16
Rel. Sharpe diff
0.226
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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