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GDT vs. QQWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDT vs. QQWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient TIPS Plus Gold Fund (GDT) and Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ). The values are adjusted to include any dividend payments, if applicable.

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GDT vs. QQWZ - Yearly Performance Comparison


Returns By Period


GDT

1D
1.43%
1M
-10.12%
YTD
6M
1Y
3Y*
5Y*
10Y*

QQWZ

1D
-0.31%
1M
-3.59%
YTD
4.75%
6M
5.81%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDT vs. QQWZ - Expense Ratio Comparison

GDT has a 0.30% expense ratio, which is lower than QQWZ's 0.49% expense ratio.


Return for Risk

GDT vs. QQWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient TIPS Plus Gold Fund (GDT) and Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GDT vs. QQWZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GDTQQWZDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

2.52

-2.82

Correlation

The correlation between GDT and QQWZ is 0.21, 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

GDT vs. QQWZ - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 0.09%, less than QQWZ's 0.35% yield.


Drawdowns

GDT vs. QQWZ - Drawdown Comparison

The maximum GDT drawdown since its inception was -18.06%, which is greater than QQWZ's maximum drawdown of -7.81%. Use the drawdown chart below to compare losses from any high point for GDT and QQWZ.


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Drawdown Indicators


GDTQQWZDifference

Max Drawdown

Largest peak-to-trough decline

-18.06%

-7.81%

-10.25%

Current Drawdown

Current decline from peak

-11.04%

-3.61%

-7.43%

Average Drawdown

Average peak-to-trough decline

-7.38%

-1.29%

-6.09%

Volatility

GDT vs. QQWZ - Volatility Comparison


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Volatility by Period


GDTQQWZDifference

Volatility (1Y)

Calculated over the trailing 1-year period

42.83%

14.51%

+28.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.83%

14.51%

+28.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.83%

14.51%

+28.32%