IMOM vs. QQWZ
IMOM (Alpha Architect International Quantitative Momentum ETF) and QQWZ (Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF) are both exchange-traded funds - IMOM is a Momentum fund tracking the Alpha Architect Intern.Quan. Mome. (USD)(TR), while QQWZ is a Nasdaq-100 fund actively managed by Pacer. IMOM is passively managed, while QQWZ is actively managed. Over the past year, IMOM returned 39.37% vs 33.73% for QQWZ. At a 0.47 correlation, their price movements are largely independent. IMOM charges 0.38%/yr vs 0.49%/yr for QQWZ.
Performance
IMOM vs. QQWZ - Performance Comparison
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Returns By Period
In the year-to-date period, IMOM achieves a 16.29% return, which is significantly higher than QQWZ's 15.29% return.
IMOM
- 1D
- 1.30%
- 1M
- -0.87%
- YTD
- 16.29%
- 6M
- 18.55%
- 1Y
- 39.37%
- 3Y*
- 23.40%
- 5Y*
- 8.18%
- 10Y*
- 7.94%
QQWZ
- 1D
- 0.70%
- 1M
- 1.78%
- YTD
- 15.29%
- 6M
- 14.62%
- 1Y
- 33.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IMOM vs. QQWZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 16.29% | 27.68% |
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF | 15.29% | 26.23% |
Correlation
The correlation between IMOM and QQWZ is 0.53, 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 | 0.53 |
Correlation (All Time) Calculated using the full available price history since May 7, 2025 | 0.47 |
The correlation between IMOM and QQWZ has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.
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Return for Risk
IMOM vs. QQWZ — Risk / Return Rank
IMOM
QQWZ
IMOM vs. QQWZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) 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.
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.
| IMOM | QQWZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 4.09 | -1.57 |
| Martin ratioReturn relative to average drawdown | 10.23 | 14.21 | -3.98 |
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Drawdowns
IMOM vs. QQWZ - Drawdown Comparison
The maximum IMOM drawdown since its inception was -45.74%, which is greater than QQWZ's maximum drawdown of -7.81%. Use the drawdown chart below to compare losses from any high point for IMOM and QQWZ.
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Drawdown Indicators
| IMOM | QQWZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.74% | -7.81% | -37.93% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -7.81% | -7.80% |
Max Drawdown (3Y)Largest decline over 3 years | -17.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -39.27% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.74% | — | — |
Current DrawdownCurrent decline from peak | -3.90% | -3.29% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -14.15% | -1.43% | -12.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.24% | +1.60% |
Volatility
IMOM vs. QQWZ - Volatility Comparison
Alpha Architect International Quantitative Momentum ETF (IMOM) has a higher volatility of 8.31% compared to Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ) at 7.06%. This indicates that IMOM's price experiences larger fluctuations and is considered to be riskier than QQWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMOM | QQWZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 7.06% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 17.95% | 10.75% | +7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.49% | 14.96% | +5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 15.18% | +4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 15.18% | +5.12% |
IMOM vs. QQWZ - Expense Ratio Comparison
IMOM has a 0.38% expense ratio, which is lower than QQWZ's 0.49% expense ratio.
Dividends
IMOM vs. QQWZ - Dividend Comparison
IMOM's dividend yield for the trailing twelve months is around 2.17%, more than QQWZ's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 2.17% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% |
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF | 0.56% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IMOM and QQWZ have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMOM has higher volatility (8.31%) compared to QQWZ (7.06%). In terms of maximum drawdown, IMOM dropped -45.74% vs QQWZ's -7.81%.
On 1-year performance, IMOM leads with 39.37% vs 33.73% for QQWZ. On fees, IMOM is cheaper at 0.38% per year. On volatility, QQWZ has been the lower-risk option at 7.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IMOM has performed better with a 39.37% return vs 33.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IMOM is cheaper with a 0.38% expense ratio, compared with 0.49% for QQWZ.
IMOM has the higher dividend yield at 2.17%, compared with 0.56% for QQWZ.
IMOM is categorized as Momentum, while QQWZ is Nasdaq-100. They also come from different issuers: Alpha Architect and Pacer. Their fees differ too: 0.38% for IMOM and 0.49% for QQWZ.
QQWZ currently has the higher Sharpe Ratio (2.13 vs 1.92), 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.
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