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QQWZ vs. BSR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQWZ vs. BSR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ) and Beacon Selective Risk ETF (BSR). The values are adjusted to include any dividend payments, if applicable.

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QQWZ vs. BSR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QQWZ achieves a 4.75% return, which is significantly higher than BSR's 1.00% return.


QQWZ

1D
-0.31%
1M
-3.59%
YTD
4.75%
6M
5.81%
1Y
3Y*
5Y*
10Y*

BSR

1D
0.03%
1M
-5.10%
YTD
1.00%
6M
2.19%
1Y
5.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQWZ vs. BSR - Expense Ratio Comparison

QQWZ has a 0.49% expense ratio, which is lower than BSR's 1.10% expense ratio.


Return for Risk

QQWZ vs. BSR — Risk / Return Rank

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

QQWZ

BSR
BSR Risk / Return Rank: 2020
Overall Rank
BSR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BSR Sortino Ratio Rank: 1919
Sortino Ratio Rank
BSR Omega Ratio Rank: 3131
Omega Ratio Rank
BSR Calmar Ratio Rank: 1818
Calmar Ratio Rank
BSR Martin Ratio Rank: 1616
Martin Ratio Rank
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.

QQWZ vs. BSR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ) and Beacon Selective Risk ETF (BSR). 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.

QQWZ vs. BSR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQWZBSRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

2.52

0.45

+2.07

Correlation

The correlation between QQWZ and BSR is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QQWZ vs. BSR - Dividend Comparison

QQWZ's dividend yield for the trailing twelve months is around 0.35%, less than BSR's 2.87% yield.


TTM202520242023
QQWZ
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF
0.35%0.11%0.00%0.00%
BSR
Beacon Selective Risk ETF
2.87%2.89%0.89%1.08%

Drawdowns

QQWZ vs. BSR - Drawdown Comparison

The maximum QQWZ drawdown since its inception was -7.81%, smaller than the maximum BSR drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for QQWZ and BSR.


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Drawdown Indicators


QQWZBSRDifference

Max Drawdown

Largest peak-to-trough decline

-7.81%

-15.68%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

Current Drawdown

Current decline from peak

-3.61%

-6.63%

+3.02%

Average Drawdown

Average peak-to-trough decline

-1.29%

-4.54%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.92%

Volatility

QQWZ vs. BSR - Volatility Comparison


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Volatility by Period


QQWZBSRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

25.06%

-10.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

16.64%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

16.64%

-2.13%