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QQWZ vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

QQWZ vs. BTC-USD - 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 Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQWZ achieves a 18.35% return, which is significantly higher than BTC-USD's -27.60% return.


QQWZ

1D
-0.48%
1M
8.73%
YTD
18.35%
6M
15.96%
1Y
36.51%
3Y*
5Y*
10Y*

BTC-USD

1D
-1.08%
1M
-21.71%
YTD
-27.60%
6M
-31.22%
1Y
-39.53%
3Y*
35.01%
5Y*
12.25%
10Y*
59.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQWZ vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025
QQWZ
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF
18.35%26.23%
BTC-USD
Bitcoin
-27.60%-9.85%

Correlation

The correlation between QQWZ and BTC-USD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (All Time)
Calculated using the full available price history since May 8, 2025

0.29

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Return for Risk

QQWZ vs. BTC-USD — Risk / Return Rank

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

QQWZ
QQWZ Risk / Return Rank: 8383
Overall Rank
QQWZ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QQWZ Sortino Ratio Rank: 8080
Sortino Ratio Rank
QQWZ Omega Ratio Rank: 8080
Omega Ratio Rank
QQWZ Calmar Ratio Rank: 8686
Calmar Ratio Rank
QQWZ Martin Ratio Rank: 8585
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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. BTC-USD - 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 Bitcoin (BTC-USD). 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.


QQWZBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.59

Sortino ratioReturn per unit of downside risk

+4.84

Omega ratioGain probability vs. loss probability

1.47

0.87

+0.60

Calmar ratioReturn relative to maximum drawdown

4.70

-0.80

+5.49

Martin ratioReturn relative to average drawdown

17.30

-1.39

+18.70

QQWZ vs. BTC-USD - Sharpe Ratio Comparison

The current QQWZ Sharpe Ratio is 2.67, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of QQWZ and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QQWZBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

-0.92

+3.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

3.20

1.13

+2.08

Drawdowns

QQWZ vs. BTC-USD - Drawdown Comparison

The maximum QQWZ drawdown since its inception was -7.81%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for QQWZ and BTC-USD.


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Drawdown Indicators


QQWZBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-7.81%

-85.30%

+77.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-49.65%

+41.84%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-0.72%

-49.21%

+48.49%

Average Drawdown

Average peak-to-trough decline

-1.36%

-42.28%

+40.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

33.87%

-31.75%

Volatility

QQWZ vs. BTC-USD - Volatility Comparison

The current volatility for Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ) is 4.36%, while Bitcoin (BTC-USD) has a volatility of 10.14%. This indicates that QQWZ experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQWZBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

10.14%

-5.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

34.17%

-25.33%

Volatility (1Y)

Calculated over the trailing 1-year period

13.76%

35.51%

-21.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

44.98%

-30.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

56.69%

-42.48%

Frequently Asked Questions


QQWZ and BTC-USD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (10.14%) compared to QQWZ (4.36%). In terms of maximum drawdown, QQWZ dropped -7.81% vs BTC-USD's -85.30%.

QQWZ currently has the higher Sharpe Ratio (2.67 vs -0.92), 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.

Portfolio Optimizer

Find the right allocation for QQWZ and BTC-USD

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