QQWZ vs. COWG

Last updated Apr 2, 2026

Compare and contrast key facts about Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG).

QQWZ and COWG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQWZ is an actively managed fund by Pacer. It was launched on May 6, 2025. COWG is a passively managed fund by Pacer that tracks the performance of the Pacer US Large Cap Cash Cows Growth Leaders Index. It was launched on Dec 21, 2022.

Performance

QQWZ vs. COWG - 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 Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). The values are adjusted to include any dividend payments, if applicable.

QQWZ vs. COWG - Yearly Performance Comparison

	2026 (YTD)	2025
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF	4.75%	26.23%
COWG Pacer US Large Cap Cash Cows Growth Leaders ETF	-3.92%	8.53%

Returns By Period

In the year-to-date period, QQWZ achieves a 4.75% return, which is significantly higher than COWG's -3.92% return.

QQWZ

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

COWG

• 1D: 0.24%
• 1M: -4.35%
• YTD: -3.92%
• 6M: -7.05%
• 1Y: 9.21%
• 3Y*: 18.49%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QQWZ vs. COWG - Expense Ratio Comparison

Both QQWZ and COWG have an expense ratio of 0.49%.

QQWZ

Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF

COWG

Pacer US Large Cap Cash Cows Growth Leaders ETF

Return for Risk

QQWZ vs. COWG — Risk / Return Rank

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

COWG

COWG Risk / Return Rank: 26
COWG Sharpe Ratio Rank: 23
COWG Sortino Ratio Rank: 24
COWG Omega Ratio Rank: 24
COWG Calmar Ratio Rank: 31
COWG Martin Ratio Rank: 29

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. COWG - 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 Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). 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.

Sharpe Ratios by Period

	QQWZ	COWG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.52	0.93	+1.59

Correlation

The correlation between QQWZ and COWG is 0.74, 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. COWG - Dividend Comparison

QQWZ's dividend yield for the trailing twelve months is around 0.35%, which matches COWG's 0.35% yield.

	TTM	2025	2024	2023
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF	0.35%	0.11%	0.00%	0.00%
COWG Pacer US Large Cap Cash Cows Growth Leaders ETF	0.35%	0.32%	0.40%	0.47%

Drawdowns

QQWZ vs. COWG - Drawdown Comparison

The maximum QQWZ drawdown since its inception was -7.81%, smaller than the maximum COWG drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for QQWZ and COWG.

Drawdown Indicators

	QQWZ	COWG	Difference
Max Drawdown Largest peak-to-trough decline	-7.81%	-23.60%	+15.79%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.96%	—
Current Drawdown Current decline from peak	-3.61%	-7.98%	+4.37%
Average Drawdown Average peak-to-trough decline	-1.29%	-3.36%	+2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.00%	—

Volatility

Volatility by Period

	QQWZ	COWG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.24%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.51%	22.50%	-7.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.51%	19.32%	-4.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.51%	19.32%	-4.81%