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QQWZ vs. GDT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQWZ vs. GDT - 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 WisdomTree Efficient TIPS Plus Gold Fund (GDT). The values are adjusted to include any dividend payments, if applicable.

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QQWZ vs. GDT - Yearly Performance Comparison


Returns By Period


QQWZ

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

GDT

1D
3.36%
1M
-10.31%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQWZ vs. GDT - Expense Ratio Comparison

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


Return for Risk

QQWZ vs. GDT - 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 WisdomTree Efficient TIPS Plus Gold Fund (GDT). 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. GDT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQWZGDTDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.52

-0.45

+2.98

Correlation

The correlation between QQWZ and GDT is 0.22, 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

QQWZ vs. GDT - Dividend Comparison

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


Drawdowns

QQWZ vs. GDT - Drawdown Comparison

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


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Drawdown Indicators


QQWZGDTDifference

Max Drawdown

Largest peak-to-trough decline

-7.81%

-18.06%

+10.25%

Current Drawdown

Current decline from peak

-3.61%

-12.30%

+8.69%

Average Drawdown

Average peak-to-trough decline

-1.29%

-7.30%

+6.01%

Volatility

QQWZ vs. GDT - Volatility Comparison


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Volatility by Period


QQWZGDTDifference

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

43.16%

-28.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

43.16%

-28.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

43.16%

-28.65%