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QQWZ vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQWZ vs. IVV - 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 iShares Core S&P 500 ETF (IVV). 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 18.92% return, which is significantly higher than IVV's 10.85% return.


QQWZ

1D
-0.24%
1M
10.66%
YTD
18.92%
6M
16.34%
1Y
37.59%
3Y*
5Y*
10Y*

IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQWZ vs. IVV - Yearly Performance Comparison


2026 (YTD)2025
QQWZ
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF
18.92%26.23%
IVV
iShares Core S&P 500 ETF
10.85%22.67%

Correlation

The correlation between QQWZ and IVV is 0.77, 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

0.77

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

0.78

The correlation between QQWZ and IVV has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

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Return for Risk

QQWZ vs. IVV — 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: 8181
Sortino Ratio Rank
QQWZ Omega Ratio Rank: 8181
Omega Ratio Rank
QQWZ Calmar Ratio Rank: 8686
Calmar Ratio Rank
QQWZ Martin Ratio Rank: 8585
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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. IVV - 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 iShares Core S&P 500 ETF (IVV). 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.


QQWZIVVDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.49

1.43

+0.05

Calmar ratioReturn relative to maximum drawdown

4.84

3.17

+1.67

Martin ratioReturn relative to average drawdown

17.81

14.71

+3.10

QQWZ vs. IVV - Sharpe Ratio Comparison

The current QQWZ Sharpe Ratio is 2.75, which is comparable to the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of QQWZ and IVV, 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


QQWZIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

2.39

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

3.26

0.45

+2.81

Drawdowns

QQWZ vs. IVV - Drawdown Comparison

The maximum QQWZ drawdown since its inception was -7.81%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for QQWZ and IVV.


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Drawdown Indicators


QQWZIVVDifference

Max Drawdown

Largest peak-to-trough decline

-7.81%

-55.25%

+47.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-8.89%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-0.24%

-0.76%

+0.52%

Average Drawdown

Average peak-to-trough decline

-1.36%

-10.78%

+9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.91%

+0.21%

Volatility

QQWZ vs. IVV - Volatility Comparison

Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ) has a higher volatility of 4.35% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that QQWZ's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQWZIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

2.87%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

8.90%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

11.80%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

16.88%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.22%

18.05%

-3.83%

QQWZ vs. IVV - Expense Ratio Comparison

QQWZ has a 0.49% expense ratio, which is higher than IVV's 0.03% expense ratio.


Dividends

QQWZ vs. IVV - Dividend Comparison

QQWZ's dividend yield for the trailing twelve months is around 0.31%, less than IVV's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF
1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
QQWZ
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF
0.31%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQWZ and IVV have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQWZ has higher volatility (4.35%) compared to IVV (2.87%). In terms of maximum drawdown, QQWZ dropped -7.81% vs IVV's -55.25%.

On 1-year performance, QQWZ leads with 37.59% vs 28.00% for IVV. On fees, IVV is cheaper at 0.03% per year. On volatility, IVV has been the lower-risk option at 2.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQWZ has performed better with a 37.59% return vs 28.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVV is cheaper with a 0.03% expense ratio, compared with 0.49% for QQWZ.

IVV has the higher dividend yield at 1.06%, compared with 0.31% for QQWZ.

QQWZ is categorized as Nasdaq-100, while IVV is S&P 500. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.49% for QQWZ and 0.03% for IVV.

QQWZ currently has the higher Sharpe Ratio (2.75 vs 2.39), 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

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