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QQWZ vs. PTLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QQWZ vs. PTLC

Last updated Apr 2, 2026

Compare and contrast key facts about Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ) and Pacer Trendpilot US Large Cap ETF (PTLC).

QQWZ and PTLC 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. PTLC is a passively managed fund by Pacer that tracks the performance of the Pacer Trendpilot U.S. Large Cap Index. It was launched on Jun 11, 2015.

Performance

QQWZ vs. PTLC - 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 Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

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QQWZ vs. PTLC - Yearly Performance Comparison

2026 (YTD)2025
QQWZ
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF		4.75%26.23%
PTLC
Pacer Trendpilot US Large Cap ETF		-5.31%15.40%

Returns By Period

In the year-to-date period, QQWZ achieves a 4.75% return, which is significantly higher than PTLC's -5.31% return.

QQWZ

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

PTLC

1D
0.32%
1M
-5.90%
YTD
-5.31%
6M
-3.30%
1Y
3.31%
3Y*
12.47%
5Y*
9.49%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF

Pacer Trendpilot US Large Cap ETF

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Often compared with PTLC:
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QQWZ vs. PTLC - Expense Ratio Comparison

QQWZ has a 0.49% expense ratio, which is lower than PTLC's 0.60% expense ratio.

PTLC
Pacer Trendpilot US Large Cap ETF
QQWZ
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF

Return for Risk

QQWZ vs. PTLC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQWZ
PTLC
PTLC Risk / Return Rank: 1818
Overall Rank
PTLC Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 1717
Sortino Ratio Rank
PTLC Omega Ratio Rank: 1717
Omega Ratio Rank
PTLC Calmar Ratio Rank: 2020
Calmar Ratio Rank
PTLC Martin Ratio Rank: 1919
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. PTLC - 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 Trendpilot US Large Cap ETF (PTLC). 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. PTLC - Sharpe Ratio Comparison

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Sharpe Ratios by Period

QQWZPTLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.29

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.81

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.78

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.52

0.63

+1.90

Correlation

The correlation between QQWZ and PTLC is 0.81, 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. PTLC - Dividend Comparison

QQWZ's dividend yield for the trailing twelve months is around 0.35%, less than PTLC's 1.12% yield.

TTM20252024202320222021202020192018201720162015
QQWZ
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF		0.35%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTLC
Pacer Trendpilot US Large Cap ETF		1.12%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%

Drawdowns

QQWZ vs. PTLC - Drawdown Comparison

The maximum QQWZ drawdown since its inception was -7.81%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for QQWZ and PTLC.

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Drawdown Indicators

QQWZPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-7.81%

-26.63%

+18.82%

Max Drawdown (1Y)

Largest decline over 1 year

—

-8.77%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-15.17%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.63%

—

Current Drawdown

Current decline from peak

-3.61%

-7.15%

+3.54%

Average Drawdown

Average peak-to-trough decline

-1.29%

-5.70%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.31%

—

Volatility

QQWZ vs. PTLC - Volatility Comparison

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Volatility by Period

QQWZPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

4.58%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

9.15%

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

11.59%

+2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

11.79%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

13.17%

+1.34%