QQWZ vs. RHRX
QQWZ (Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF) and RHRX (RH Tactical Rotation ETF) are both exchange-traded funds - QQWZ is a Nasdaq-100 fund actively managed by Pacer, while RHRX is a Tactical Allocation fund actively managed by Adaptive. Both are actively managed. Over the past year, QQWZ returned 37.59% vs 40.94% for RHRX. A 0.78 correlation means they provide meaningful diversification when combined. QQWZ charges 0.49%/yr vs 1.36%/yr for RHRX.
Performance
QQWZ vs. RHRX - Performance Comparison
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Returns By Period
In the year-to-date period, QQWZ achieves a 18.92% return, which is significantly lower than RHRX's 21.30% return.
QQWZ
- 1D
- -0.24%
- 1M
- 10.66%
- YTD
- 18.92%
- 6M
- 16.34%
- 1Y
- 37.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RHRX
- 1D
- -0.34%
- 1M
- 6.95%
- YTD
- 21.30%
- 6M
- 21.26%
- 1Y
- 40.94%
- 3Y*
- 22.87%
- 5Y*
- —
- 10Y*
- —
QQWZ vs. RHRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF | 18.92% | 26.23% |
RHRX RH Tactical Rotation ETF | 21.30% | 23.36% |
Correlation
The correlation between QQWZ and RHRX 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 RHRX 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. RHRX — Risk / Return Rank
QQWZ
RHRX
QQWZ vs. RHRX - 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 RH Tactical Rotation ETF (RHRX). 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.
| QQWZ | RHRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.54 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.84 | 6.02 | -1.19 |
| Martin ratioReturn relative to average drawdown | 17.81 | 23.61 | -5.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQWZ | RHRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.75 | 3.12 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.26 | 0.53 | +2.73 |
Drawdowns
QQWZ vs. RHRX - Drawdown Comparison
The maximum QQWZ drawdown since its inception was -7.81%, smaller than the maximum RHRX drawdown of -25.33%. Use the drawdown chart below to compare losses from any high point for QQWZ and RHRX.
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Drawdown Indicators
| QQWZ | RHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.81% | -25.33% | +17.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -6.83% | -0.98% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.90% | — |
Current DrawdownCurrent decline from peak | -0.24% | -0.34% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -1.36% | -8.95% | +7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.74% | +0.38% |
Volatility
QQWZ vs. RHRX - Volatility Comparison
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ) and RH Tactical Rotation ETF (RHRX) have volatilities of 4.35% and 4.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQWZ | RHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.35% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 9.73% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 13.19% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 19.03% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.22% | 19.03% | -4.81% |
QQWZ vs. RHRX - Expense Ratio Comparison
QQWZ has a 0.49% expense ratio, which is lower than RHRX's 1.36% expense ratio.
Dividends
QQWZ vs. RHRX - Dividend Comparison
QQWZ's dividend yield for the trailing twelve months is around 0.31%, while RHRX has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF | 0.31% | 0.11% |
RHRX RH Tactical Rotation ETF | 0.00% | 0.00% |
Frequently Asked Questions
QQWZ and RHRX 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.
RHRX has higher volatility (4.35%) compared to QQWZ (4.35%). In terms of maximum drawdown, QQWZ dropped -7.81% vs RHRX's -25.33%.
On 1-year performance, RHRX leads with 40.94% vs 37.59% for QQWZ. On fees, QQWZ is cheaper at 0.49% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RHRX has performed better with a 40.94% return vs 37.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QQWZ is cheaper with a 0.49% expense ratio, compared with 1.36% for RHRX.
QQWZ has the higher dividend yield at 0.31%, compared with 0.00% for RHRX.
QQWZ is categorized as Nasdaq-100, while RHRX is Tactical Allocation. They also come from different issuers: Pacer and Adaptive. Their fees differ too: 0.49% for QQWZ and 1.36% for RHRX.
RHRX currently has the higher Sharpe Ratio (3.12 vs 2.75), 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.
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