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QQWZ vs. RWL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQWZ vs. RWL - 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 Invesco S&P 500 Revenue ETF (RWL). The values are adjusted to include any dividend payments, if applicable.

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QQWZ vs. RWL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QQWZ achieves a 5.07% return, which is significantly higher than RWL's 0.74% return.


QQWZ

1D
1.07%
1M
-3.32%
YTD
5.07%
6M
6.66%
1Y
3Y*
5Y*
10Y*

RWL

1D
2.04%
1M
-4.73%
YTD
0.74%
6M
4.59%
1Y
17.35%
3Y*
16.48%
5Y*
12.15%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQWZ vs. RWL - Expense Ratio Comparison

QQWZ has a 0.49% expense ratio, which is higher than RWL's 0.39% expense ratio.


Return for Risk

QQWZ vs. RWL — Risk / Return Rank

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

QQWZ

RWL
RWL Risk / Return Rank: 7171
Overall Rank
RWL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RWL Sortino Ratio Rank: 6969
Sortino Ratio Rank
RWL Omega Ratio Rank: 7070
Omega Ratio Rank
RWL Calmar Ratio Rank: 6767
Calmar Ratio Rank
RWL Martin Ratio Rank: 7878
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. RWL - 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 Invesco S&P 500 Revenue ETF (RWL). 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. RWL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQWZRWLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

2.57

0.55

+2.02

Correlation

The correlation between QQWZ and RWL is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QQWZ vs. RWL - Dividend Comparison

QQWZ's dividend yield for the trailing twelve months is around 0.35%, less than RWL's 1.38% 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%
RWL
Invesco S&P 500 Revenue ETF
1.38%1.35%1.43%1.60%1.62%1.35%1.75%1.87%1.99%1.60%1.71%1.97%

Drawdowns

QQWZ vs. RWL - Drawdown Comparison

The maximum QQWZ drawdown since its inception was -7.81%, smaller than the maximum RWL drawdown of -54.83%. Use the drawdown chart below to compare losses from any high point for QQWZ and RWL.


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Drawdown Indicators


QQWZRWLDifference

Max Drawdown

Largest peak-to-trough decline

-7.81%

-54.83%

+47.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

Current Drawdown

Current decline from peak

-3.32%

-4.73%

+1.41%

Average Drawdown

Average peak-to-trough decline

-1.28%

-6.50%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

Volatility

QQWZ vs. RWL - Volatility Comparison


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Volatility by Period


QQWZRWLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.53%

15.13%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

14.55%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.53%

16.89%

-2.36%