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QQWZ vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QQWZ vs. SCHD

Last updated Apr 2, 2026

Compare and contrast key facts about Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ) and Schwab U.S. Dividend Equity ETF (SCHD).

QQWZ and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.

Performance

QQWZ vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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QQWZ vs. SCHD - Yearly Performance Comparison

2026 (YTD)2025
QQWZ
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF		4.75%26.23%
SCHD
Schwab U.S. Dividend Equity ETF		12.17%10.19%

Returns By Period

In the year-to-date period, QQWZ achieves a 4.75% return, which is significantly lower than SCHD's 12.17% return.

QQWZ

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

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*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

Schwab U.S. Dividend Equity ETF

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QQWZ vs. SCHD - Expense Ratio Comparison

QQWZ has a 0.49% expense ratio, which is higher than SCHD's 0.06% expense ratio.

QQWZ
Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF
SCHD
Schwab U.S. Dividend Equity ETF

Return for Risk

QQWZ vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQWZ
SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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. SCHD - Sharpe Ratio Comparison

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Sharpe Ratios by Period

QQWZSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.88

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.58

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.74

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.52

0.84

+1.69

Correlation

The correlation between QQWZ and SCHD is 0.39, 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. SCHD - Dividend Comparison

QQWZ's dividend yield for the trailing twelve months is around 0.35%, less than SCHD's 3.46% 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%
SCHD
Schwab U.S. Dividend Equity ETF		3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

QQWZ vs. SCHD - Drawdown Comparison

The maximum QQWZ drawdown since its inception was -7.81%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for QQWZ and SCHD.

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Drawdown Indicators

QQWZSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-7.81%

-33.37%

+25.56%

Max Drawdown (1Y)

Largest decline over 1 year

—

-12.74%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-16.85%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.37%

—

Current Drawdown

Current decline from peak

-3.61%

-3.43%

-0.18%

Average Drawdown

Average peak-to-trough decline

-1.29%

-3.34%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.75%

—

Volatility

QQWZ vs. SCHD - Volatility Comparison

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Volatility by Period

QQWZSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

2.33%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

7.96%

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

15.69%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

14.40%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

16.70%

-2.19%