PortfoliosLab logoPortfoliosLab logo
QQWZ vs. TDSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQWZ vs. TDSA - 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 Cabana Target Drawdown 5 ETF (TDSA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


QQWZ

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

TDSA

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQWZ vs. TDSA - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QQWZ vs. TDSA — 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

TDSA
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. TDSA - 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 Cabana Target Drawdown 5 ETF (TDSA). 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.


QQWZTDSADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

4.84

Martin ratioReturn relative to average drawdown

17.81

QQWZ vs. TDSA - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


QQWZTDSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

Sharpe Ratio (All Time)

Calculated using the full available price history

3.26

Drawdowns

QQWZ vs. TDSA - Drawdown Comparison

The maximum QQWZ drawdown since its inception was -7.81%, which is greater than TDSA's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for QQWZ and TDSA.


Loading charts...

Drawdown Indicators


QQWZTDSADifference

Max Drawdown

Largest peak-to-trough decline

-7.81%

0.00%

-7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

Current Drawdown

Current decline from peak

-0.24%

0.00%

-0.24%

Average Drawdown

Average peak-to-trough decline

-1.36%

0.00%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

Volatility

QQWZ vs. TDSA - Volatility Comparison


Loading charts...

Volatility by Period


QQWZTDSADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

0.00%

+13.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

0.00%

+14.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.22%

0.00%

+14.22%

QQWZ vs. TDSA - Expense Ratio Comparison

QQWZ has a 0.49% expense ratio, which is lower than TDSA's 0.83% expense ratio.


Dividends

QQWZ vs. TDSA - Dividend Comparison

QQWZ's dividend yield for the trailing twelve months is around 0.31%, while TDSA has not paid dividends to shareholders.


Frequently Asked Questions


On fees, QQWZ is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQWZ is cheaper with a 0.49% expense ratio, compared with 0.83% for TDSA.

QQWZ has the higher dividend yield at 0.31%, compared with 0.00% for TDSA.

QQWZ is categorized as Nasdaq-100, while TDSA is Tactical Allocation. They also come from different issuers: Pacer and Cabana. Their fees differ too: 0.49% for QQWZ and 0.83% for TDSA.

Portfolio Optimizer

Find the right allocation for QQWZ and TDSA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer