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QTUM vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QTUM and COWZ is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

QTUM vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Quantum ETF (QTUM) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
216.34%
92.63%
QTUM
COWZ

Key characteristics

Sharpe Ratio

QTUM:

1.02

COWZ:

-0.26

Sortino Ratio

QTUM:

1.55

COWZ:

-0.24

Omega Ratio

QTUM:

1.20

COWZ:

0.97

Calmar Ratio

QTUM:

1.32

COWZ:

-0.22

Martin Ratio

QTUM:

4.25

COWZ:

-0.80

Ulcer Index

QTUM:

7.87%

COWZ:

6.16%

Daily Std Dev

QTUM:

32.88%

COWZ:

19.03%

Max Drawdown

QTUM:

-38.45%

COWZ:

-38.63%

Current Drawdown

QTUM:

-13.91%

COWZ:

-15.03%

Returns By Period

The year-to-date returns for both investments are quite close, with QTUM having a -8.33% return and COWZ slightly higher at -8.08%.


QTUM

YTD

-8.33%

1M

-6.79%

6M

17.69%

1Y

30.92%

5Y*

24.73%

10Y*

N/A

COWZ

YTD

-8.08%

1M

-6.64%

6M

-9.12%

1Y

-5.26%

5Y*

19.28%

10Y*

N/A

*Annualized

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QTUM vs. COWZ - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than COWZ's 0.49% expense ratio.


Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%
Expense ratio chart for QTUM: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QTUM: 0.40%

Risk-Adjusted Performance

QTUM vs. COWZ — Risk-Adjusted Performance Rank

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

QTUM
The Risk-Adjusted Performance Rank of QTUM is 8383
Overall Rank
The Sharpe Ratio Rank of QTUM is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of QTUM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of QTUM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of QTUM is 8282
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1010
Overall Rank
The Sharpe Ratio Rank of COWZ is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1010
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 99
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QTUM vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Pacer US Cash Cows 100 ETF (COWZ). 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.


The chart of Sharpe ratio for QTUM, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.00
QTUM: 1.02
COWZ: -0.26
The chart of Sortino ratio for QTUM, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.00
QTUM: 1.55
COWZ: -0.24
The chart of Omega ratio for QTUM, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
QTUM: 1.20
COWZ: 0.97
The chart of Calmar ratio for QTUM, currently valued at 1.32, compared to the broader market0.002.004.006.008.0010.0012.00
QTUM: 1.32
COWZ: -0.22
The chart of Martin ratio for QTUM, currently valued at 4.25, compared to the broader market0.0020.0040.0060.00
QTUM: 4.25
COWZ: -0.80

The current QTUM Sharpe Ratio is 1.02, which is higher than the COWZ Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of QTUM and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.02
-0.26
QTUM
COWZ

Dividends

QTUM vs. COWZ - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.74%, less than COWZ's 1.96% yield.


TTM202420232022202120202019201820172016
QTUM
Defiance Quantum ETF
0.74%0.61%0.81%1.46%0.48%0.45%0.61%0.21%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
1.96%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%

Drawdowns

QTUM vs. COWZ - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, roughly equal to the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for QTUM and COWZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.91%
-15.03%
QTUM
COWZ

Volatility

QTUM vs. COWZ - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 17.73% compared to Pacer US Cash Cows 100 ETF (COWZ) at 13.14%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.73%
13.14%
QTUM
COWZ