QTUM vs. COWZ
Compare and contrast key facts about Defiance Quantum ETF (QTUM) and Pacer US Cash Cows 100 ETF (COWZ).
QTUM and COWZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QTUM is a passively managed fund by Defiance ETFs that tracks the performance of the BlueStar Machine Learning and Quantum Computing Index. It was launched on Sep 5, 2018. COWZ is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Cash Cows 100 Index. It was launched on Dec 16, 2016. Both QTUM and COWZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QTUM or COWZ.
Key characteristics
| QTUM | COWZ | |
|---|---|---|
| YTD Return | 23.50% | 16.54% |
| 1Y Return | 42.60% | 27.35% |
| 3Y Return (Ann) | 6.59% | 10.40% |
| 5Y Return (Ann) | 20.09% | 16.77% |
| Sharpe Ratio | 1.92 | 1.90 |
| Sortino Ratio | 2.58 | 2.75 |
| Omega Ratio | 1.33 | 1.33 |
| Calmar Ratio | 2.46 | 3.45 |
| Martin Ratio | 7.56 | 8.20 |
| Ulcer Index | 5.58% | 3.19% |
| Daily Std Dev | 21.94% | 13.73% |
| Max Drawdown | -38.45% | -38.63% |
| Current Drawdown | -0.06% | -0.07% |
Correlation
The correlation between QTUM and COWZ is 0.69, 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.
Performance
QTUM vs. COWZ - Performance Comparison
In the year-to-date period, QTUM achieves a 23.50% return, which is significantly higher than COWZ's 16.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
QTUM vs. COWZ - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.76%, less than COWZ's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 0.76% | 0.81% | 1.46% | 0.48% | 0.45% | 0.61% | 0.21% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 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.
Volatility
QTUM vs. COWZ - Volatility Comparison
Defiance Quantum ETF (QTUM) has a higher volatility of 6.90% compared to Pacer US Cash Cows 100 ETF (COWZ) at 3.92%. 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.