SZNE vs. GQGU
SZNE (Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. SZNE is passively managed, while GQGU is actively managed. At a 0.21 correlation, their price movements are largely independent. SZNE charges 0.60%/yr vs 0.49%/yr for GQGU.
Performance
SZNE vs. GQGU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SZNE achieves a 9.68% return, which is significantly higher than GQGU's 6.44% return.
SZNE
- 1D
- 0.00%
- 1M
- 0.06%
- YTD
- 9.68%
- 6M
- 10.88%
- 1Y
- 13.01%
- 3Y*
- 3.38%
- 5Y*
- 1.44%
- 10Y*
- —
GQGU
- 1D
- -0.15%
- 1M
- -1.69%
- YTD
- 6.44%
- 6M
- 7.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SZNE vs. GQGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF | 9.68% | 2.59% |
GQGU GQG US Equity ETF | 6.44% | -1.14% |
Correlation
The correlation between SZNE and GQGU is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | 0.21 |
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
SZNE vs. GQGU — Risk / Return Rank
SZNE
GQGU
SZNE vs. GQGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF (SZNE) and GQG US Equity ETF (GQGU). 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.
| SZNE | GQGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | — | — |
| Martin ratioReturn relative to average drawdown | 5.14 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SZNE | GQGU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.58 | -0.24 |
Drawdowns
SZNE vs. GQGU - Drawdown Comparison
The maximum SZNE drawdown since its inception was -39.79%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for SZNE and GQGU.
Loading charts...
Drawdown Indicators
| SZNE | GQGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.79% | -6.65% | -33.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.92% | — | — |
Current DrawdownCurrent decline from peak | -1.15% | -4.80% | +3.65% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -2.55% | -4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | — | — |
Volatility
SZNE vs. GQGU - Volatility Comparison
Loading charts...
Volatility by Period
| SZNE | GQGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 10.12% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 10.12% | +6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 10.12% | +9.98% |
SZNE vs. GQGU - Expense Ratio Comparison
SZNE has a 0.60% expense ratio, which is higher than GQGU's 0.49% expense ratio.
Dividends
SZNE vs. GQGU - Dividend Comparison
SZNE's dividend yield for the trailing twelve months is around 1.37%, more than GQGU's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GQGU GQG US Equity ETF | 0.96% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF | 1.37% | 1.47% | 1.20% | 1.21% | 1.11% | 0.79% | 1.37% | 0.90% | 0.68% |
Frequently Asked Questions
SZNE and GQGU have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GQGU is cheaper with a 0.49% expense ratio, compared with 0.60% for SZNE.
SZNE has the higher dividend yield at 1.37%, compared with 0.96% for GQGU.
They also come from different issuers: Pacer and GQG Partners. Their fees differ too: 0.60% for SZNE and 0.49% for GQGU.
Find the right allocation for SZNE and GQGU
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