PortfoliosLab logoPortfoliosLab logo
SZNE vs. GQGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SZNE vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF (SZNE) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SZNE vs. GQGU - Yearly Performance Comparison


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

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

SZNE
SZNE Risk / Return Rank: 3131
Overall Rank
SZNE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SZNE Sortino Ratio Rank: 3131
Sortino Ratio Rank
SZNE Omega Ratio Rank: 2929
Omega Ratio Rank
SZNE Calmar Ratio Rank: 3333
Calmar Ratio Rank
SZNE Martin Ratio Rank: 3434
Martin Ratio Rank

GQGU
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.

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.


SZNEGQGUDifference
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

SZNE vs. GQGU - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


SZNEGQGUDifference

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


SZNEGQGUDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.15%

-4.80%

+3.65%

Average Drawdown

Average peak-to-trough decline

-7.33%

-2.55%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

Volatility

SZNE vs. GQGU - Volatility Comparison


Loading charts...

Volatility by Period


SZNEGQGUDifference

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.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

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