WIMA vs. QQWZ

Last updated Jul 17, 2026

WIMA (WisdomTree International Adaptive Moving Average Fund) and QQWZ (Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF) are both exchange-traded funds - WIMA is a Tactical Allocation fund tracking the WisdomTree International Adaptive Moving Average Index, while QQWZ is a Nasdaq-100 fund actively managed by Pacer. WIMA is passively managed, while QQWZ is actively managed. A 0.61 correlation means they provide meaningful diversification when combined. WIMA charges 0.42%/yr vs 0.49%/yr for QQWZ.

Performance

WIMA vs. QQWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Adaptive Moving Average Fund (WIMA) and Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WIMA

• 1D: -0.61%
• 1M: -0.03%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQWZ

• 1D: -1.65%
• 1M: -3.33%
• 6M: 8.23%
• YTD: 12.83%
• 1Y: 23.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WIMA vs. QQWZ - Yearly Performance Comparison

	2026 (YTD)
WIMA WisdomTree International Adaptive Moving Average Fund	8.91%
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF	6.59%

Correlation

The correlation between WIMA and QQWZ is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026	0.61

Return for Risk

WIMA vs. QQWZ — Risk / Return Rank

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

WIMA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QQWZ

QQWZ Risk / Return Rank: 58
QQWZ Sharpe Ratio Rank: 51
QQWZ Sortino Ratio Rank: 48
QQWZ Omega Ratio Rank: 51
QQWZ Calmar Ratio Rank: 74
QQWZ Martin Ratio Rank: 67

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.

WIMA vs. QQWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Adaptive Moving Average Fund (WIMA) and Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF (QQWZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WIMA	QQWZ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.44	—
Sortino ratio: Return per unit of downside risk	—	1.97	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	3.01	—
Martin ratio: Return relative to average drawdown	—	9.51	—

Drawdowns

WIMA vs. QQWZ - Drawdown Comparison

The maximum WIMA drawdown since its inception was -4.81%, smaller than the maximum QQWZ drawdown of -7.81%. Use the drawdown chart below to compare losses from any high point for WIMA and QQWZ.

Drawdown Indicators

	WIMA	QQWZ	Difference
Max Drawdown Largest peak-to-trough decline	-4.81%	-7.81%	+3.00%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.81%	—
Current Drawdown Current decline from peak	-1.08%	-5.35%	+4.27%
Average Drawdown Average peak-to-trough decline	-1.27%	-1.56%	+0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.47%	—

Volatility

Volatility by Period

	WIMA	QQWZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.34%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.45%	16.36%	+3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.45%	16.19%	+3.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.45%	16.19%	+3.26%

WIMA vs. QQWZ - Expense Ratio Comparison

WIMA has a 0.42% expense ratio, which is lower than QQWZ's 0.49% expense ratio.

Dividends

WIMA vs. QQWZ - Dividend Comparison

WIMA's dividend yield for the trailing twelve months is around 0.99%, more than QQWZ's 0.57% yield.

Position	TTM	2025
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF	0.57%	0.11%
WIMA WisdomTree International Adaptive Moving Average Fund	0.99%	0.00%

Frequently Asked Questions

Can I hold both WIMA and QQWZ in my portfolio?

WIMA and QQWZ have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WIMA or QQWZ?

On fees, WIMA is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WIMA or QQWZ?

WIMA is cheaper with a 0.42% expense ratio, compared with 0.49% for QQWZ.

Which ETF pays a higher dividend yield, WIMA or QQWZ?

WIMA has the higher dividend yield at 0.99%, compared with 0.57% for QQWZ.

What is the main difference between WIMA and QQWZ?

WIMA is categorized as Tactical Allocation, while QQWZ is Nasdaq-100. They also come from different issuers: WisdomTree and Pacer. Their fees differ too: 0.42% for WIMA and 0.49% for QQWZ.