AFTY vs. QDPL

Last updated Apr 1, 2026

Compare and contrast key facts about Pacer CSOP FTSE China A50 ETF (AFTY) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL).

AFTY and QDPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AFTY is a passively managed fund by Pacer that tracks the performance of the FTSE China A 50. It was launched on Mar 12, 2015. QDPL is an actively managed fund by Pacer. It was launched on Jul 12, 2021.

Performance

AFTY vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CSOP FTSE China A50 ETF (AFTY) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). The values are adjusted to include any dividend payments, if applicable.

AFTY vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AFTY Pacer CSOP FTSE China A50 ETF	0.00%	0.00%	20.48%	-12.80%	-22.47%	-5.09%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	-4.29%	16.52%	22.83%	23.66%	-16.25%	8.32%

Returns By Period

AFTY

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QDPL

• 1D: 2.81%
• 1M: -4.61%
• YTD: -4.29%
• 6M: -1.77%
• 1Y: 15.55%
• 3Y*: 16.66%
• 5Y*: —
• 10Y*: —

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

AFTY vs. QDPL - Expense Ratio Comparison

AFTY has a 0.70% expense ratio, which is higher than QDPL's 0.60% expense ratio.

AFTY

Pacer CSOP FTSE China A50 ETF

QDPL

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

Return for Risk

AFTY vs. QDPL — Risk / Return Rank

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

QDPL

QDPL Risk / Return Rank: 58
QDPL Sharpe Ratio Rank: 51
QDPL Sortino Ratio Rank: 54
QDPL Omega Ratio Rank: 58
QDPL Calmar Ratio Rank: 58
QDPL Martin Ratio Rank: 69

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.

AFTY vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer CSOP FTSE China A50 ETF (AFTY) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). 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.

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

Sharpe Ratios by Period

	AFTY	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.63	—

Correlation

The correlation between AFTY and QDPL is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AFTY vs. QDPL - Dividend Comparison

AFTY has not paid dividends to shareholders, while QDPL's dividend yield for the trailing twelve months is around 5.13%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFTY Pacer CSOP FTSE China A50 ETF	0.00%	0.00%	0.00%	2.23%	2.08%	1.84%	1.48%	7.96%	1.85%	6.62%	1.19%	16.76%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.13%	4.84%	5.43%	6.30%	7.27%	2.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	AFTY	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	—	-22.59%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.94%	—
Current Drawdown Current decline from peak	—	-6.08%	—
Average Drawdown Average peak-to-trough decline	—	-5.30%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.48%	—

Volatility

Volatility by Period

	AFTY	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.30%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.39%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.01%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.12%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.12%	—