BALI vs. QDPL

In the year-to-date period, BALI achieves a -12.54% return, which is significantly higher than QDPL's -13.37% return.

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BALI has a 0.35% expense ratio, which is lower than QDPL's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Blackrock Advantage Large Cap Income ETF (BALI) 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.

The current BALI Sharpe Ratio is -0.07, which is comparable to the QDPL Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of BALI and QDPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BALI's dividend yield for the trailing twelve months is around 8.90%, more than QDPL's 6.42% yield.

The maximum BALI drawdown since its inception was -15.74%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for BALI and QDPL. For additional features, visit the drawdowns tool.

The current volatility for Blackrock Advantage Large Cap Income ETF (BALI) is 8.18%, while Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a volatility of 8.70%. This indicates that BALI experiences smaller price fluctuations and is considered to be less risky than QDPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.