EQL vs. PSCX

Last updated Jun 4, 2026

EQL (ALPS Equal Sector Weight ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. EQL is passively managed, while PSCX is actively managed. Over the past 5 years, EQL returned 10.49%/yr vs 8.46%/yr for PSCX. Their correlation of 0.81 suggests significant overlap in exposure. EQL charges 0.27%/yr vs 0.75%/yr for PSCX.

Performance

EQL vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Equal Sector Weight ETF (EQL) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EQL achieves a 8.83% return, which is significantly higher than PSCX's 5.11% return.

EQL

• 1D: -0.16%
• 1M: 0.96%
• YTD: 8.83%
• 6M: 9.12%
• 1Y: 18.80%
• 3Y*: 16.48%
• 5Y*: 10.49%
• 10Y*: 12.47%

PSCX

• 1D: -0.12%
• 1M: 2.00%
• YTD: 5.11%
• 6M: 5.98%
• 1Y: 15.49%
• 3Y*: 12.85%
• 5Y*: 8.46%
• 10Y*: —

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

EQL vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EQL ALPS Equal Sector Weight ETF	8.83%	13.09%	16.44%	16.87%	-10.72%	29.32%	1.60%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	13.27%	16.57%	-7.35%	9.03%	0.81%

Correlation

The correlation between EQL and PSCX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Dec 24, 2020	0.81

The correlation between EQL and PSCX shifts across timeframes, from 0.71 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

EQL vs. PSCX - Sectors Allocation Comparison

Sectors	EQL	PSCX
Technology	10.8%	33.2%
Consumer Cyclical	10.5%	10.0%
Real Estate	9.3%	2.0%
Communication Services	8.9%	10.3%
Utilities	8.9%	2.6%
Financial Services	8.9%	12.5%
Consumer Defensive	8.7%	5.4%
Industrials	8.7%	8.4%
Energy	8.6%	4.2%
Healthcare	8.6%	9.6%
Basic Materials	8.2%	1.9%

Return for Risk

EQL vs. PSCX — Risk / Return Rank

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

EQL

EQL Risk / Return Rank: 60
EQL Sharpe Ratio Rank: 59
EQL Sortino Ratio Rank: 59
EQL Omega Ratio Rank: 58
EQL Calmar Ratio Rank: 61
EQL Martin Ratio Rank: 64

PSCX

PSCX Risk / Return Rank: 85
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 87

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.

EQL vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Equal Sector Weight ETF (EQL) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.

	EQL	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.02	2.82	-0.79
Sortino ratio: Return per unit of downside risk	2.86	4.22	-1.36
Omega ratio: Gain probability vs. loss probability	1.36	1.58	-0.22
Calmar ratio: Return relative to maximum drawdown	3.05	3.70	-0.65
Martin ratio: Return relative to average drawdown	11.93	18.94	-7.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQL vs. PSCX - Sharpe Ratio Comparison

The current EQL Sharpe Ratio is 2.02, which is comparable to the PSCX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of EQL and PSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EQL	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	2.82	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	1.20	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	1.27	-0.42

Drawdowns

EQL vs. PSCX - Drawdown Comparison

The maximum EQL drawdown since its inception was -35.65%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for EQL and PSCX.

Drawdown Indicators

	EQL	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-35.65%	-10.20%	-25.45%
Max Drawdown (1Y) Largest decline over 1 year	-6.19%	-4.20%	-1.99%
Max Drawdown (3Y) Largest decline over 3 years	-15.07%	-9.61%	-5.46%
Max Drawdown (5Y) Largest decline over 5 years	-19.24%	-10.20%	-9.04%
Max Drawdown (10Y) Largest decline over 10 years	-35.65%	—	—
Current Drawdown Current decline from peak	-1.00%	-0.12%	-0.88%
Average Drawdown Average peak-to-trough decline	-3.26%	-1.87%	-1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	0.82%	+0.76%

Volatility

EQL vs. PSCX - Volatility Comparison

ALPS Equal Sector Weight ETF (EQL) has a higher volatility of 2.21% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.89%. This indicates that EQL's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQL	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.21%	0.89%	+1.32%
Volatility (6M) Calculated over the trailing 6-month period	6.82%	4.21%	+2.61%
Volatility (1Y) Calculated over the trailing 1-year period	9.34%	5.53%	+3.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	7.07%	+7.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	6.96%	+9.58%

EQL vs. PSCX - Expense Ratio Comparison

EQL has a 0.27% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

EQL vs. PSCX - Dividend Comparison

EQL's dividend yield for the trailing twelve months is around 1.62%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQL ALPS Equal Sector Weight ETF	1.62%	1.73%	1.78%	1.96%	2.14%	1.69%	2.29%	1.95%	2.39%	1.97%	2.89%	2.07%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EQL and PSCX in my portfolio?

EQL and PSCX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EQL or PSCX?

EQL has higher volatility (2.21%) compared to PSCX (0.89%). In terms of maximum drawdown, EQL dropped -35.65% vs PSCX's -10.20%.

Which ETF is better, EQL or PSCX?

On 5-year performance, EQL leads with 10.49% vs 8.46% for PSCX. On fees, EQL is cheaper at 0.27% per year. On volatility, PSCX has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EQL or PSCX?

Over the 5-year period, EQL has performed better with a 10.49% return vs 8.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EQL or PSCX?

EQL is cheaper with a 0.27% expense ratio, compared with 0.75% for PSCX.

Which ETF pays a higher dividend yield, EQL or PSCX?

EQL has the higher dividend yield at 1.62%, compared with 0.00% for PSCX.

What is the main difference between EQL and PSCX?

They also come from different issuers: SS&C and Pacer. Their fees differ too: 0.27% for EQL and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.