GLBL vs. INDS

Last updated Jun 4, 2026

GLBL (Pacer MSCI World Industry Advantage ETF) and INDS (Pacer Benchmark Industrial Real Estate SCTR ETF) are both exchange-traded funds - GLBL is a Global Equities fund tracking the MSCI World Ricardo Comparative Advantage Select Index, while INDS is a REIT fund tracking the Benchmark Industrial Real Estate SCTR Index. Both are passively managed. Over the past year, GLBL returned 31.50% vs 9.81% for INDS. At a 0.31 correlation, their price movements are largely independent. GLBL charges 0.65%/yr vs 0.60%/yr for INDS.

Performance

GLBL vs. INDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer MSCI World Industry Advantage ETF (GLBL) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLBL achieves a 13.05% return, which is significantly higher than INDS's 6.59% return.

GLBL

• 1D: -0.46%
• 1M: 5.74%
• YTD: 13.05%
• 6M: 13.02%
• 1Y: 31.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

INDS

• 1D: -0.04%
• 1M: -0.04%
• YTD: 6.59%
• 6M: 5.24%
• 1Y: 9.81%
• 3Y*: 2.57%
• 5Y*: 0.82%
• 10Y*: —

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

GLBL vs. INDS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GLBL Pacer MSCI World Industry Advantage ETF	13.05%	20.14%	5.49%
INDS Pacer Benchmark Industrial Real Estate SCTR ETF	6.59%	7.78%	-17.55%

Correlation

The correlation between GLBL and INDS is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (All Time) Calculated using the full available price history since Sep 18, 2024	0.31

GLBL vs. INDS - Sectors Allocation Comparison

Sectors	GLBL	INDS
Technology	38.7%	-
Communication Services	16.2%	-
Consumer Cyclical	12.9%	-
Financial Services	12.6%	-
Healthcare	6.3%	-
Consumer Defensive	3.9%	-
Industrials	3.4%	-
Real Estate	3.1%	100.0%
Energy	1.4%	-
Basic Materials	1.1%	-
Utilities	0.4%	-

Return for Risk

GLBL vs. INDS — Risk / Return Rank

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

GLBL

GLBL Risk / Return Rank: 68
GLBL Sharpe Ratio Rank: 74
GLBL Sortino Ratio Rank: 70
GLBL Omega Ratio Rank: 71
GLBL Calmar Ratio Rank: 59
GLBL Martin Ratio Rank: 66

INDS

INDS Risk / Return Rank: 19
INDS Sharpe Ratio Rank: 18
INDS Sortino Ratio Rank: 18
INDS Omega Ratio Rank: 18
INDS Calmar Ratio Rank: 19
INDS Martin Ratio Rank: 20

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.

GLBL vs. INDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer MSCI World Industry Advantage ETF (GLBL) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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.

	GLBL	INDS	Difference
Sharpe ratio: Return per unit of total volatility	2.35	0.61	+1.75
Sortino ratio: Return per unit of downside risk	3.15	0.97	+2.18
Omega ratio: Gain probability vs. loss probability	1.42	1.11	+0.30
Calmar ratio: Return relative to maximum drawdown	2.88	0.81	+2.08
Martin ratio: Return relative to average drawdown	11.86	2.44	+9.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLBL vs. INDS - Sharpe Ratio Comparison

The current GLBL Sharpe Ratio is 2.35, which is higher than the INDS Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of GLBL and INDS, 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

	GLBL	INDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	0.61	+1.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.43	0.38	+1.05

Drawdowns

GLBL vs. INDS - Drawdown Comparison

The maximum GLBL drawdown since its inception was -19.75%, smaller than the maximum INDS drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for GLBL and INDS.

Drawdown Indicators

	GLBL	INDS	Difference
Max Drawdown Largest peak-to-trough decline	-19.75%	-40.17%	+20.42%
Max Drawdown (1Y) Largest decline over 1 year	-10.97%	-12.23%	+1.26%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-40.17%	—
Current Drawdown Current decline from peak	-0.68%	-20.51%	+19.83%
Average Drawdown Average peak-to-trough decline	-2.57%	-15.57%	+13.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	4.04%	-1.38%

Volatility

GLBL vs. INDS - Volatility Comparison

The current volatility for Pacer MSCI World Industry Advantage ETF (GLBL) is 3.02%, while Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a volatility of 5.23%. This indicates that GLBL experiences smaller price fluctuations and is considered to be less risky than INDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLBL	INDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	5.23%	-2.21%
Volatility (6M) Calculated over the trailing 6-month period	10.38%	12.10%	-1.72%
Volatility (1Y) Calculated over the trailing 1-year period	13.44%	16.23%	-2.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	20.16%	-3.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.48%	23.11%	-6.63%

GLBL vs. INDS - Expense Ratio Comparison

GLBL has a 0.65% expense ratio, which is higher than INDS's 0.60% expense ratio.

Dividends

GLBL vs. INDS - Dividend Comparison

GLBL's dividend yield for the trailing twelve months is around 0.76%, less than INDS's 3.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GLBL Pacer MSCI World Industry Advantage ETF	0.76%	0.86%	0.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
INDS Pacer Benchmark Industrial Real Estate SCTR ETF	3.55%	3.70%	3.75%	3.11%	2.63%	1.24%	1.68%	2.26%	1.81%

Frequently Asked Questions

Can I hold both GLBL and INDS in my portfolio?

GLBL and INDS have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GLBL or INDS?

INDS has higher volatility (5.23%) compared to GLBL (3.02%). In terms of maximum drawdown, GLBL dropped -19.75% vs INDS's -40.17%.

Which ETF is better, GLBL or INDS?

On 1-year performance, GLBL leads with 31.50% vs 9.81% for INDS. On fees, INDS is cheaper at 0.60% per year. On volatility, GLBL has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GLBL or INDS?

Over the 1-year period, GLBL has performed better with a 31.50% return vs 9.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GLBL or INDS?

INDS is cheaper with a 0.60% expense ratio, compared with 0.65% for GLBL.

Which ETF pays a higher dividend yield, GLBL or INDS?

INDS has the higher dividend yield at 3.55%, compared with 0.76% for GLBL.

What is the main difference between GLBL and INDS?

GLBL is categorized as Global Equities, while INDS is REIT. GLBL tracks MSCI World Ricardo Comparative Advantage Select Index, while INDS tracks Benchmark Industrial Real Estate SCTR Index. Their fees differ too: 0.65% for GLBL and 0.60% for INDS.

Which has better risk-adjusted returns?

GLBL currently has the higher Sharpe Ratio (2.35 vs 0.61), 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.