GLBL vs. QDPL

Last updated Jun 4, 2026

GLBL (Pacer MSCI World Industry Advantage ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both exchange-traded funds - GLBL is a Global Equities fund tracking the MSCI World Ricardo Comparative Advantage Select Index, while QDPL is a Large Cap Blend Equities fund actively managed by Pacer. GLBL is passively managed, while QDPL is actively managed. Over the past year, GLBL returned 31.50% vs 26.37% for QDPL. Their correlation of 0.87 suggests significant overlap in exposure. GLBL charges 0.65%/yr vs 0.60%/yr for QDPL.

Performance

GLBL vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer MSCI World Industry Advantage ETF (GLBL) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). 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 QDPL's 10.40% return.

GLBL

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

QDPL

• 1D: -0.65%
• 1M: 5.23%
• YTD: 10.40%
• 6M: 10.54%
• 1Y: 26.37%
• 3Y*: 20.64%
• 5Y*: —
• 10Y*: —

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

GLBL vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GLBL Pacer MSCI World Industry Advantage ETF	13.05%	20.14%	5.49%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	10.40%	16.52%	4.56%

Correlation

The correlation between GLBL and QDPL is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (All Time) Calculated using the full available price history since Sep 18, 2024	0.87

The correlation between GLBL and QDPL has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

GLBL vs. QDPL - Sectors Allocation Comparison

Sectors	GLBL	QDPL
Technology	38.7%	27.6%
Communication Services	16.2%	8.5%
Consumer Cyclical	12.9%	8.4%
Financial Services	12.6%	10.3%
Healthcare	6.3%	7.6%
Consumer Defensive	3.9%	4.0%
Industrials	3.4%	6.3%
Real Estate	3.1%	1.5%
Energy	1.4%	2.4%
Basic Materials	1.1%	1.4%
Utilities	0.4%	2.1%

Return for Risk

GLBL vs. QDPL — 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

QDPL

QDPL Risk / Return Rank: 67
QDPL Sharpe Ratio Rank: 66
QDPL Sortino Ratio Rank: 66
QDPL Omega Ratio Rank: 66
QDPL Calmar Ratio Rank: 61
QDPL Martin Ratio Rank: 75

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. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer MSCI World Industry Advantage ETF (GLBL) 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.

	GLBL	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.23	+0.12
Sortino ratio: Return per unit of downside risk	3.15	3.11	+0.04
Omega ratio: Gain probability vs. loss probability	1.42	1.41	+0.01
Calmar ratio: Return relative to maximum drawdown	2.88	3.06	-0.18
Martin ratio: Return relative to average drawdown	11.86	14.37	-2.51
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. QDPL - Sharpe Ratio Comparison

The current GLBL Sharpe Ratio is 2.35, which is comparable to the QDPL Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of GLBL and QDPL, 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	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.23	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	1.43	0.83	+0.60

Drawdowns

GLBL vs. QDPL - Drawdown Comparison

The maximum GLBL drawdown since its inception was -19.75%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for GLBL and QDPL.

Drawdown Indicators

	GLBL	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-19.75%	-22.59%	+2.84%
Max Drawdown (1Y) Largest decline over 1 year	-10.97%	-8.65%	-2.32%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.75%	—
Current Drawdown Current decline from peak	-0.68%	-0.65%	-0.03%
Average Drawdown Average peak-to-trough decline	-2.57%	-5.14%	+2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	1.84%	+0.82%

Volatility

GLBL vs. QDPL - Volatility Comparison

Pacer MSCI World Industry Advantage ETF (GLBL) has a higher volatility of 3.02% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 2.69%. This indicates that GLBL's price experiences larger fluctuations and is considered to be riskier than QDPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLBL	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	2.69%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	10.38%	9.00%	+1.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.44%	11.89%	+1.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	15.01%	+1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.48%	15.01%	+1.47%

GLBL vs. QDPL - Expense Ratio Comparison

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

Dividends

GLBL vs. QDPL - Dividend Comparison

GLBL's dividend yield for the trailing twelve months is around 0.76%, less than QDPL's 5.05% yield.

Position	TTM	2025	2024	2023	2022	2021
GLBL Pacer MSCI World Industry Advantage ETF	0.76%	0.86%	0.15%	0.00%	0.00%	0.00%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.05%	4.84%	5.43%	6.30%	7.27%	2.44%

Frequently Asked Questions

Can I hold both GLBL and QDPL in my portfolio?

GLBL and QDPL have a correlation of 0.89, 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 QDPL?

GLBL has higher volatility (3.02%) compared to QDPL (2.69%). In terms of maximum drawdown, GLBL dropped -19.75% vs QDPL's -22.59%.

Which ETF is better, GLBL or QDPL?

On 1-year performance, GLBL leads with 31.50% vs 26.37% for QDPL. On fees, QDPL is cheaper at 0.60% per year. On volatility, QDPL has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GLBL or QDPL?

Over the 1-year period, GLBL has performed better with a 31.50% return vs 26.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GLBL or QDPL?

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

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

QDPL has the higher dividend yield at 5.05%, compared with 0.76% for GLBL.

What is the main difference between GLBL and QDPL?

GLBL is categorized as Global Equities, while QDPL is Large Cap Blend Equities. Their fees differ too: 0.65% for GLBL and 0.60% for QDPL.

Which has better risk-adjusted returns?

GLBL currently has the higher Sharpe Ratio (2.35 vs 2.23), 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.