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LCOW vs. QDPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCOW vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). The values are adjusted to include any dividend payments, if applicable.

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LCOW vs. QDPL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LCOW achieves a -6.66% return, which is significantly lower than QDPL's -4.29% return.


LCOW

1D
2.46%
1M
-5.94%
YTD
-6.66%
6M
-3.79%
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)

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LCOW vs. QDPL - Expense Ratio Comparison

LCOW has a 0.49% expense ratio, which is lower than QDPL's 0.60% expense ratio.


Return for Risk

LCOW vs. QDPL — Risk / Return Rank

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

LCOW

QDPL
QDPL Risk / Return Rank: 5858
Overall Rank
QDPL Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 5454
Sortino Ratio Rank
QDPL Omega Ratio Rank: 5858
Omega Ratio Rank
QDPL Calmar Ratio Rank: 5858
Calmar Ratio Rank
QDPL Martin Ratio Rank: 6969
Martin Ratio Rank
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.

LCOW vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) 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.

LCOW vs. QDPL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LCOWQDPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.63

+0.50

Correlation

The correlation between LCOW and QDPL is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LCOW vs. QDPL - Dividend Comparison

LCOW's dividend yield for the trailing twelve months is around 0.57%, less than QDPL's 5.13% yield.


TTM20252024202320222021
LCOW
Pacer S&P 500 Quality FCF Aristocrats ETF
0.57%0.43%0.00%0.00%0.00%0.00%
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.13%4.84%5.43%6.30%7.27%2.44%

Drawdowns

LCOW vs. QDPL - Drawdown Comparison

The maximum LCOW drawdown since its inception was -10.34%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for LCOW and QDPL.


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Drawdown Indicators


LCOWQDPLDifference

Max Drawdown

Largest peak-to-trough decline

-10.34%

-22.59%

+12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

Current Drawdown

Current decline from peak

-7.92%

-6.08%

-1.84%

Average Drawdown

Average peak-to-trough decline

-1.37%

-5.30%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

Volatility

LCOW vs. QDPL - Volatility Comparison


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Volatility by Period


LCOWQDPLDifference

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

12.45%

18.01%

-5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.45%

15.12%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.45%

15.12%

-2.67%