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MIDE vs. PTMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIDE vs. PTMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Pacer Trendpilot US Mid Cap ETF (PTMC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with MIDE having a 15.21% return and PTMC slightly higher at 15.78%.


MIDE

1D
0.38%
1M
3.39%
YTD
15.21%
6M
13.01%
1Y
29.37%
3Y*
16.41%
5Y*
8.90%
10Y*

PTMC

1D
0.36%
1M
3.72%
YTD
15.78%
6M
13.34%
1Y
20.66%
3Y*
11.12%
5Y*
4.32%
10Y*
6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDE vs. PTMC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MIDE
Xtrackers S&P MidCap 400 ESG ETF
15.21%9.81%11.21%15.20%-11.63%11.80%
PTMC
Pacer Trendpilot US Mid Cap ETF
15.78%-1.55%13.22%7.29%-13.99%7.01%

Correlation

The correlation between MIDE and PTMC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.79

The correlation between MIDE and PTMC shifts across timeframes, from 0.77 (5 years) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MIDE vs. PTMC — Risk / Return Rank

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

MIDE
MIDE Risk / Return Rank: 5959
Overall Rank
MIDE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MIDE Sortino Ratio Rank: 5757
Sortino Ratio Rank
MIDE Omega Ratio Rank: 5353
Omega Ratio Rank
MIDE Calmar Ratio Rank: 6565
Calmar Ratio Rank
MIDE Martin Ratio Rank: 6464
Martin Ratio Rank

PTMC
PTMC Risk / Return Rank: 4343
Overall Rank
PTMC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PTMC Sortino Ratio Rank: 4040
Sortino Ratio Rank
PTMC Omega Ratio Rank: 3737
Omega Ratio Rank
PTMC Calmar Ratio Rank: 4949
Calmar Ratio Rank
PTMC Martin Ratio Rank: 5151
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.

MIDE vs. PTMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Pacer Trendpilot US Mid Cap ETF (PTMC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MIDEPTMCDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.32

1.24

+0.08

Calmar ratioReturn relative to maximum drawdown

3.15

2.33

+0.82

Martin ratioReturn relative to average drawdown

11.21

8.51

+2.70

MIDE vs. PTMC - Sharpe Ratio Comparison

The current MIDE Sharpe Ratio is 1.84, which is higher than the PTMC Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of MIDE and PTMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MIDE vs. PTMC - Drawdown Comparison

The maximum MIDE drawdown since its inception was -24.59%, which is greater than PTMC's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for MIDE and PTMC.


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Drawdown Indicators


MIDEPTMCDifference

Max Drawdown

Largest peak-to-trough decline

-24.59%

-20.53%

-4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-8.89%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-24.59%

-15.31%

-9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-16.93%

-7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

Current Drawdown

Current decline from peak

-0.14%

-0.07%

-0.07%

Average Drawdown

Average peak-to-trough decline

-6.44%

-6.45%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.43%

+0.20%

Volatility

MIDE vs. PTMC - Volatility Comparison

Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Pacer Trendpilot US Mid Cap ETF (PTMC) have volatilities of 4.45% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDEPTMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

4.38%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

11.74%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.08%

15.69%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

13.24%

+6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

13.02%

+6.63%

MIDE vs. PTMC - Expense Ratio Comparison

MIDE has a 0.15% expense ratio, which is lower than PTMC's 0.60% expense ratio.


Dividends

MIDE vs. PTMC - Dividend Comparison

MIDE's dividend yield for the trailing twelve months is around 1.26%, less than PTMC's 1.59% yield.


PositionTTM2025202420232022202120202019201820172016
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.26%1.52%1.45%1.36%1.33%0.93%0.00%0.00%0.00%0.00%0.00%
PTMC
Pacer Trendpilot US Mid Cap ETF
1.59%1.84%0.87%1.92%0.82%0.12%0.53%1.40%0.89%0.67%0.66%

Frequently Asked Questions


With a correlation of 0.96, MIDE and PTMC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MIDE has higher volatility (4.45%) compared to PTMC (4.38%). In terms of maximum drawdown, MIDE dropped -24.59% vs PTMC's -20.53%.

On 5-year performance, MIDE leads with 8.90% vs 4.32% for PTMC. On fees, MIDE is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MIDE has performed better with a 8.90% return vs 4.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MIDE is cheaper with a 0.15% expense ratio, compared with 0.60% for PTMC.

PTMC has the higher dividend yield at 1.59%, compared with 1.26% for MIDE.

MIDE tracks S&P MidCap 400 ESG Index, while PTMC tracks Pacer Trendpilot US Mid Cap Index. They also come from different issuers: Deutsche Bank and Pacer. Their fees differ too: 0.15% for MIDE and 0.60% for PTMC.

MIDE currently has the higher Sharpe Ratio (1.84 vs 1.33), 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.

Portfolio Optimizer

Find the right allocation for MIDE and PTMC

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