MIDE vs. PTMC
Compare and contrast key facts about Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Pacer Trendpilot US Mid Cap ETF (PTMC).
MIDE and PTMC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MIDE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P MidCap 400 ESG Index. It was launched on Feb 24, 2021. PTMC is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Trendpilot US Mid Cap Index. It was launched on Jun 11, 2015. Both MIDE and PTMC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MIDE or PTMC.
Key characteristics
| MIDE | PTMC | |
|---|---|---|
| YTD Return | 15.80% | 17.46% |
| 1Y Return | 27.54% | 28.24% |
| 3Y Return (Ann) | 4.86% | 2.33% |
| Sharpe Ratio | 1.78 | 1.80 |
| Sortino Ratio | 2.50 | 2.56 |
| Omega Ratio | 1.31 | 1.32 |
| Calmar Ratio | 2.67 | 1.68 |
| Martin Ratio | 9.52 | 10.24 |
| Ulcer Index | 2.98% | 2.77% |
| Daily Std Dev | 15.99% | 15.78% |
| Max Drawdown | -23.32% | -20.53% |
| Current Drawdown | -2.45% | -2.56% |
Correlation
The correlation between MIDE and PTMC is 0.77, 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.
Performance
MIDE vs. PTMC - Performance Comparison
In the year-to-date period, MIDE achieves a 15.80% return, which is significantly lower than PTMC's 17.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MIDE vs. PTMC - Expense Ratio Comparison
MIDE has a 0.15% expense ratio, which is lower than PTMC's 0.60% expense ratio.
Risk-Adjusted Performance
MIDE vs. PTMC - Risk-Adjusted Performance 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.
Dividends
MIDE vs. PTMC - Dividend Comparison
MIDE's dividend yield for the trailing twelve months is around 1.35%, less than PTMC's 1.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIDE Xtrackers S&P MidCap 400 ESG ETF | 1.35% | 1.36% | 1.33% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PTMC Pacer Trendpilot US Mid Cap ETF | 1.63% | 1.92% | 0.82% | 0.12% | 0.52% | 1.41% | 0.89% | 0.68% | 0.66% | 0.07% |
Drawdowns
MIDE vs. PTMC - Drawdown Comparison
The maximum MIDE drawdown since its inception was -23.32%, 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. For additional features, visit the drawdowns tool.
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 5.35% and 5.37%, 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.