MIDE vs. PTMC
MIDE (Xtrackers S&P MidCap 400 ESG ETF) and PTMC (Pacer Trendpilot US Mid Cap ETF) are both Mid Cap Blend Equities funds - MIDE tracks the S&P MidCap 400 ESG Index while PTMC tracks the Pacer Trendpilot US Mid Cap Index. Both are passively managed. Over the past 5 years, MIDE returned 8.90%/yr vs 4.32%/yr for PTMC. A 0.79 correlation means they provide meaningful diversification when combined. MIDE charges 0.15%/yr vs 0.60%/yr for PTMC.
Performance
MIDE vs. PTMC - Performance Comparison
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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%
MIDE vs. PTMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
MIDE
PTMC
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.
| MIDE | PTMC | Difference | |
|---|---|---|---|
| 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 |
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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
| MIDE | PTMC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.14% | -0.07% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -6.45% | +0.01% |
Ulcer IndexDepth 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
| MIDE | PTMC | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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