ODDS vs. QDPL

Last updated Jun 24, 2026

ODDS (Pacer BlueStar Digital Entertainment ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both exchange-traded funds - ODDS is a Technology Equities fund tracking the BlueStar Global Online Gambling, Video Gaming and eSports Index, while QDPL is a Large Cap Blend Equities fund tracking the Metaurus US Large Cap Dividend Multiplier Index - Series 400. Both are passively managed. Over the past 3 years, ODDS returned 7.05%/yr vs 19.16%/yr for QDPL. A 0.67 correlation means they provide meaningful diversification when combined. ODDS charges 0.63%/yr vs 0.60%/yr for QDPL.

Performance

ODDS vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer BlueStar Digital Entertainment ETF (ODDS) 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, ODDS achieves a -18.34% return, which is significantly lower than QDPL's 7.95% return.

ODDS

• 1D: -1.21%
• 1M: -2.24%
• YTD: -18.34%
• 6M: -17.81%
• 1Y: -19.58%
• 3Y*: 7.05%
• 5Y*: —
• 10Y*: —

QDPL

• 1D: -0.97%
• 1M: -1.23%
• YTD: 7.95%
• 6M: 7.14%
• 1Y: 22.55%
• 3Y*: 19.16%
• 5Y*: —
• 10Y*: —

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

ODDS vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ODDS Pacer BlueStar Digital Entertainment ETF	-18.34%	16.71%	27.61%	25.03%	-15.18%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	7.95%	16.52%	22.83%	23.66%	-11.63%

Correlation

The correlation between ODDS and QDPL is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (All Time) Calculated using the full available price history since Apr 11, 2022	0.67

The correlation between ODDS and QDPL shifts across timeframes, from 0.53 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

ODDS vs. QDPL - Sectors Allocation Comparison

Sectors	ODDS	QDPL
Consumer Cyclical	50.1%	9.9%
Communication Services	43.2%	10.7%
Technology	6.7%	39.1%
Basic Materials	-	1.7%
Consumer Defensive	-	4.5%
Energy	-	3.1%
Financial Services	-	11.1%
Healthcare	-	8.3%
Industrials	-	7.8%
Real Estate	-	1.8%
Utilities	-	2.1%

Return for Risk

ODDS vs. QDPL — Risk / Return Rank

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

ODDS

ODDS Risk / Return Rank: 3
ODDS Sharpe Ratio Rank: 2
ODDS Sortino Ratio Rank: 2
ODDS Omega Ratio Rank: 2
ODDS Calmar Ratio Rank: 4
ODDS Martin Ratio Rank: 5

QDPL

QDPL Risk / Return Rank: 58
QDPL Sharpe Ratio Rank: 56
QDPL Sortino Ratio Rank: 55
QDPL Omega Ratio Rank: 56
QDPL Calmar Ratio Rank: 55
QDPL Martin Ratio Rank: 67

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.

ODDS vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer BlueStar Digital Entertainment ETF (ODDS) 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.

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.

	ODDS	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	-0.95	1.82	-2.77
Sortino ratio: Return per unit of downside risk	-1.23	2.52	-3.75
Omega ratio: Gain probability vs. loss probability	0.85	1.33	-0.48
Calmar ratio: Return relative to maximum drawdown	-0.56	2.62	-3.18
Martin ratio: Return relative to average drawdown	-0.94	11.85	-12.79

ODDS vs. QDPL - Sharpe Ratio Comparison

The current ODDS Sharpe Ratio is -0.95, which is lower than the QDPL Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ODDS 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.

Drawdowns

ODDS vs. QDPL - Drawdown Comparison

The maximum ODDS drawdown since its inception was -35.09%, which is greater than QDPL's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for ODDS and QDPL.

Drawdown Indicators

	ODDS	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-35.09%	-22.59%	-12.50%
Max Drawdown (1Y) Largest decline over 1 year	-35.09%	-8.65%	-26.44%
Max Drawdown (3Y) Largest decline over 3 years	-35.09%	-17.75%	-17.34%
Current Drawdown Current decline from peak	-31.89%	-2.85%	-29.04%
Average Drawdown Average peak-to-trough decline	-9.40%	-5.11%	-4.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.90%	1.91%	+18.99%

Volatility

ODDS vs. QDPL - Volatility Comparison

Pacer BlueStar Digital Entertainment ETF (ODDS) has a higher volatility of 6.79% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 4.91%. This indicates that ODDS'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

	ODDS	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	4.91%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	16.66%	9.73%	+6.93%
Volatility (1Y) Calculated over the trailing 1-year period	20.69%	12.46%	+8.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.86%	15.07%	+9.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.86%	15.07%	+9.79%

ODDS vs. QDPL - Expense Ratio Comparison

ODDS has a 0.63% expense ratio, which is higher than QDPL's 0.60% expense ratio.

Dividends

ODDS vs. QDPL - Dividend Comparison

ODDS's dividend yield for the trailing twelve months is around 0.75%, less than QDPL's 5.16% yield.

Position	TTM	2025	2024	2023	2022	2021
ODDS Pacer BlueStar Digital Entertainment ETF	0.75%	2.59%	0.56%	0.66%	0.42%	0.00%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.16%	4.84%	5.43%	6.30%	7.27%	2.44%

Frequently Asked Questions

Can I hold both ODDS and QDPL in my portfolio?

ODDS and QDPL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ODDS or QDPL?

ODDS has higher volatility (6.79%) compared to QDPL (4.91%). In terms of maximum drawdown, ODDS dropped -35.09% vs QDPL's -22.59%.

Which ETF is better, ODDS or QDPL?

On 3-year performance, QDPL leads with 19.16% vs 7.05% for ODDS. On fees, QDPL is cheaper at 0.60% per year. On volatility, QDPL has been the lower-risk option at 4.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ODDS or QDPL?

Over the 3-year period, QDPL has performed better with a 19.16% return vs 7.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ODDS or QDPL?

QDPL is cheaper with a 0.60% expense ratio, compared with 0.63% for ODDS.

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

QDPL has the higher dividend yield at 5.16%, compared with 0.75% for ODDS.

What is the main difference between ODDS and QDPL?

ODDS is categorized as Technology Equities, while QDPL is Large Cap Blend Equities. ODDS tracks BlueStar Global Online Gambling, Video Gaming and eSports Index, while QDPL tracks Metaurus US Large Cap Dividend Multiplier Index - Series 400. Their fees differ too: 0.63% for ODDS and 0.60% for QDPL.

Which has better risk-adjusted returns?

QDPL currently has the higher Sharpe Ratio (1.82 vs -0.95), 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.