PEVC vs. QUS

Last updated Jul 12, 2026

PEVC (Pacer PE/VC ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds - PEVC tracks the FTSE PE/VC Index while QUS tracks the MSCI USA Factor Mix A-Series Capped (USD). Both are passively managed. Over the past year, PEVC returned 20.02% vs 17.51% for QUS. Their correlation of 0.82 suggests significant overlap in exposure. PEVC charges 0.85%/yr vs 0.15%/yr for QUS.

Performance

PEVC vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer PE/VC ETF (PEVC) and SPDR MSCI USA StrategicFactors ETF (QUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with PEVC having a 9.05% return and QUS slightly higher at 9.10%.

PEVC

• 1D: 0.76%
• 1M: 4.68%
• 6M: 6.36%
• YTD: 9.05%
• 1Y: 20.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QUS

• 1D: 0.39%
• 1M: 2.40%
• 6M: 7.20%
• YTD: 9.10%
• 1Y: 17.51%
• 3Y*: 17.17%
• 5Y*: 10.95%
• 10Y*: 13.54%

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

PEVC vs. QUS - Yearly Performance Comparison

	2026 (YTD)	2025
PEVC Pacer PE/VC ETF	9.05%	18.18%
QUS SPDR MSCI USA StrategicFactors ETF	9.10%	9.86%

Correlation

The correlation between PEVC and QUS is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	0.82

The correlation between PEVC and QUS has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

PEVC vs. QUS - Sectors Allocation Comparison

Sectors	PEVC	QUS
Technology	43.3%	29.2%
Communication Services	13.3%	9.9%
Financial Services	11.3%	14.0%
Consumer Cyclical	8.4%	5.5%
Industrials	6.7%	8.2%
Consumer Defensive	5.6%	8.7%
Healthcare	5.5%	13.4%
Basic Materials	2.4%	2.2%
Energy	2.1%	4.2%
Utilities	0.9%	3.4%
Real Estate	0.5%	1.3%

Return for Risk

PEVC vs. QUS — Risk / Return Rank

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

PEVC

PEVC Risk / Return Rank: 36
PEVC Sharpe Ratio Rank: 36
PEVC Sortino Ratio Rank: 34
PEVC Omega Ratio Rank: 33
PEVC Calmar Ratio Rank: 35
PEVC Martin Ratio Rank: 40

QUS

QUS Risk / Return Rank: 70
QUS Sharpe Ratio Rank: 72
QUS Sortino Ratio Rank: 73
QUS Omega Ratio Rank: 70
QUS Calmar Ratio Rank: 62
QUS Martin Ratio Rank: 74

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.

PEVC vs. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer PE/VC ETF (PEVC) and SPDR MSCI USA StrategicFactors ETF (QUS). 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.

	PEVC	QUS	Difference
Sharpe ratio: Return per unit of total volatility	1.05	1.84	-0.79
Sortino ratio: Return per unit of downside risk	1.50	2.61	-1.11
Omega ratio: Gain probability vs. loss probability	1.18	1.33	-0.15
Calmar ratio: Return relative to maximum drawdown	1.45	2.46	-1.01
Martin ratio: Return relative to average drawdown	4.92	10.87	-5.95

PEVC vs. QUS - Sharpe Ratio Comparison

The current PEVC Sharpe Ratio is 1.05, which is lower than the QUS Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of PEVC and QUS, 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

PEVC vs. QUS - Drawdown Comparison

The maximum PEVC drawdown since its inception was -28.92%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for PEVC and QUS.

Drawdown Indicators

	PEVC	QUS	Difference
Max Drawdown Largest peak-to-trough decline	-28.92%	-33.78%	+4.86%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	-6.85%	-6.12%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.94%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.30%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.78%	—
Current Drawdown Current decline from peak	-2.65%	0.00%	-2.65%
Average Drawdown Average peak-to-trough decline	-4.47%	-3.67%	-0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	1.55%	+2.27%

Volatility

PEVC vs. QUS - Volatility Comparison

Pacer PE/VC ETF (PEVC) has a higher volatility of 5.57% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 2.63%. This indicates that PEVC's price experiences larger fluctuations and is considered to be riskier than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PEVC	QUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	2.63%	+2.94%
Volatility (6M) Calculated over the trailing 6-month period	13.69%	6.94%	+6.75%
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	9.15%	+8.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.38%	14.33%	+12.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.38%	16.38%	+10.00%

PEVC vs. QUS - Expense Ratio Comparison

PEVC has a 0.85% expense ratio, which is higher than QUS's 0.15% expense ratio.

Dividends

PEVC vs. QUS - Dividend Comparison

PEVC's dividend yield for the trailing twelve months is around 4.22%, more than QUS's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEVC Pacer PE/VC ETF	4.22%	4.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QUS SPDR MSCI USA StrategicFactors ETF	1.28%	1.38%	1.49%	1.57%	1.68%	1.27%	1.73%	1.81%	2.12%	1.86%	2.07%	1.48%

Frequently Asked Questions

Can I hold both PEVC and QUS in my portfolio?

PEVC and QUS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PEVC or QUS?

PEVC has higher volatility (5.57%) compared to QUS (2.63%). In terms of maximum drawdown, PEVC dropped -28.92% vs QUS's -33.78%.

Which ETF is better, PEVC or QUS?

On 1-year performance, PEVC leads with 20.02% vs 17.51% for QUS. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PEVC or QUS?

Over the 1-year period, PEVC has performed better with a 20.02% return vs 17.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PEVC or QUS?

QUS is cheaper with a 0.15% expense ratio, compared with 0.85% for PEVC.

Which ETF pays a higher dividend yield, PEVC or QUS?

PEVC has the higher dividend yield at 4.22%, compared with 1.28% for QUS.

What is the main difference between PEVC and QUS?

PEVC tracks FTSE PE/VC Index, while QUS tracks MSCI USA Factor Mix A-Series Capped (USD). They also come from different issuers: Pacer and State Street. Their fees differ too: 0.85% for PEVC and 0.15% for QUS.

Which has better risk-adjusted returns?

QUS currently has the higher Sharpe Ratio (1.84 vs 1.05), 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.