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PEXL vs. PTNQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEXL vs. PTNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Export Leaders ETF (PEXL) and Pacer Trendpilot 100 ETF (PTNQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEXL achieves a 19.63% return, which is significantly higher than PTNQ's 9.62% return.


PEXL

1D
-2.96%
1M
2.42%
YTD
19.63%
6M
18.58%
1Y
45.53%
3Y*
20.68%
5Y*
12.45%
10Y*

PTNQ

1D
-3.23%
1M
-0.25%
YTD
9.62%
6M
8.18%
1Y
26.55%
3Y*
13.52%
5Y*
10.45%
10Y*
16.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEXL vs. PTNQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PEXL
Pacer US Export Leaders ETF
19.63%27.33%5.79%24.40%-20.41%30.12%25.02%39.86%-17.19%
PTNQ
Pacer Trendpilot 100 ETF
9.62%7.18%15.47%34.65%-16.00%13.16%29.38%24.00%-5.76%

Correlation

The correlation between PEXL and PTNQ is 0.84, 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

0.84

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

0.77

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2018

0.74

The correlation between PEXL and PTNQ shifts across timeframes, from 0.74 (all time) to 0.84 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PEXL vs. PTNQ — Risk / Return Rank

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

PEXL
PEXL Risk / Return Rank: 7979
Overall Rank
PEXL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PEXL Sortino Ratio Rank: 7676
Sortino Ratio Rank
PEXL Omega Ratio Rank: 7373
Omega Ratio Rank
PEXL Calmar Ratio Rank: 8181
Calmar Ratio Rank
PEXL Martin Ratio Rank: 8585
Martin Ratio Rank

PTNQ
PTNQ Risk / Return Rank: 4646
Overall Rank
PTNQ Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PTNQ Sortino Ratio Rank: 4242
Sortino Ratio Rank
PTNQ Omega Ratio Rank: 4545
Omega Ratio Rank
PTNQ Calmar Ratio Rank: 4848
Calmar Ratio Rank
PTNQ Martin Ratio Rank: 4747
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.

PEXL vs. PTNQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Export Leaders ETF (PEXL) and Pacer Trendpilot 100 ETF (PTNQ). 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.


PEXLPTNQDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.40

1.27

+0.13

Calmar ratioReturn relative to maximum drawdown

4.00

2.27

+1.73

Martin ratioReturn relative to average drawdown

16.56

7.49

+9.07

PEXL vs. PTNQ - Sharpe Ratio Comparison

The current PEXL Sharpe Ratio is 2.38, which is higher than the PTNQ Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PEXL and PTNQ, 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

PEXL vs. PTNQ - Drawdown Comparison

The maximum PEXL drawdown since its inception was -36.76%, which is greater than PTNQ's maximum drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for PEXL and PTNQ.


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Drawdown Indicators


PEXLPTNQDifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-28.07%

-8.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-11.76%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-24.72%

-14.19%

-10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.44%

-18.47%

-11.97%

Max Drawdown (10Y)

Largest decline over 10 years

-28.07%

Current Drawdown

Current decline from peak

-3.37%

-4.12%

+0.75%

Average Drawdown

Average peak-to-trough decline

-6.69%

-5.68%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.55%

-0.79%

Volatility

PEXL vs. PTNQ - Volatility Comparison

Pacer US Export Leaders ETF (PEXL) and Pacer Trendpilot 100 ETF (PTNQ) have volatilities of 8.72% and 8.74%, 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


PEXLPTNQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

8.74%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.95%

13.70%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

17.37%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

13.39%

+8.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

16.51%

+7.62%

PEXL vs. PTNQ - Expense Ratio Comparison

PEXL has a 0.60% expense ratio, which is lower than PTNQ's 0.65% expense ratio.


Dividends

PEXL vs. PTNQ - Dividend Comparison

PEXL's dividend yield for the trailing twelve months is around 0.30%, less than PTNQ's 0.80% yield.


PositionTTM20252024202320222021202020192018201720162015
PEXL
Pacer US Export Leaders ETF
0.30%0.44%0.48%0.48%0.60%0.22%0.48%0.49%0.29%0.00%0.00%0.00%
PTNQ
Pacer Trendpilot 100 ETF
0.80%0.88%1.96%1.47%0.62%0.00%0.16%0.44%0.45%0.32%0.30%0.22%

Frequently Asked Questions


PEXL and PTNQ have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTNQ has higher volatility (8.74%) compared to PEXL (8.72%). In terms of maximum drawdown, PEXL dropped -36.76% vs PTNQ's -28.07%.

On 5-year performance, PEXL leads with 12.45% vs 10.45% for PTNQ. On fees, PEXL is cheaper at 0.60% 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, PEXL has performed better with a 12.45% return vs 10.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PEXL is cheaper with a 0.60% expense ratio, compared with 0.65% for PTNQ.

PTNQ has the higher dividend yield at 0.80%, compared with 0.30% for PEXL.

PEXL is categorized as Mid Cap Blend Equities, while PTNQ is Large Cap Blend Equities. PEXL tracks Pacer US Export Leaders Index, while PTNQ tracks Pacer NASDAQ-100 Trendpilot Index. Their fees differ too: 0.60% for PEXL and 0.65% for PTNQ.

PEXL currently has the higher Sharpe Ratio (2.38 vs 1.54), 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 PEXL and PTNQ

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