PEXL vs. QDPL

Last updated Apr 1, 2026

Compare and contrast key facts about Pacer US Export Leaders ETF (PEXL) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL).

PEXL and QDPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PEXL is a passively managed fund by Pacer that tracks the performance of the Pacer US Export Leaders Index. It was launched on Jul 23, 2018. QDPL is an actively managed fund by Pacer. It was launched on Jul 12, 2021.

Performance

PEXL vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Export Leaders ETF (PEXL) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). The values are adjusted to include any dividend payments, if applicable.

PEXL vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PEXL Pacer US Export Leaders ETF	-3.74%	27.33%	5.79%	24.40%	-20.41%	11.68%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	-4.29%	16.52%	22.83%	23.66%	-16.25%	8.32%

Returns By Period

In the year-to-date period, PEXL achieves a -3.74% return, which is significantly higher than QDPL's -4.29% return.

PEXL

• 1D: 3.54%
• 1M: -6.91%
• YTD: -3.74%
• 6M: 2.59%
• 1Y: 29.20%
• 3Y*: 12.71%
• 5Y*: 8.85%
• 10Y*: —

QDPL

• 1D: 2.81%
• 1M: -4.61%
• YTD: -4.29%
• 6M: -1.77%
• 1Y: 15.55%
• 3Y*: 16.66%
• 5Y*: —
• 10Y*: —

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

PEXL vs. QDPL - Expense Ratio Comparison

Both PEXL and QDPL have an expense ratio of 0.60%.

PEXL

Pacer US Export Leaders ETF

QDPL

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

Return for Risk

PEXL vs. QDPL — Risk / Return Rank

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

PEXL

PEXL Risk / Return Rank: 71
PEXL Sharpe Ratio Rank: 68
PEXL Sortino Ratio Rank: 70
PEXL Omega Ratio Rank: 70
PEXL Calmar Ratio Rank: 71
PEXL Martin Ratio Rank: 79

QDPL

QDPL Risk / Return Rank: 58
QDPL Sharpe Ratio Rank: 51
QDPL Sortino Ratio Rank: 54
QDPL Omega Ratio Rank: 58
QDPL Calmar Ratio Rank: 58
QDPL Martin Ratio Rank: 69

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. QDPL - Risk-Adjusted Trends Comparison

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

	PEXL	QDPL	Difference
Sharpe ratio Return per unit of total volatility	1.17	0.87	+0.30
Sortino ratio Return per unit of downside risk	1.74	1.34	+0.40
Omega ratio Gain probability vs. loss probability	1.25	1.20	+0.05
Calmar ratio Return relative to maximum drawdown	1.81	1.37	+0.44
Martin ratio Return relative to average drawdown	8.35	6.60	+1.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PEXL vs. QDPL - Sharpe Ratio Comparison

The current PEXL Sharpe Ratio is 1.17, which is higher than the QDPL Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of PEXL and QDPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PEXL	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	0.87	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.63	-0.12

Correlation

The correlation between PEXL and QDPL is 0.88, 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.

Dividends

PEXL vs. QDPL - Dividend Comparison

PEXL's dividend yield for the trailing twelve months is around 0.43%, less than QDPL's 5.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PEXL Pacer US Export Leaders ETF	0.43%	0.44%	0.48%	0.48%	0.60%	0.22%	0.48%	0.49%	0.29%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.13%	4.84%	5.43%	6.30%	7.27%	2.44%	0.00%	0.00%	0.00%

Drawdowns

PEXL vs. QDPL - Drawdown Comparison

The maximum PEXL drawdown since its inception was -36.76%, which is greater than QDPL's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for PEXL and QDPL.

Drawdown Indicators

	PEXL	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-36.76%	-22.59%	-14.17%
Max Drawdown (1Y) Largest decline over 1 year	-16.20%	-11.94%	-4.26%
Max Drawdown (5Y) Largest decline over 5 years	-30.44%	—	—
Current Drawdown Current decline from peak	-8.30%	-6.08%	-2.22%
Average Drawdown Average peak-to-trough decline	-6.85%	-5.30%	-1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	2.48%	+1.03%

Volatility

PEXL vs. QDPL - Volatility Comparison

Pacer US Export Leaders ETF (PEXL) has a higher volatility of 6.96% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 5.30%. This indicates that PEXL'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

	PEXL	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.96%	5.30%	+1.66%
Volatility (6M) Calculated over the trailing 6-month period	13.74%	9.39%	+4.35%
Volatility (1Y) Calculated over the trailing 1-year period	25.05%	18.01%	+7.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.77%	15.12%	+6.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.14%	15.12%	+9.02%