PSCJ vs. QDPL

Last updated Jun 4, 2026

PSCJ (Pacer Swan SOS Conservative (July) ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both exchange-traded funds - PSCJ is a Defined Outcome fund tracking the SPDR S&P 500 ETF Trust, while QDPL is a Large Cap Blend Equities fund actively managed by Pacer. PSCJ is passively managed, while QDPL is actively managed. Over the past 3 years, PSCJ returned 13.62%/yr vs 20.64%/yr for QDPL. Their correlation of 0.90 suggests significant overlap in exposure. PSCJ charges 0.61%/yr vs 0.60%/yr for QDPL.

Performance

PSCJ vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (July) ETF (PSCJ) 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, PSCJ achieves a 4.75% return, which is significantly lower than QDPL's 10.40% return.

PSCJ

• 1D: 0.00%
• 1M: 1.33%
• YTD: 4.75%
• 6M: 5.45%
• 1Y: 15.45%
• 3Y*: 13.62%
• 5Y*: —
• 10Y*: —

QDPL

• 1D: -0.65%
• 1M: 5.23%
• YTD: 10.40%
• 6M: 10.54%
• 1Y: 26.37%
• 3Y*: 20.64%
• 5Y*: —
• 10Y*: —

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

PSCJ vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSCJ Pacer Swan SOS Conservative (July) ETF	4.75%	12.80%	14.74%	18.48%	-7.48%	3.03%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	10.40%	16.52%	22.83%	23.66%	-16.25%	8.32%

Correlation

The correlation between PSCJ and QDPL is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jul 14, 2021	0.90

The correlation between PSCJ and QDPL has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

PSCJ vs. QDPL - Sectors Allocation Comparison

Sectors	PSCJ	QDPL
Technology	34.1%	27.6%
Financial Services	12.6%	10.3%
Communication Services	11.2%	8.5%
Consumer Cyclical	10.6%	8.4%
Healthcare	9.4%	7.6%
Industrials	8.0%	6.3%
Consumer Defensive	5.0%	4.0%
Energy	3.2%	2.4%
Utilities	2.3%	2.1%
Real Estate	1.9%	1.5%
Basic Materials	1.8%	1.4%

Return for Risk

PSCJ vs. QDPL — Risk / Return Rank

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

PSCJ

PSCJ Risk / Return Rank: 85
PSCJ Sharpe Ratio Rank: 83
PSCJ Sortino Ratio Rank: 89
PSCJ Omega Ratio Rank: 91
PSCJ Calmar Ratio Rank: 75
PSCJ Martin Ratio Rank: 90

QDPL

QDPL Risk / Return Rank: 67
QDPL Sharpe Ratio Rank: 66
QDPL Sortino Ratio Rank: 66
QDPL Omega Ratio Rank: 66
QDPL Calmar Ratio Rank: 61
QDPL Martin Ratio Rank: 75

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.

PSCJ vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (July) ETF (PSCJ) 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.

	PSCJ	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	2.69	2.23	+0.46
Sortino ratio: Return per unit of downside risk	4.11	3.11	+1.00
Omega ratio: Gain probability vs. loss probability	1.60	1.41	+0.19
Calmar ratio: Return relative to maximum drawdown	3.73	3.06	+0.67
Martin ratio: Return relative to average drawdown	20.66	14.37	+6.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCJ vs. QDPL - Sharpe Ratio Comparison

The current PSCJ Sharpe Ratio is 2.69, which is comparable to the QDPL Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PSCJ 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.

Sharpe Ratios by Period

	PSCJ	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	2.23	+0.46
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.83	+0.22

Drawdowns

PSCJ vs. QDPL - Drawdown Comparison

The maximum PSCJ drawdown since its inception was -11.87%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for PSCJ and QDPL.

Drawdown Indicators

	PSCJ	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-11.87%	-22.59%	+10.72%
Max Drawdown (1Y) Largest decline over 1 year	-4.16%	-8.65%	+4.49%
Max Drawdown (3Y) Largest decline over 3 years	-11.87%	-17.75%	+5.88%
Current Drawdown Current decline from peak	0.00%	-0.65%	+0.65%
Average Drawdown Average peak-to-trough decline	-2.19%	-5.14%	+2.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	1.84%	-1.09%

Volatility

PSCJ vs. QDPL - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (July) ETF (PSCJ) is 0.37%, while Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a volatility of 2.69%. This indicates that PSCJ experiences smaller price fluctuations and is considered to be less risky than QDPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCJ	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.37%	2.69%	-2.32%
Volatility (6M) Calculated over the trailing 6-month period	4.05%	9.00%	-4.95%
Volatility (1Y) Calculated over the trailing 1-year period	5.80%	11.89%	-6.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.72%	15.01%	-6.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.72%	15.01%	-6.29%

PSCJ vs. QDPL - Expense Ratio Comparison

PSCJ has a 0.61% expense ratio, which is higher than QDPL's 0.60% expense ratio.

Dividends

PSCJ vs. QDPL - Dividend Comparison

PSCJ has not paid dividends to shareholders, while QDPL's dividend yield for the trailing twelve months is around 5.05%.

Position	TTM	2025	2024	2023	2022	2021
PSCJ Pacer Swan SOS Conservative (July) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.05%	4.84%	5.43%	6.30%	7.27%	2.44%

Frequently Asked Questions

Can I hold both PSCJ and QDPL in my portfolio?

PSCJ and QDPL have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCJ or QDPL?

QDPL has higher volatility (2.69%) compared to PSCJ (0.37%). In terms of maximum drawdown, PSCJ dropped -11.87% vs QDPL's -22.59%.

Which ETF is better, PSCJ or QDPL?

On 3-year performance, QDPL leads with 20.64% vs 13.62% for PSCJ. On fees, QDPL is cheaper at 0.60% per year. On volatility, PSCJ has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCJ or QDPL?

Over the 3-year period, QDPL has performed better with a 20.64% return vs 13.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCJ or QDPL?

QDPL is cheaper with a 0.60% expense ratio, compared with 0.61% for PSCJ.

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

QDPL has the higher dividend yield at 5.05%, compared with 0.00% for PSCJ.

What is the main difference between PSCJ and QDPL?

PSCJ is categorized as Defined Outcome, while QDPL is Large Cap Blend Equities. Their fees differ too: 0.61% for PSCJ and 0.60% for QDPL.

Which has better risk-adjusted returns?

PSCJ currently has the higher Sharpe Ratio (2.69 vs 2.23), 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.