PSCJ vs. SRVR

Last updated Jul 15, 2026

PSCJ (Pacer Swan SOS Conservative (July) ETF) and SRVR (Pacer Data & Infrastructure Real Estate ETF) are both exchange-traded funds - PSCJ is a Defined Outcome fund tracking the SPDR S&P 500 ETF Trust, while SRVR is a REIT fund tracking the FTSE Nareit All Equity REITs Index. Both are passively managed. Over the past 5 years, PSCJ returned 9.12%/yr vs -3.37%/yr for SRVR. A 0.58 correlation means they provide meaningful diversification when combined. PSCJ charges 0.61%/yr vs 0.49%/yr for SRVR.

Performance

PSCJ vs. SRVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (July) ETF (PSCJ) and Pacer Data & Infrastructure Real Estate ETF (SRVR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCJ achieves a 5.72% return, which is significantly lower than SRVR's 8.77% return.

PSCJ

• 1D: 0.32%
• 1M: 0.84%
• 6M: 5.09%
• YTD: 5.72%
• 1Y: 11.56%
• 3Y*: 12.69%
• 5Y*: 9.12%
• 10Y*: —

SRVR

• 1D: -0.36%
• 1M: -8.32%
• 6M: 3.46%
• YTD: 8.77%
• 1Y: -1.52%
• 3Y*: 3.75%
• 5Y*: -3.37%
• 10Y*: —

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

PSCJ vs. SRVR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSCJ Pacer Swan SOS Conservative (July) ETF	5.72%	12.80%	14.74%	18.48%	-7.48%	3.29%
SRVR Pacer Data & Infrastructure Real Estate ETF	8.77%	-1.99%	2.70%	6.84%	-31.90%	7.89%

Correlation

The correlation between PSCJ and SRVR is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021	0.58

The correlation between PSCJ and SRVR has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.

Return for Risk

PSCJ vs. SRVR — Risk / Return Rank

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

PSCJ

PSCJ Risk / Return Rank: 86
PSCJ Sharpe Ratio Rank: 88
PSCJ Sortino Ratio Rank: 91
PSCJ Omega Ratio Rank: 92
PSCJ Calmar Ratio Rank: 70
PSCJ Martin Ratio Rank: 90

SRVR

SRVR Risk / Return Rank: 8
SRVR Sharpe Ratio Rank: 8
SRVR Sortino Ratio Rank: 8
SRVR Omega Ratio Rank: 8
SRVR Calmar Ratio Rank: 8
SRVR Martin Ratio Rank: 8

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. SRVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (July) ETF (PSCJ) and Pacer Data & Infrastructure Real Estate ETF (SRVR). 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.

	PSCJ	SRVR	Difference
Sharpe ratio: Return per unit of total volatility	2.28	-0.09	+2.37
Sortino ratio: Return per unit of downside risk	3.47	-0.00	+3.47
Omega ratio: Gain probability vs. loss probability	1.49	1.00	+0.49
Calmar ratio: Return relative to maximum drawdown	2.79	-0.10	+2.89
Martin ratio: Return relative to average drawdown	15.73	-0.20	+15.93

PSCJ vs. SRVR - Sharpe Ratio Comparison

The current PSCJ Sharpe Ratio is 2.28, which is higher than the SRVR Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of PSCJ and SRVR, 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

PSCJ vs. SRVR - Drawdown Comparison

The maximum PSCJ drawdown since its inception was -11.87%, smaller than the maximum SRVR drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for PSCJ and SRVR.

Drawdown Indicators

	PSCJ	SRVR	Difference
Max Drawdown Largest peak-to-trough decline	-11.87%	-40.99%	+29.12%
Max Drawdown (1Y) Largest decline over 1 year	-4.16%	-14.78%	+10.62%
Max Drawdown (3Y) Largest decline over 3 years	-11.87%	-18.34%	+6.47%
Max Drawdown (5Y) Largest decline over 5 years	-11.87%	-40.99%	+29.12%
Current Drawdown Current decline from peak	-0.11%	-20.35%	+20.24%
Average Drawdown Average peak-to-trough decline	-2.15%	-15.27%	+13.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.74%	7.45%	-6.71%

Volatility

PSCJ vs. SRVR - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (July) ETF (PSCJ) is 1.04%, while Pacer Data & Infrastructure Real Estate ETF (SRVR) has a volatility of 4.15%. This indicates that PSCJ experiences smaller price fluctuations and is considered to be less risky than SRVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCJ	SRVR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.04%	4.15%	-3.11%
Volatility (6M) Calculated over the trailing 6-month period	4.09%	13.95%	-9.86%
Volatility (1Y) Calculated over the trailing 1-year period	5.08%	17.24%	-12.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.66%	19.84%	-11.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.64%	21.41%	-12.77%

PSCJ vs. SRVR - Expense Ratio Comparison

PSCJ has a 0.61% expense ratio, which is higher than SRVR's 0.49% expense ratio.

Dividends

PSCJ vs. SRVR - Dividend Comparison

PSCJ has not paid dividends to shareholders, while SRVR's dividend yield for the trailing twelve months is around 2.81%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PSCJ Pacer Swan SOS Conservative (July) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SRVR Pacer Data & Infrastructure Real Estate ETF	2.81%	2.67%	2.00%	3.69%	1.70%	1.19%	1.59%	1.61%	2.13%

Frequently Asked Questions

Can I hold both PSCJ and SRVR in my portfolio?

PSCJ and SRVR have a correlation of 0.49, 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 SRVR?

SRVR has higher volatility (4.15%) compared to PSCJ (1.04%). In terms of maximum drawdown, PSCJ dropped -11.87% vs SRVR's -40.99%.

Which ETF is better, PSCJ or SRVR?

On 5-year performance, PSCJ leads with 9.12% vs -3.37% for SRVR. On fees, SRVR is cheaper at 0.49% per year. On volatility, PSCJ has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCJ or SRVR?

Over the 5-year period, PSCJ has performed better with a 9.12% return vs -3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCJ or SRVR?

SRVR is cheaper with a 0.49% expense ratio, compared with 0.61% for PSCJ.

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

SRVR has the higher dividend yield at 2.81%, compared with 0.00% for PSCJ.

What is the main difference between PSCJ and SRVR?

PSCJ is categorized as Defined Outcome, while SRVR is REIT. PSCJ tracks SPDR S&P 500 ETF Trust, while SRVR tracks FTSE Nareit All Equity REITs Index. Their fees differ too: 0.61% for PSCJ and 0.49% for SRVR.

Which has better risk-adjusted returns?

PSCJ currently has the higher Sharpe Ratio (2.28 vs -0.09), 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.