PSCQ vs. QDPL

Last updated Jun 5, 2026

PSCQ (Pacer Swan SOS Conservative (October) ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both exchange-traded funds - PSCQ is a Options Trading fund actively managed by Pacer, while QDPL is a Large Cap Blend Equities fund actively managed by Pacer. Both are actively managed. Over the past 3 years, PSCQ returned 12.70%/yr vs 20.99%/yr for QDPL. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.60% expense ratio.

Performance

PSCQ vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (October) ETF (PSCQ) 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, PSCQ achieves a 5.54% return, which is significantly lower than QDPL's 10.81% return.

PSCQ

• 1D: 0.12%
• 1M: 1.86%
• YTD: 5.54%
• 6M: 6.05%
• 1Y: 15.43%
• 3Y*: 12.70%
• 5Y*: —
• 10Y*: —

QDPL

• 1D: 0.37%
• 1M: 4.57%
• YTD: 10.81%
• 6M: 10.85%
• 1Y: 26.57%
• 3Y*: 20.99%
• 5Y*: —
• 10Y*: —

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

PSCQ vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSCQ Pacer Swan SOS Conservative (October) ETF	5.54%	11.50%	9.72%	19.79%	-4.44%	2.38%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	10.81%	16.52%	22.83%	23.66%	-16.25%	8.23%

Correlation

The correlation between PSCQ and QDPL is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (All Time) Calculated using the full available price history since Oct 4, 2021	0.88

The correlation between PSCQ and QDPL has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

PSCQ vs. QDPL - Sectors Allocation Comparison

Sectors	PSCQ	QDPL
Technology	36.2%	27.6%
Financial Services	11.9%	10.3%
Communication Services	10.9%	8.5%
Consumer Cyclical	10.1%	8.4%
Healthcare	8.4%	7.6%
Industrials	8.1%	6.3%
Consumer Defensive	4.9%	4.0%
Energy	3.5%	2.4%
Utilities	2.3%	2.1%
Real Estate	1.9%	1.5%
Basic Materials	1.8%	1.4%

Return for Risk

PSCQ vs. QDPL — Risk / Return Rank

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

PSCQ

PSCQ Risk / Return Rank: 82
PSCQ Sharpe Ratio Rank: 83
PSCQ Sortino Ratio Rank: 88
PSCQ Omega Ratio Rank: 88
PSCQ Calmar Ratio Rank: 69
PSCQ Martin Ratio Rank: 84

QDPL

QDPL Risk / Return Rank: 70
QDPL Sharpe Ratio Rank: 70
QDPL Sortino Ratio Rank: 70
QDPL Omega Ratio Rank: 69
QDPL Calmar Ratio Rank: 63
QDPL Martin Ratio Rank: 77

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.

PSCQ vs. QDPL - Risk-Adjusted Trends Comparison

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

	PSCQ	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	2.64	2.25	+0.39
Sortino ratio: Return per unit of downside risk	3.91	3.13	+0.78
Omega ratio: Gain probability vs. loss probability	1.53	1.41	+0.13
Calmar ratio: Return relative to maximum drawdown	3.38	3.09	+0.30
Martin ratio: Return relative to average drawdown	17.05	14.49	+2.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCQ vs. QDPL - Sharpe Ratio Comparison

The current PSCQ Sharpe Ratio is 2.64, which is comparable to the QDPL Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of PSCQ 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

	PSCQ	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	2.25	+0.39
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	0.84	+0.40

Drawdowns

PSCQ vs. QDPL - Drawdown Comparison

The maximum PSCQ drawdown since its inception was -9.92%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for PSCQ and QDPL.

Drawdown Indicators

	PSCQ	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-9.92%	-22.59%	+12.67%
Max Drawdown (1Y) Largest decline over 1 year	-4.58%	-8.65%	+4.07%
Max Drawdown (3Y) Largest decline over 3 years	-9.92%	-17.75%	+7.83%
Current Drawdown Current decline from peak	-0.01%	-0.28%	+0.27%
Average Drawdown Average peak-to-trough decline	-1.58%	-5.14%	+3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.91%	1.84%	-0.93%

Volatility

PSCQ vs. QDPL - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (October) ETF (PSCQ) is 0.80%, while Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a volatility of 2.58%. This indicates that PSCQ 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

	PSCQ	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.80%	2.58%	-1.78%
Volatility (6M) Calculated over the trailing 6-month period	4.45%	9.00%	-4.55%
Volatility (1Y) Calculated over the trailing 1-year period	5.87%	11.88%	-6.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.56%	15.01%	-7.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.56%	15.01%	-7.45%

PSCQ vs. QDPL - Expense Ratio Comparison

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

Dividends

PSCQ vs. QDPL - Dividend Comparison

PSCQ has not paid dividends to shareholders, while QDPL's dividend yield for the trailing twelve months is around 5.03%.

Position	TTM	2025	2024	2023	2022	2021
PSCQ Pacer Swan SOS Conservative (October) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.03%	4.84%	5.43%	6.30%	7.27%	2.44%

Frequently Asked Questions

Can I hold both PSCQ and QDPL in my portfolio?

With a correlation of 0.91, PSCQ and QDPL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PSCQ or QDPL?

QDPL has higher volatility (2.58%) compared to PSCQ (0.80%). In terms of maximum drawdown, PSCQ dropped -9.92% vs QDPL's -22.59%.

Which ETF is better, PSCQ or QDPL?

On 3-year performance, QDPL leads with 20.99% vs 12.70% for PSCQ. Both ETFs have the same 0.60% expense ratio. On volatility, PSCQ has been the lower-risk option at 0.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCQ or QDPL?

Over the 3-year period, QDPL has performed better with a 20.99% return vs 12.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCQ or QDPL?

PSCQ and QDPL have the same expense ratio: 0.60% per year.

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

QDPL has the higher dividend yield at 5.03%, compared with 0.00% for PSCQ.

What is the main difference between PSCQ and QDPL?

PSCQ is categorized as Options Trading, while QDPL is Large Cap Blend Equities.

Which has better risk-adjusted returns?

PSCQ currently has the higher Sharpe Ratio (2.64 vs 2.25), 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.