PSCQ vs. XMAR

Last updated Jul 18, 2026

PSCQ (Pacer Swan SOS Conservative (October) ETF) and XMAR (FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March) are both Options Trading funds. Both are actively managed. Over the past 3 years, PSCQ returned 11.96%/yr vs 10.56%/yr for XMAR. A 0.76 correlation means they provide meaningful diversification when combined. PSCQ charges 0.60%/yr vs 0.85%/yr for XMAR.

Performance

PSCQ vs. XMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (October) ETF (PSCQ) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCQ achieves a 6.00% return, which is significantly lower than XMAR's 7.15% return.

PSCQ

• 1D: -0.30%
• 1M: 0.89%
• 6M: 5.17%
• YTD: 6.00%
• 1Y: 11.85%
• 3Y*: 11.96%
• 5Y*: —
• 10Y*: —

XMAR

• 1D: -0.17%
• 1M: 0.67%
• 6M: 6.82%
• YTD: 7.15%
• 1Y: 11.28%
• 3Y*: 10.56%
• 5Y*: —
• 10Y*: —

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

PSCQ vs. XMAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PSCQ Pacer Swan SOS Conservative (October) ETF	6.00%	11.50%	9.72%	17.23%
XMAR FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March	7.15%	10.30%	10.10%	10.71%

Correlation

The correlation between PSCQ and XMAR 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	0.75
Correlation (All Time) Calculated using the full available price history since Mar 20, 2023	0.76

The correlation between PSCQ and XMAR has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

Return for Risk

PSCQ vs. XMAR — 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: 85
PSCQ Omega Ratio Rank: 86
PSCQ Calmar Ratio Rank: 69
PSCQ Martin Ratio Rank: 85

XMAR

XMAR Risk / Return Rank: 98
XMAR Sharpe Ratio Rank: 97
XMAR Sortino Ratio Rank: 98
XMAR Omega Ratio Rank: 98
XMAR Calmar Ratio Rank: 97
XMAR Martin Ratio Rank: 98

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. XMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (October) ETF (PSCQ) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR). 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.

	PSCQ	XMAR	Difference
Sharpe ratio: Return per unit of total volatility	2.02	3.72	-1.70
Sortino ratio: Return per unit of downside risk	2.98	6.25	-3.27
Omega ratio: Gain probability vs. loss probability	1.40	1.97	-0.58
Calmar ratio: Return relative to maximum drawdown	2.60	7.66	-5.07
Martin ratio: Return relative to average drawdown	12.85	51.73	-38.88

PSCQ vs. XMAR - Sharpe Ratio Comparison

The current PSCQ Sharpe Ratio is 2.02, which is lower than the XMAR Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of PSCQ and XMAR, 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

PSCQ vs. XMAR - Drawdown Comparison

The maximum PSCQ drawdown since its inception was -9.92%, which is greater than XMAR's maximum drawdown of -7.29%. Use the drawdown chart below to compare losses from any high point for PSCQ and XMAR.

Drawdown Indicators

	PSCQ	XMAR	Difference
Max Drawdown Largest peak-to-trough decline	-9.92%	-7.29%	-2.63%
Max Drawdown (1Y) Largest decline over 1 year	-4.58%	-1.48%	-3.10%
Max Drawdown (3Y) Largest decline over 3 years	-9.92%	-7.29%	-2.63%
Current Drawdown Current decline from peak	-0.48%	-0.27%	-0.21%
Average Drawdown Average peak-to-trough decline	-1.55%	-0.30%	-1.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.92%	0.22%	+0.70%

Volatility

PSCQ vs. XMAR - Volatility Comparison

Pacer Swan SOS Conservative (October) ETF (PSCQ) has a higher volatility of 1.59% compared to FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) at 0.85%. This indicates that PSCQ's price experiences larger fluctuations and is considered to be riskier than XMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCQ	XMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.59%	0.85%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	4.76%	2.67%	+2.09%
Volatility (1Y) Calculated over the trailing 1-year period	5.91%	3.05%	+2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.53%	5.49%	+2.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.53%	5.49%	+2.04%

PSCQ vs. XMAR - Expense Ratio Comparison

PSCQ has a 0.60% expense ratio, which is lower than XMAR's 0.85% expense ratio.

Dividends

PSCQ vs. XMAR - Dividend Comparison

Neither PSCQ nor XMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSCQ and XMAR in my portfolio?

PSCQ and XMAR 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.

Which is riskier, PSCQ or XMAR?

PSCQ has higher volatility (1.59%) compared to XMAR (0.85%). In terms of maximum drawdown, PSCQ dropped -9.92% vs XMAR's -7.29%.

Which ETF is better, PSCQ or XMAR?

On 3-year performance, PSCQ leads with 11.96% vs 10.56% for XMAR. On fees, PSCQ is cheaper at 0.60% per year. On volatility, XMAR has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCQ or XMAR?

Over the 3-year period, PSCQ has performed better with a 11.96% return vs 10.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCQ or XMAR?

PSCQ is cheaper with a 0.60% expense ratio, compared with 0.85% for XMAR.

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

PSCQ and XMAR have nearly identical dividend yields, around 0.00%.

What is the main difference between PSCQ and XMAR?

They also come from different issuers: Pacer and FT Vest. Their fees differ too: 0.60% for PSCQ and 0.85% for XMAR.

Which has better risk-adjusted returns?

XMAR currently has the higher Sharpe Ratio (3.72 vs 2.02), 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.