PSCX vs. QDPL

Last updated Jun 25, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both Large Cap Blend Equities funds from Pacer. PSCX is actively managed, while QDPL is passively managed. Over the past 3 years, PSCX returned 12.19%/yr vs 19.14%/yr for QDPL. Their correlation of 0.87 suggests significant overlap in exposure. PSCX charges 0.75%/yr vs 0.60%/yr for QDPL.

Performance

PSCX vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) 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, PSCX achieves a 4.35% return, which is significantly lower than QDPL's 7.91% return.

PSCX

• 1D: -0.11%
• 1M: -0.18%
• YTD: 4.35%
• 6M: 4.45%
• 1Y: 13.21%
• 3Y*: 12.19%
• 5Y*: 8.18%
• 10Y*: —

QDPL

• 1D: -0.04%
• 1M: -1.27%
• YTD: 7.91%
• 6M: 6.74%
• 1Y: 21.00%
• 3Y*: 19.14%
• 5Y*: —
• 10Y*: —

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

PSCX vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSCX Pacer Swan SOS Conservative (December) ETF	4.35%	12.08%	13.27%	16.57%	-7.35%	3.21%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	7.91%	16.52%	22.83%	23.66%	-16.25%	7.82%

Correlation

The correlation between PSCX 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	0.87
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021	0.87

The correlation between PSCX and QDPL has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

PSCX vs. QDPL - Sectors Allocation Comparison

Sectors	PSCX	QDPL
Technology	33.2%	39.1%
Financial Services	12.5%	11.1%
Communication Services	10.3%	10.7%
Consumer Cyclical	10.0%	9.9%
Healthcare	9.6%	8.3%
Industrials	8.4%	7.8%
Consumer Defensive	5.4%	4.5%
Energy	4.2%	3.1%
Utilities	2.6%	2.1%
Real Estate	2.0%	1.8%
Basic Materials	1.9%	1.7%

Return for Risk

PSCX vs. QDPL — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 83
PSCX Sharpe Ratio Rank: 84
PSCX Sortino Ratio Rank: 88
PSCX Omega Ratio Rank: 88
PSCX Calmar Ratio Rank: 71
PSCX Martin Ratio Rank: 86

QDPL

QDPL Risk / Return Rank: 58
QDPL Sharpe Ratio Rank: 56
QDPL Sortino Ratio Rank: 55
QDPL Omega Ratio Rank: 56
QDPL Calmar Ratio Rank: 55
QDPL Martin Ratio Rank: 67

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.

PSCX vs. QDPL - Risk-Adjusted Trends Comparison

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

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.

	PSCX	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	2.37	1.70	+0.67
Sortino ratio: Return per unit of downside risk	3.51	2.37	+1.14
Omega ratio: Gain probability vs. loss probability	1.48	1.31	+0.16
Calmar ratio: Return relative to maximum drawdown	3.15	2.44	+0.72
Martin ratio: Return relative to average drawdown	15.82	10.98	+4.84

PSCX vs. QDPL - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.37, which is higher than the QDPL Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of PSCX 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.

Drawdowns

PSCX vs. QDPL - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for PSCX and QDPL.

Drawdown Indicators

	PSCX	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-22.59%	+12.39%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-8.65%	+4.45%
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	-17.75%	+8.14%
Max Drawdown (5Y) Largest decline over 5 years	-10.20%	—	—
Current Drawdown Current decline from peak	-0.86%	-2.89%	+2.03%
Average Drawdown Average peak-to-trough decline	-1.85%	-5.11%	+3.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.84%	1.92%	-1.08%

Volatility

PSCX vs. QDPL - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 1.79%, while Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a volatility of 4.89%. This indicates that PSCX 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

	PSCX	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.79%	4.89%	-3.10%
Volatility (6M) Calculated over the trailing 6-month period	4.52%	9.73%	-5.21%
Volatility (1Y) Calculated over the trailing 1-year period	5.63%	12.44%	-6.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.11%	15.07%	-7.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.97%	15.07%	-8.10%

PSCX vs. QDPL - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is higher than QDPL's 0.60% expense ratio.

Dividends

PSCX vs. QDPL - Dividend Comparison

PSCX has not paid dividends to shareholders, while QDPL's dividend yield for the trailing twelve months is around 5.16%.

Position	TTM	2025	2024	2023	2022	2021
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.16%	4.84%	5.43%	6.30%	7.27%	2.44%

Frequently Asked Questions

Can I hold both PSCX and QDPL in my portfolio?

PSCX 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, PSCX or QDPL?

QDPL has higher volatility (4.89%) compared to PSCX (1.79%). In terms of maximum drawdown, PSCX dropped -10.20% vs QDPL's -22.59%.

Which ETF is better, PSCX or QDPL?

On 3-year performance, QDPL leads with 19.14% vs 12.19% for PSCX. On fees, QDPL is cheaper at 0.60% per year. On volatility, PSCX has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or QDPL?

Over the 3-year period, QDPL has performed better with a 19.14% return vs 12.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or QDPL?

QDPL is cheaper with a 0.60% expense ratio, compared with 0.75% for PSCX.

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

QDPL has the higher dividend yield at 5.16%, compared with 0.00% for PSCX.

What is the main difference between PSCX and QDPL?

Their fees differ too: 0.75% for PSCX and 0.60% for QDPL.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.37 vs 1.70), 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.