PSFD vs. QDPL
Compare and contrast key facts about Pacer Swan SOS Flex (December) ETF (PSFD) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL).
PSFD and QDPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSFD is an actively managed fund by Pacer. It was launched on Dec 22, 2020. QDPL is an actively managed fund by Pacer. It was launched on Jul 12, 2021.
Performance
PSFD vs. QDPL - Performance Comparison
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PSFD vs. QDPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSFD Pacer Swan SOS Flex (December) ETF | -2.32% | 12.93% | 14.54% | 20.95% | -3.06% | 6.19% |
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF | -4.29% | 16.52% | 22.83% | 23.66% | -16.25% | 8.32% |
Returns By Period
In the year-to-date period, PSFD achieves a -2.32% return, which is significantly higher than QDPL's -4.29% return.
PSFD
- 1D
- 2.04%
- 1M
- -2.88%
- YTD
- -2.32%
- 6M
- 0.54%
- 1Y
- 12.46%
- 3Y*
- 12.99%
- 5Y*
- 10.63%
- 10Y*
- —
QDPL
- 1D
- 2.81%
- 1M
- -4.61%
- YTD
- -4.29%
- 6M
- -1.77%
- 1Y
- 15.55%
- 3Y*
- 16.66%
- 5Y*
- —
- 10Y*
- —
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PSFD vs. QDPL - Expense Ratio Comparison
PSFD has a 0.75% expense ratio, which is higher than QDPL's 0.60% expense ratio.
Return for Risk
PSFD vs. QDPL — Risk / Return Rank
PSFD
QDPL
PSFD vs. QDPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (December) ETF (PSFD) 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.
| PSFD | QDPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.87 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.34 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.37 | +0.05 |
Martin ratioReturn relative to average drawdown | 7.58 | 6.60 | +0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSFD | QDPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.87 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.63 | +0.46 |
Correlation
The correlation between PSFD and QDPL is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PSFD vs. QDPL - Dividend Comparison
PSFD has not paid dividends to shareholders, while QDPL's dividend yield for the trailing twelve months is around 5.13%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSFD Pacer Swan SOS Flex (December) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF | 5.13% | 4.84% | 5.43% | 6.30% | 7.27% | 2.44% |
Drawdowns
PSFD vs. QDPL - Drawdown Comparison
The maximum PSFD drawdown since its inception was -14.94%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for PSFD and QDPL.
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Drawdown Indicators
| PSFD | QDPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.94% | -22.59% | +7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -11.94% | +3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -14.94% | — | — |
Current DrawdownCurrent decline from peak | -3.96% | -6.08% | +2.12% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -5.30% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 2.48% | -0.81% |
Volatility
PSFD vs. QDPL - Volatility Comparison
The current volatility for Pacer Swan SOS Flex (December) ETF (PSFD) is 3.87%, while Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a volatility of 5.30%. This indicates that PSFD 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.
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Volatility by Period
| PSFD | QDPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 5.30% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 9.39% | -3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.12% | 18.01% | -5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.51% | 15.12% | -4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.54% | 15.12% | -4.58% |