PSFD vs. QDPL

Last updated Jun 4, 2026

PSFD (Pacer Swan SOS Flex (December) ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both Large Cap Blend Equities funds from Pacer. Both are actively managed. Over the past 3 years, PSFD returned 14.92%/yr vs 20.64%/yr for QDPL. Their correlation of 0.91 suggests significant overlap in exposure. PSFD charges 0.75%/yr vs 0.60%/yr for QDPL.

Performance

PSFD vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (December) ETF (PSFD) 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, PSFD achieves a 6.48% return, which is significantly lower than QDPL's 10.40% return.

PSFD

• 1D: -0.20%
• 1M: 2.53%
• YTD: 6.48%
• 6M: 7.36%
• 1Y: 17.61%
• 3Y*: 14.92%
• 5Y*: 11.78%
• 10Y*: —

QDPL

• 1D: -0.65%
• 1M: 5.23%
• YTD: 10.40%
• 6M: 10.54%
• 1Y: 26.37%
• 3Y*: 20.64%
• 5Y*: —
• 10Y*: —

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

PSFD vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSFD Pacer Swan SOS Flex (December) ETF	6.48%	12.93%	14.54%	20.95%	-3.06%	6.19%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	10.40%	16.52%	22.83%	23.66%	-16.25%	8.32%

Correlation

The correlation between PSFD and QDPL is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jul 14, 2021	0.91

The correlation between PSFD and QDPL has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

PSFD vs. QDPL - Sectors Allocation Comparison

Sectors	PSFD	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

PSFD vs. QDPL — Risk / Return Rank

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

PSFD

PSFD Risk / Return Rank: 78
PSFD Sharpe Ratio Rank: 80
PSFD Sortino Ratio Rank: 85
PSFD Omega Ratio Rank: 87
PSFD Calmar Ratio Rank: 61
PSFD Martin Ratio Rank: 79

QDPL

QDPL Risk / Return Rank: 67
QDPL Sharpe Ratio Rank: 66
QDPL Sortino Ratio Rank: 66
QDPL Omega Ratio Rank: 66
QDPL Calmar Ratio Rank: 61
QDPL Martin Ratio Rank: 75

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.

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 ratio Return per unit of total volatility	2.61	2.23	+0.38
Sortino ratio Return per unit of downside risk	3.85	3.11	+0.74
Omega ratio Gain probability vs. loss probability	1.54	1.41	+0.13
Calmar ratio Return relative to maximum drawdown	3.01	3.06	-0.06
Martin ratio Return relative to average drawdown	15.39	14.37	+1.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSFD vs. QDPL - Sharpe Ratio Comparison

The current PSFD Sharpe Ratio is 2.61, which is comparable to the QDPL Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PSFD 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

	PSFD	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	2.23	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.24	0.83	+0.41

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.

Drawdown Indicators

	PSFD	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-14.94%	-22.59%	+7.65%
Max Drawdown (1Y) Largest decline over 1 year	-5.88%	-8.65%	+2.77%
Max Drawdown (3Y) Largest decline over 3 years	-12.26%	-17.75%	+5.49%
Max Drawdown (5Y) Largest decline over 5 years	-14.94%	—	—
Current Drawdown Current decline from peak	-0.20%	-0.65%	+0.45%
Average Drawdown Average peak-to-trough decline	-2.01%	-5.14%	+3.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	1.84%	-0.69%

Volatility

PSFD vs. QDPL - Volatility Comparison

The current volatility for Pacer Swan SOS Flex (December) ETF (PSFD) is 1.08%, while Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a volatility of 2.69%. 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.

Volatility by Period

	PSFD	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.08%	2.69%	-1.61%
Volatility (6M) Calculated over the trailing 6-month period	5.62%	9.00%	-3.38%
Volatility (1Y) Calculated over the trailing 1-year period	6.80%	11.89%	-5.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.48%	15.01%	-4.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.43%	15.01%	-4.58%

PSFD vs. QDPL - Expense Ratio Comparison

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

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 5.05%.

Position	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	5.05%	4.84%	5.43%	6.30%	7.27%	2.44%

Frequently Asked Questions

Can I hold both PSFD and QDPL in my portfolio?

With a correlation of 0.90, PSFD 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, PSFD or QDPL?

QDPL has higher volatility (2.69%) compared to PSFD (1.08%). In terms of maximum drawdown, PSFD dropped -14.94% vs QDPL's -22.59%.

Which ETF is better, PSFD or QDPL?

On 3-year performance, QDPL leads with 20.64% vs 14.92% for PSFD. On fees, QDPL is cheaper at 0.60% per year. On volatility, PSFD has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSFD or QDPL?

Over the 3-year period, QDPL has performed better with a 20.64% return vs 14.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSFD or QDPL?

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

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

QDPL has the higher dividend yield at 5.05%, compared with 0.00% for PSFD.

What is the main difference between PSFD and QDPL?

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

Which has better risk-adjusted returns?

PSFD currently has the higher Sharpe Ratio (2.61 vs 2.23), 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.