PSFJ vs. QB

Last updated Jun 4, 2026

PSFJ (Pacer Swan SOS Flex (July) ETF) and QB (ProShares Nasdaq-100 Dynamic Daily Buffer ETF) are both Defined Outcome funds. PSFJ is actively managed, while QB is passively managed. A 0.73 correlation means they provide meaningful diversification when combined. PSFJ charges 0.61%/yr vs 0.58%/yr for QB.

Performance

PSFJ vs. QB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (July) ETF (PSFJ) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSFJ achieves a 5.52% return, which is significantly lower than QB's 10.47% return.

PSFJ

• 1D: -0.01%
• 1M: 1.64%
• YTD: 5.52%
• 6M: 6.21%
• 1Y: 17.26%
• 3Y*: 15.35%
• 5Y*: —
• 10Y*: —

QB

• 1D: -0.19%
• 1M: 2.95%
• YTD: 10.47%
• 6M: 9.91%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSFJ vs. QB - Yearly Performance Comparison

	2026 (YTD)	2025
PSFJ Pacer Swan SOS Flex (July) ETF	5.52%	8.18%
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF	10.47%	5.77%

Correlation

The correlation between PSFJ and QB is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 27, 2025	0.73

PSFJ vs. QB - Sectors Allocation Comparison

Sectors	PSFJ	QB
Technology	36.2%	49.9%
Financial Services	11.9%	0.2%
Communication Services	10.9%	16.4%
Consumer Cyclical	10.1%	12.5%
Healthcare	8.4%	5.3%
Industrials	8.1%	3.7%
Consumer Defensive	4.9%	8.6%
Energy	3.5%	0.6%
Utilities	2.3%	1.6%
Real Estate	1.9%	0.1%
Basic Materials	1.8%	1.3%

Return for Risk

PSFJ vs. QB — Risk / Return Rank

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

PSFJ

PSFJ Risk / Return Rank: 84
PSFJ Sharpe Ratio Rank: 82
PSFJ Sortino Ratio Rank: 88
PSFJ Omega Ratio Rank: 87
PSFJ Calmar Ratio Rank: 76
PSFJ Martin Ratio Rank: 89

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.

PSFJ vs. QB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (July) ETF (PSFJ) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). 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.

	PSFJ	QB	Difference
Sharpe ratio: Return per unit of total volatility	2.65	—	—
Sortino ratio: Return per unit of downside risk	4.00	—	—
Omega ratio: Gain probability vs. loss probability	1.54	—	—
Calmar ratio: Return relative to maximum drawdown	3.80	—	—
Martin ratio: Return relative to average drawdown	20.28	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PSFJ	QB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	3.17	-2.07

Drawdowns

PSFJ vs. QB - Drawdown Comparison

The maximum PSFJ drawdown since its inception was -12.20%, which is greater than QB's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for PSFJ and QB.

Drawdown Indicators

	PSFJ	QB	Difference
Max Drawdown Largest peak-to-trough decline	-12.20%	-1.83%	-10.37%
Max Drawdown (1Y) Largest decline over 1 year	-4.56%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.20%	—	—
Current Drawdown Current decline from peak	-0.01%	-0.30%	+0.29%
Average Drawdown Average peak-to-trough decline	-1.78%	-0.34%	-1.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	—	—

Volatility

Volatility by Period

	PSFJ	QB	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.55%	5.75%	+0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.36%	5.75%	+4.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.36%	5.75%	+4.61%

PSFJ vs. QB - Expense Ratio Comparison

PSFJ has a 0.61% expense ratio, which is higher than QB's 0.58% expense ratio.

Dividends

PSFJ vs. QB - Dividend Comparison

PSFJ has not paid dividends to shareholders, while QB's dividend yield for the trailing twelve months is around 0.62%.

Position	TTM	2025
PSFJ Pacer Swan SOS Flex (July) ETF	0.00%	0.00%
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF	0.62%	0.48%

Frequently Asked Questions

Can I hold both PSFJ and QB in my portfolio?

PSFJ and QB have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PSFJ or QB?

On fees, QB is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PSFJ or QB?

QB is cheaper with a 0.58% expense ratio, compared with 0.61% for PSFJ.

Which ETF pays a higher dividend yield, PSFJ or QB?

QB has the higher dividend yield at 0.62%, compared with 0.00% for PSFJ.

What is the main difference between PSFJ and QB?

They also come from different issuers: Pacer and ProShares. Their fees differ too: 0.61% for PSFJ and 0.58% for QB.