PSFM vs. QDPL

Last updated Apr 1, 2026

Compare and contrast key facts about Pacer Swan SOS Flex (April) ETF (PSFM) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL).

PSFM and QDPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSFM is an actively managed fund by Pacer. It was launched on Mar 31, 2021. QDPL is an actively managed fund by Pacer. It was launched on Jul 12, 2021.

Performance

PSFM vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (April) ETF (PSFM) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). The values are adjusted to include any dividend payments, if applicable.

PSFM vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSFM Pacer Swan SOS Flex (April) ETF	1.90%	7.28%	14.18%	18.32%	-5.23%	5.15%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	-3.59%	16.52%	22.83%	23.66%	-16.25%	8.32%

Returns By Period

In the year-to-date period, PSFM achieves a 1.90% return, which is significantly higher than QDPL's -3.59% return.

PSFM

• 1D: 1.04%
• 1M: 0.67%
• YTD: 1.90%
• 6M: 3.94%
• 1Y: 13.10%
• 3Y*: 12.09%
• 5Y*: —
• 10Y*: —

QDPL

• 1D: 0.73%
• 1M: -3.91%
• YTD: -3.59%
• 6M: -1.44%
• 1Y: 16.17%
• 3Y*: 16.95%
• 5Y*: —
• 10Y*: —

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

PSFM vs. QDPL - Expense Ratio Comparison

PSFM has a 0.61% expense ratio, which is higher than QDPL's 0.60% expense ratio.

PSFM

Pacer Swan SOS Flex (April) ETF

QDPL

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

Return for Risk

PSFM vs. QDPL — Risk / Return Rank

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

PSFM

PSFM Risk / Return Rank: 77
PSFM Sharpe Ratio Rank: 68
PSFM Sortino Ratio Rank: 74
PSFM Omega Ratio Rank: 92
PSFM Calmar Ratio Rank: 63
PSFM Martin Ratio Rank: 88

QDPL

QDPL Risk / Return Rank: 53
QDPL Sharpe Ratio Rank: 48
QDPL Sortino Ratio Rank: 49
QDPL Omega Ratio Rank: 54
QDPL Calmar Ratio Rank: 51
QDPL Martin Ratio Rank: 63

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.

PSFM vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (April) ETF (PSFM) 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.

	PSFM	QDPL	Difference
Sharpe ratio Return per unit of total volatility	1.21	0.90	+0.31
Sortino ratio Return per unit of downside risk	1.90	1.39	+0.51
Omega ratio Gain probability vs. loss probability	1.42	1.21	+0.20
Calmar ratio Return relative to maximum drawdown	1.62	1.37	+0.25
Martin ratio Return relative to average drawdown	10.90	6.55	+4.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSFM vs. QDPL - Sharpe Ratio Comparison

The current PSFM Sharpe Ratio is 1.21, which is higher than the QDPL Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PSFM and QDPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PSFM	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	0.90	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.64	+0.24

Correlation

The correlation between PSFM and QDPL is 0.90, 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

PSFM vs. QDPL - Dividend Comparison

PSFM has not paid dividends to shareholders, while QDPL's dividend yield for the trailing twelve months is around 5.10%.

	TTM	2025	2024	2023	2022	2021
PSFM Pacer Swan SOS Flex (April) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.10%	4.84%	5.43%	6.30%	7.27%	2.44%

Drawdowns

PSFM vs. QDPL - Drawdown Comparison

The maximum PSFM drawdown since its inception was -14.33%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for PSFM and QDPL.

Drawdown Indicators

	PSFM	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-14.33%	-22.59%	+8.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.58%	-11.94%	+3.36%
Current Drawdown Current decline from peak	0.00%	-5.40%	+5.40%
Average Drawdown Average peak-to-trough decline	-2.34%	-5.30%	+2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.28%	2.50%	-1.22%

Volatility

PSFM vs. QDPL - Volatility Comparison

The current volatility for Pacer Swan SOS Flex (April) ETF (PSFM) is 1.70%, while Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a volatility of 5.36%. This indicates that PSFM 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

	PSFM	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.70%	5.36%	-3.66%
Volatility (6M) Calculated over the trailing 6-month period	2.53%	9.41%	-6.88%
Volatility (1Y) Calculated over the trailing 1-year period	11.00%	18.01%	-7.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.65%	15.11%	-4.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.65%	15.11%	-4.46%