PTLC vs. INDS

Last updated Jun 4, 2026

PTLC (Pacer Trendpilot US Large Cap ETF) and INDS (Pacer Benchmark Industrial Real Estate SCTR ETF) are both exchange-traded funds - PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index, while INDS is a REIT fund tracking the Benchmark Industrial Real Estate SCTR Index. Both are passively managed. Over the past 5 years, PTLC returned 10.72%/yr vs 0.82%/yr for INDS. At a 0.44 correlation, their price movements are largely independent. Both charge a 0.60% expense ratio.

Performance

PTLC vs. INDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PTLC achieves a 5.53% return, which is significantly lower than INDS's 6.59% return.

PTLC

• 1D: -0.74%
• 1M: 4.98%
• YTD: 5.53%
• 6M: 5.49%
• 1Y: 21.41%
• 3Y*: 14.93%
• 5Y*: 10.72%
• 10Y*: 11.26%

INDS

• 1D: -0.04%
• 1M: -0.04%
• YTD: 6.59%
• 6M: 5.24%
• 1Y: 9.81%
• 3Y*: 2.57%
• 5Y*: 0.82%
• 10Y*: —

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

PTLC vs. INDS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PTLC Pacer Trendpilot US Large Cap ETF	5.53%	5.10%	24.31%	16.78%	-8.62%	27.90%	-1.15%	17.58%	-0.32%
INDS Pacer Benchmark Industrial Real Estate SCTR ETF	6.59%	7.78%	-12.69%	17.72%	-32.68%	54.61%	12.62%	42.25%	-0.54%

Correlation

The correlation between PTLC and INDS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (All Time) Calculated using the full available price history since May 16, 2018	0.44

PTLC vs. INDS - Sectors Allocation Comparison

Sectors	PTLC	INDS
Technology	35.6%	-
Financial Services	11.8%	-
Communication Services	11.2%	-
Consumer Cyclical	10.1%	-
Healthcare	8.5%	-
Industrials	8.3%	-
Consumer Defensive	4.9%	-
Energy	3.5%	-
Utilities	2.3%	-
Real Estate	1.9%	100.0%
Basic Materials	1.8%	-

Return for Risk

PTLC vs. INDS — Risk / Return Rank

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

PTLC

PTLC Risk / Return Rank: 53
PTLC Sharpe Ratio Rank: 55
PTLC Sortino Ratio Rank: 52
PTLC Omega Ratio Rank: 54
PTLC Calmar Ratio Rank: 49
PTLC Martin Ratio Rank: 56

INDS

INDS Risk / Return Rank: 19
INDS Sharpe Ratio Rank: 18
INDS Sortino Ratio Rank: 18
INDS Omega Ratio Rank: 18
INDS Calmar Ratio Rank: 19
INDS Martin Ratio Rank: 20

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.

PTLC vs. INDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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.

	PTLC	INDS	Difference
Sharpe ratio: Return per unit of total volatility	1.91	0.61	+1.30
Sortino ratio: Return per unit of downside risk	2.55	0.97	+1.58
Omega ratio: Gain probability vs. loss probability	1.34	1.11	+0.23
Calmar ratio: Return relative to maximum drawdown	2.45	0.81	+1.65
Martin ratio: Return relative to average drawdown	9.71	2.44	+7.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTLC vs. INDS - Sharpe Ratio Comparison

The current PTLC Sharpe Ratio is 1.91, which is higher than the INDS Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of PTLC and INDS, 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

	PTLC	INDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	0.61	+1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.04	+0.88
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.38	+0.32

Drawdowns

PTLC vs. INDS - Drawdown Comparison

The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum INDS drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for PTLC and INDS.

Drawdown Indicators

	PTLC	INDS	Difference
Max Drawdown Largest peak-to-trough decline	-26.63%	-40.17%	+13.54%
Max Drawdown (1Y) Largest decline over 1 year	-8.77%	-12.23%	+3.46%
Max Drawdown (3Y) Largest decline over 3 years	-15.17%	-26.96%	+11.79%
Max Drawdown (5Y) Largest decline over 5 years	-15.17%	-40.17%	+25.00%
Max Drawdown (10Y) Largest decline over 10 years	-26.63%	—	—
Current Drawdown Current decline from peak	-0.74%	-20.51%	+19.77%
Average Drawdown Average peak-to-trough decline	-5.64%	-15.57%	+9.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	4.04%	-1.83%

Volatility

PTLC vs. INDS - Volatility Comparison

The current volatility for Pacer Trendpilot US Large Cap ETF (PTLC) is 2.88%, while Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a volatility of 5.23%. This indicates that PTLC experiences smaller price fluctuations and is considered to be less risky than INDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTLC	INDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	5.23%	-2.35%
Volatility (6M) Calculated over the trailing 6-month period	8.15%	12.10%	-3.95%
Volatility (1Y) Calculated over the trailing 1-year period	11.27%	16.23%	-4.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.73%	20.16%	-8.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.17%	23.11%	-9.94%

PTLC vs. INDS - Expense Ratio Comparison

Both PTLC and INDS have an expense ratio of 0.60%.

Dividends

PTLC vs. INDS - Dividend Comparison

PTLC's dividend yield for the trailing twelve months is around 1.01%, less than INDS's 3.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INDS Pacer Benchmark Industrial Real Estate SCTR ETF	3.55%	3.70%	3.75%	3.11%	2.63%	1.24%	1.68%	2.26%	1.81%	0.00%	0.00%	0.00%
PTLC Pacer Trendpilot US Large Cap ETF	1.01%	1.06%	0.67%	1.18%	1.26%	0.73%	1.08%	1.10%	1.00%	0.97%	1.08%	0.42%

Frequently Asked Questions

Can I hold both PTLC and INDS in my portfolio?

PTLC and INDS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PTLC or INDS?

INDS has higher volatility (5.23%) compared to PTLC (2.88%). In terms of maximum drawdown, PTLC dropped -26.63% vs INDS's -40.17%.

Which ETF is better, PTLC or INDS?

On 5-year performance, PTLC leads with 10.72% vs 0.82% for INDS. Both ETFs have the same 0.60% expense ratio. On volatility, PTLC has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PTLC or INDS?

Over the 5-year period, PTLC has performed better with a 10.72% return vs 0.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PTLC or INDS?

PTLC and INDS have the same expense ratio: 0.60% per year.

Which ETF pays a higher dividend yield, PTLC or INDS?

INDS has the higher dividend yield at 3.55%, compared with 1.01% for PTLC.

What is the main difference between PTLC and INDS?

PTLC is categorized as Large Cap Blend Equities, while INDS is REIT. PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while INDS tracks Benchmark Industrial Real Estate SCTR Index.

Which has better risk-adjusted returns?

PTLC currently has the higher Sharpe Ratio (1.91 vs 0.61), 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.