PTLC vs. QDPL

Last updated Jun 4, 2026

PTLC (Pacer Trendpilot US Large Cap ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both Large Cap Blend Equities funds from Pacer. PTLC is passively managed, while QDPL is actively managed. Over the past 3 years, PTLC returned 14.93%/yr vs 20.64%/yr for QDPL. Their correlation of 0.80 suggests significant overlap in exposure. Both charge a 0.60% expense ratio.

Performance

PTLC vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Large Cap ETF (PTLC) 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, PTLC achieves a 5.53% return, which is significantly lower than QDPL's 10.40% 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%

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)

PTLC vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PTLC Pacer Trendpilot US Large Cap ETF	5.53%	5.10%	24.31%	16.78%	-8.62%	9.41%
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 PTLC and QDPL is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jul 14, 2021	0.80

The correlation between PTLC and QDPL shifts across timeframes, from 0.80 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.

PTLC vs. QDPL - Sectors Allocation Comparison

Sectors	PTLC	QDPL
Technology	35.6%	27.6%
Financial Services	11.8%	10.3%
Communication Services	11.2%	8.5%
Consumer Cyclical	10.1%	8.4%
Healthcare	8.5%	7.6%
Industrials	8.3%	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

PTLC vs. QDPL — 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

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.

PTLC vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) 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.

	PTLC	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	1.91	2.23	-0.32
Sortino ratio: Return per unit of downside risk	2.55	3.11	-0.56
Omega ratio: Gain probability vs. loss probability	1.34	1.41	-0.07
Calmar ratio: Return relative to maximum drawdown	2.45	3.06	-0.61
Martin ratio: Return relative to average drawdown	9.71	14.37	-4.67
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. QDPL - Sharpe Ratio Comparison

The current PTLC Sharpe Ratio is 1.91, which is comparable to the QDPL Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PTLC 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

	PTLC	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	2.23	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	—	—
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	0.83	-0.13

Drawdowns

PTLC vs. QDPL - Drawdown Comparison

The maximum PTLC drawdown since its inception was -26.63%, which is greater than QDPL's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for PTLC and QDPL.

Drawdown Indicators

	PTLC	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-26.63%	-22.59%	-4.04%
Max Drawdown (1Y) Largest decline over 1 year	-8.77%	-8.65%	-0.12%
Max Drawdown (3Y) Largest decline over 3 years	-15.17%	-17.75%	+2.58%
Max Drawdown (5Y) Largest decline over 5 years	-15.17%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-26.63%	—	—
Current Drawdown Current decline from peak	-0.74%	-0.65%	-0.09%
Average Drawdown Average peak-to-trough decline	-5.64%	-5.14%	-0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	1.84%	+0.37%

Volatility

PTLC vs. QDPL - Volatility Comparison

Pacer Trendpilot US Large Cap ETF (PTLC) has a higher volatility of 2.88% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 2.69%. This indicates that PTLC's price experiences larger fluctuations and is considered to be riskier than QDPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTLC	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	2.69%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	8.15%	9.00%	-0.85%
Volatility (1Y) Calculated over the trailing 1-year period	11.27%	11.89%	-0.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.73%	15.01%	-3.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.17%	15.01%	-1.84%

PTLC vs. QDPL - Expense Ratio Comparison

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

Dividends

PTLC vs. QDPL - Dividend Comparison

PTLC's dividend yield for the trailing twelve months is around 1.01%, less than QDPL's 5.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.05%	4.84%	5.43%	6.30%	7.27%	2.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PTLC and QDPL in my portfolio?

With a correlation of 0.93, PTLC 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, PTLC or QDPL?

PTLC has higher volatility (2.88%) compared to QDPL (2.69%). In terms of maximum drawdown, PTLC dropped -26.63% vs QDPL's -22.59%.

Which ETF is better, PTLC or QDPL?

On 3-year performance, QDPL leads with 20.64% vs 14.93% for PTLC. Both ETFs have the same 0.60% expense ratio. On volatility, QDPL has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PTLC or QDPL?

Over the 3-year period, QDPL has performed better with a 20.64% return vs 14.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PTLC or QDPL?

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

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

QDPL has the higher dividend yield at 5.05%, compared with 1.01% for PTLC.

Which has better risk-adjusted returns?

QDPL currently has the higher Sharpe Ratio (2.23 vs 1.91), 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.