PTLC vs. QDPL

Last updated Jun 25, 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 tracks the Pacer Trendpilot U.S. Large Cap Index while QDPL tracks the Metaurus US Large Cap Dividend Multiplier Index - Series 400. Both are passively managed. Over the past 3 years, PTLC returned 13.39%/yr vs 19.14%/yr for QDPL. Their correlation of 0.81 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 2.84% return, which is significantly lower than QDPL's 7.91% return.

PTLC

• 1D: -0.12%
• 1M: -1.45%
• YTD: 2.84%
• 6M: 1.56%
• 1Y: 15.96%
• 3Y*: 13.39%
• 5Y*: 9.88%
• 10Y*: 11.30%

QDPL

• 1D: -0.04%
• 1M: -1.27%
• YTD: 7.91%
• 6M: 6.74%
• 1Y: 21.00%
• 3Y*: 19.14%
• 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	2.84%	5.10%	24.31%	16.78%	-8.62%	9.04%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	7.91%	16.52%	22.83%	23.66%	-16.25%	7.82%

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 13, 2021	0.81

The correlation between PTLC and QDPL shifts across timeframes, from 0.81 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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: 41
PTLC Sharpe Ratio Rank: 42
PTLC Sortino Ratio Rank: 39
PTLC Omega Ratio Rank: 40
PTLC Calmar Ratio Rank: 40
PTLC Martin Ratio Rank: 46

QDPL

QDPL Risk / Return Rank: 58
QDPL Sharpe Ratio Rank: 56
QDPL Sortino Ratio Rank: 55
QDPL Omega Ratio Rank: 56
QDPL Calmar Ratio Rank: 55
QDPL Martin Ratio Rank: 67

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PTLC	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	1.35	1.70	-0.36
Sortino ratio: Return per unit of downside risk	1.82	2.37	-0.55
Omega ratio: Gain probability vs. loss probability	1.24	1.31	-0.07
Calmar ratio: Return relative to maximum drawdown	1.83	2.44	-0.61
Martin ratio: Return relative to average drawdown	6.99	10.98	-3.99

PTLC vs. QDPL - Sharpe Ratio Comparison

The current PTLC Sharpe Ratio is 1.35, which is comparable to the QDPL Sharpe Ratio of 1.70. 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.

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	-3.27%	-2.89%	-0.38%
Average Drawdown Average peak-to-trough decline	-5.63%	-5.11%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	1.92%	+0.37%

Volatility

PTLC vs. QDPL - Volatility Comparison

Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) have volatilities of 4.89% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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	4.89%	4.89%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	9.15%	9.73%	-0.58%
Volatility (1Y) Calculated over the trailing 1-year period	11.95%	12.44%	-0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.87%	15.07%	-3.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.19%	15.07%	-1.88%

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 1.03%, less than QDPL's 5.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTLC Pacer Trendpilot US Large Cap ETF	1.03%	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	5.16%	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?

QDPL has higher volatility (4.89%) compared to PTLC (4.89%). 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 19.14% vs 13.39% for PTLC. Both ETFs have the same 0.60% expense ratio. Their volatility is very similar. 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 19.14% return vs 13.39%. 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 5.16%, compared with 1.03% for PTLC.

What is the main difference between PTLC and QDPL?

PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while QDPL tracks Metaurus US Large Cap Dividend Multiplier Index - Series 400.

Which has better risk-adjusted returns?

QDPL currently has the higher Sharpe Ratio (1.70 vs 1.35), 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.