PTLC vs. QTR
PTLC (Pacer Trendpilot US Large Cap ETF) and QTR (Global X NASDAQ 100 Tail Risk ETF) are both exchange-traded funds - PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index, while QTR is a Nasdaq-100 fund tracking the NASDAQ-100 Quarterly Protective Put 90 Index. Both are passively managed. Over the past 3 years, PTLC returned 13.39%/yr vs 20.47%/yr for QTR. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.60% expense ratio.
Performance
PTLC vs. QTR - Performance Comparison
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Returns By Period
In the year-to-date period, PTLC achieves a 2.84% return, which is significantly lower than QTR's 13.24% 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%
QTR
- 1D
- -0.67%
- 1M
- -0.22%
- YTD
- 13.24%
- 6M
- 11.57%
- 1Y
- 26.33%
- 3Y*
- 20.47%
- 5Y*
- —
- 10Y*
- —
PTLC vs. QTR - 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% | 6.27% |
QTR Global X NASDAQ 100 Tail Risk ETF | 13.24% | 14.52% | 21.46% | 45.53% | -29.94% | 4.16% |
Correlation
The correlation between PTLC and QTR is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2021 | 0.72 |
Over the past year, PTLC and QTR have become more correlated (0.92) than their long-term average of 0.72, meaning their price movements have been converging.
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Return for Risk
PTLC vs. QTR — Risk / Return Rank
PTLC
QTR
PTLC vs. QTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Global X NASDAQ 100 Tail Risk ETF (QTR). 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 | QTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.15 | -0.32 |
| Martin ratioReturn relative to average drawdown | 6.99 | 7.19 | -0.20 |
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Drawdowns
PTLC vs. QTR - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum QTR drawdown of -31.72%. Use the drawdown chart below to compare losses from any high point for PTLC and QTR.
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Drawdown Indicators
| PTLC | QTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -31.72% | +5.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -12.29% | +3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -18.99% | +3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -15.17% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.63% | — | — |
Current DrawdownCurrent decline from peak | -3.27% | -3.98% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -8.77% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 3.67% | -1.38% |
Volatility
PTLC vs. QTR - Volatility Comparison
The current volatility for Pacer Trendpilot US Large Cap ETF (PTLC) is 4.89%, while Global X NASDAQ 100 Tail Risk ETF (QTR) has a volatility of 8.37%. This indicates that PTLC experiences smaller price fluctuations and is considered to be less risky than QTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTLC | QTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 8.37% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 12.84% | -3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 15.97% | -4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.87% | 18.34% | -6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 18.34% | -5.15% |
PTLC vs. QTR - Expense Ratio Comparison
Both PTLC and QTR have an expense ratio of 0.60%.
Dividends
PTLC vs. QTR - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 1.03%, less than QTR's 16.58% 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% |
QTR Global X NASDAQ 100 Tail Risk ETF | 16.58% | 18.77% | 0.50% | 0.53% | 0.36% | 1.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, PTLC and QTR 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.
QTR has higher volatility (8.37%) compared to PTLC (4.89%). In terms of maximum drawdown, PTLC dropped -26.63% vs QTR's -31.72%.
On 3-year performance, QTR leads with 20.47% vs 13.39% for PTLC. Both ETFs have the same 0.60% expense ratio. On volatility, PTLC has been the lower-risk option at 4.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QTR has performed better with a 20.47% return vs 13.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PTLC and QTR have the same expense ratio: 0.60% per year.
QTR has the higher dividend yield at 16.58%, compared with 1.03% for PTLC.
PTLC is categorized as Large Cap Blend Equities, while QTR is Nasdaq-100. PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while QTR tracks NASDAQ-100 Quarterly Protective Put 90 Index. They also come from different issuers: Pacer and Global X.
QTR currently has the higher Sharpe Ratio (1.66 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.
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