PTLC vs. QUS
PTLC (Pacer Trendpilot US Large Cap ETF) and QUS (State Street SPDR MSCI USA StrategicFactors ETF) are both Large Cap Blend Equities funds - PTLC tracks the Pacer Trendpilot U.S. Large Cap Index while QUS tracks the MSCI USA Factor Mix A-Series Capped Index. Both are passively managed. Over the past 10 years, PTLC returned 10.89%/yr vs 13.54%/yr for QUS. Their 0.76 correlation means they have sometimes moved together and sometimes differently. PTLC charges 0.60%/yr vs 0.15%/yr for QUS.
Performance
PTLC vs. QUS - Performance Comparison
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Returns By Period
In the year-to-date period, PTLC achieves a 6.30% return, which is significantly lower than QUS's 10.23% return. Over the past 10 years, PTLC has underperformed QUS with an annualized return of 10.89%, while QUS has yielded a comparatively higher 13.54% annualized return.
PTLC
- 1D
- 1.44%
- 1M
- 1.62%
- 6M
- 4.27%
- YTD
- 6.30%
- 1Y
- 17.02%
- 3Y*
- 13.45%
- 5Y*
- 9.99%
- 10Y*
- 10.89%
- ALL TIME*
- 9.07%
QUS
- 1D
- 0.83%
- 1M
- 1.29%
- 6M
- 7.60%
- YTD
- 10.23%
- 1Y
- 19.80%
- 3Y*
- 17.10%
- 5Y*
- 10.91%
- 10Y*
- 13.54%
- ALL TIME*
- 12.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.24M | $5.46M | $6.01M | |
| $3.01M | $4.81M | $3.43M |
PTLC vs. QUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 6.30% | 5.10% | 24.31% | 16.78% | -8.62% | 27.90% | -1.15% | 17.58% | 1.49% | 21.41% |
QUS State Street SPDR MSCI USA StrategicFactors ETF | 10.23% | 14.13% | 18.99% | 21.78% | -14.15% | 26.72% | 12.40% | 32.45% | -3.66% | 21.67% |
Correlation
The correlation between PTLC and QUS is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2015 | 0.76 |
The correlation between PTLC and QUS has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
PTLC vs. QUS — Risk / Return Rank
PTLC
QUS
PTLC vs. QUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and State Street SPDR MSCI USA StrategicFactors ETF (QUS). 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 | QUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.90 | -0.95 |
| Martin ratioReturn relative to average drawdown | 7.22 | 12.95 | -5.73 |
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Drawdowns
PTLC vs. QUS - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for PTLC and QUS.
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Drawdown Indicators
| PTLC | QUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -33.78% | +7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -6.85% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -13.94% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -15.17% | -22.30% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -26.63% | -33.78% | +7.15% |
Current DrawdownCurrent decline from peak | -0.02% | 0.00% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -3.66% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.53% | +0.83% |
Volatility
PTLC vs. QUS - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) has a higher volatility of 3.72% compared to State Street SPDR MSCI USA StrategicFactors ETF (QUS) at 2.42%. This indicates that PTLC's price experiences larger fluctuations and is considered to be riskier than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTLC | QUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 2.42% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 6.97% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 9.22% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 14.32% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 16.40% | -3.22% |
PTLC vs. QUS - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is higher than QUS's 0.15% expense ratio.
Dividends
PTLC vs. QUS - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 1.00%, less than QUS's 1.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 1.00% | 1.06% | 0.67% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.42% |
QUS State Street SPDR MSCI USA StrategicFactors ETF | 1.27% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
Frequently Asked Questions
PTLC and QUS have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTLC has higher volatility (3.72%) compared to QUS (2.42%). In terms of maximum drawdown, PTLC dropped -26.63% vs QUS's -33.78%.
On 10-year performance, QUS leads with 13.54% vs 10.89% for PTLC. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, QUS has performed better with a 13.54% return vs 10.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QUS is cheaper with a 0.15% expense ratio, compared with 0.60% for PTLC.
QUS has the higher dividend yield at 1.27%, compared with 1.00% for PTLC.
PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while QUS tracks MSCI USA Factor Mix A-Series Capped Index. They also come from different issuers: Pacer and State Street. Their fees differ too: 0.60% for PTLC and 0.15% for QUS.
QUS currently has the higher Sharpe Ratio (2.16 vs 1.40), 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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