PortfoliosLab logoPortfoliosLab logo
PTLC vs. QUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTLC vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Large Cap ETF (PTLC) and State Street SPDR MSCI USA StrategicFactors ETF (QUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PTLC vs. QUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PTLC
PTLC Risk / Return Rank: 5555
Overall Rank
PTLC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 5252
Sortino Ratio Rank
PTLC Omega Ratio Rank: 5454
Omega Ratio Rank
PTLC Calmar Ratio Rank: 5353
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5959
Martin Ratio Rank

QUS
QUS Risk / Return Rank: 8585
Overall Rank
QUS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QUS Sortino Ratio Rank: 8888
Sortino Ratio Rank
QUS Omega Ratio Rank: 8686
Omega Ratio Rank
QUS Calmar Ratio Rank: 7878
Calmar Ratio Rank
QUS Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


PTLCQUSDifference
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

PTLC vs. QUS - Sharpe Ratio Comparison

The current PTLC Sharpe Ratio is 1.40, which is lower than the QUS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of PTLC and QUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


PTLCQUSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-5.59%

-3.66%

-1.93%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


PTLCQUSDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for PTLC and QUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer