PTLC vs. XTR
PTLC (Pacer Trendpilot US Large Cap ETF) and XTR (Global X S&P 500 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 XTR is a Equity Hedged fund tracking the Cboe S&P 500 Tail Risk Index. Both are passively managed. Over the past 3 years, PTLC returned 13.96%/yr vs 17.45%/yr for XTR. Their correlation of 0.84 suggests significant overlap in exposure. PTLC charges 0.60%/yr vs 0.25%/yr for XTR.
Performance
PTLC vs. XTR - Performance Comparison
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Returns By Period
In the year-to-date period, PTLC achieves a 4.41% return, which is significantly lower than XTR's 7.44% return.
PTLC
- 1D
- -0.43%
- 1M
- 0.05%
- YTD
- 4.41%
- 6M
- 3.92%
- 1Y
- 20.14%
- 3Y*
- 13.96%
- 5Y*
- 10.42%
- 10Y*
- 11.47%
XTR
- 1D
- -0.42%
- 1M
- 0.04%
- YTD
- 7.44%
- 6M
- 7.03%
- 1Y
- 21.44%
- 3Y*
- 17.45%
- 5Y*
- —
- 10Y*
- —
PTLC vs. XTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 4.41% | 5.10% | 24.31% | 16.78% | -8.62% | 6.27% |
XTR Global X S&P 500 Tail Risk ETF | 7.44% | 13.66% | 21.85% | 21.16% | -17.67% | 4.25% |
Correlation
The correlation between PTLC and XTR is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2021 | 0.84 |
The correlation between PTLC and XTR shifts across timeframes, from 0.84 (all time) to 0.98 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PTLC vs. XTR — Risk / Return Rank
PTLC
XTR
PTLC vs. XTR - 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 S&P 500 Tail Risk ETF (XTR). 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 | XTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.53 | -0.22 |
| Martin ratioReturn relative to average drawdown | 8.89 | 10.48 | -1.59 |
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Drawdowns
PTLC vs. XTR - Drawdown Comparison
The maximum PTLC drawdown since its inception was -26.63%, which is greater than XTR's maximum drawdown of -20.83%. Use the drawdown chart below to compare losses from any high point for PTLC and XTR.
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Drawdown Indicators
| PTLC | XTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -20.83% | -5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -8.51% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -14.35% | -0.82% |
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 | -1.79% | -1.76% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -5.91% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.05% | +0.22% |
Volatility
PTLC vs. XTR - Volatility Comparison
Pacer Trendpilot US Large Cap ETF (PTLC) and Global X S&P 500 Tail Risk ETF (XTR) have volatilities of 4.71% and 4.54%, 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.
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Volatility by Period
| PTLC | XTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.54% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 9.00% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 11.36% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 13.85% | -1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 13.85% | -0.62% |
PTLC vs. XTR - Expense Ratio Comparison
PTLC has a 0.60% expense ratio, which is higher than XTR's 0.25% expense ratio.
Dividends
PTLC vs. XTR - Dividend Comparison
PTLC's dividend yield for the trailing twelve months is around 1.02%, less than XTR's 16.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 1.02% | 1.06% | 0.67% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.42% |
XTR Global X S&P 500 Tail Risk ETF | 16.59% | 17.82% | 20.89% | 1.09% | 1.08% | 2.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, PTLC and XTR 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.
PTLC has higher volatility (4.71%) compared to XTR (4.54%). In terms of maximum drawdown, PTLC dropped -26.63% vs XTR's -20.83%.
On 3-year performance, XTR leads with 17.45% vs 13.96% for PTLC. On fees, XTR is cheaper at 0.25% per year. On volatility, XTR has been the lower-risk option at 4.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XTR has performed better with a 17.45% return vs 13.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XTR is cheaper with a 0.25% expense ratio, compared with 0.60% for PTLC.
XTR has the higher dividend yield at 16.59%, compared with 1.02% for PTLC.
PTLC is categorized as Large Cap Blend Equities, while XTR is Equity Hedged. PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while XTR tracks Cboe S&P 500 Tail Risk Index. They also come from different issuers: Pacer and Global X. Their fees differ too: 0.60% for PTLC and 0.25% for XTR.
XTR currently has the higher Sharpe Ratio (1.90 vs 1.70), 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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