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PTMC vs. MIDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTMC vs. MIDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Mid Cap ETF (PTMC) and Xtrackers S&P MidCap 400 ESG ETF (MIDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PTMC having a 15.78% return and MIDE slightly lower at 15.21%.


PTMC

1D
0.36%
1M
3.72%
YTD
15.78%
6M
13.34%
1Y
20.66%
3Y*
11.12%
5Y*
4.32%
10Y*
6.66%

MIDE

1D
0.38%
1M
3.39%
YTD
15.21%
6M
13.01%
1Y
29.37%
3Y*
16.41%
5Y*
8.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTMC vs. MIDE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTMC
Pacer Trendpilot US Mid Cap ETF
15.78%-1.55%13.22%7.29%-13.99%7.01%
MIDE
Xtrackers S&P MidCap 400 ESG ETF
15.21%9.81%11.21%15.20%-11.63%11.80%

Correlation

The correlation between PTMC and MIDE is 0.96 - 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

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.79

The correlation between PTMC and MIDE shifts across timeframes, from 0.77 (5 years) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PTMC vs. MIDE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTMC
PTMC Risk / Return Rank: 4343
Overall Rank
PTMC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PTMC Sortino Ratio Rank: 4040
Sortino Ratio Rank
PTMC Omega Ratio Rank: 3737
Omega Ratio Rank
PTMC Calmar Ratio Rank: 4949
Calmar Ratio Rank
PTMC Martin Ratio Rank: 5151
Martin Ratio Rank

MIDE
MIDE Risk / Return Rank: 5959
Overall Rank
MIDE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MIDE Sortino Ratio Rank: 5757
Sortino Ratio Rank
MIDE Omega Ratio Rank: 5353
Omega Ratio Rank
MIDE Calmar Ratio Rank: 6565
Calmar Ratio Rank
MIDE Martin Ratio Rank: 6464
Martin Ratio Rank
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.

PTMC vs. MIDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) and Xtrackers S&P MidCap 400 ESG ETF (MIDE). 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.


PTMCMIDEDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

2.33

3.15

-0.82

Martin ratioReturn relative to average drawdown

8.51

11.21

-2.70

PTMC vs. MIDE - Sharpe Ratio Comparison

The current PTMC Sharpe Ratio is 1.33, which is comparable to the MIDE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of PTMC and MIDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PTMC vs. MIDE - Drawdown Comparison

The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum MIDE drawdown of -24.59%. Use the drawdown chart below to compare losses from any high point for PTMC and MIDE.


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Drawdown Indicators


PTMCMIDEDifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-24.59%

+4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-9.36%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-15.31%

-24.59%

+9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-24.59%

+7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

Current Drawdown

Current decline from peak

-0.07%

-0.14%

+0.07%

Average Drawdown

Average peak-to-trough decline

-6.45%

-6.44%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.63%

-0.20%

Volatility

PTMC vs. MIDE - Volatility Comparison

Pacer Trendpilot US Mid Cap ETF (PTMC) and Xtrackers S&P MidCap 400 ESG ETF (MIDE) have volatilities of 4.38% and 4.45%, 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


PTMCMIDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.45%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

11.69%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

16.08%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.24%

19.72%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.02%

19.65%

-6.63%

PTMC vs. MIDE - Expense Ratio Comparison

PTMC has a 0.60% expense ratio, which is higher than MIDE's 0.15% expense ratio.


Dividends

PTMC vs. MIDE - Dividend Comparison

PTMC's dividend yield for the trailing twelve months is around 1.59%, more than MIDE's 1.26% yield.


PositionTTM2025202420232022202120202019201820172016
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.26%1.52%1.45%1.36%1.33%0.93%0.00%0.00%0.00%0.00%0.00%
PTMC
Pacer Trendpilot US Mid Cap ETF
1.59%1.84%0.87%1.92%0.82%0.12%0.53%1.40%0.89%0.67%0.66%

Frequently Asked Questions


With a correlation of 0.96, PTMC and MIDE 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.

MIDE has higher volatility (4.45%) compared to PTMC (4.38%). In terms of maximum drawdown, PTMC dropped -20.53% vs MIDE's -24.59%.

On 5-year performance, MIDE leads with 8.90% vs 4.32% for PTMC. On fees, MIDE is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MIDE has performed better with a 8.90% return vs 4.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MIDE is cheaper with a 0.15% expense ratio, compared with 0.60% for PTMC.

PTMC has the higher dividend yield at 1.59%, compared with 1.26% for MIDE.

PTMC tracks Pacer Trendpilot US Mid Cap Index, while MIDE tracks S&P MidCap 400 ESG Index. They also come from different issuers: Pacer and Deutsche Bank. Their fees differ too: 0.60% for PTMC and 0.15% for MIDE.

MIDE currently has the higher Sharpe Ratio (1.84 vs 1.33), 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 PTMC and MIDE

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

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