PTMC vs. QDPL

Last updated Jun 6, 2026

PTMC (Pacer Trendpilot US Mid Cap ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both exchange-traded funds - PTMC is a Mid Cap Blend Equities fund tracking the Pacer Trendpilot US Mid Cap Index, while QDPL is a Large Cap Blend Equities fund actively managed by Pacer. PTMC is passively managed, while QDPL is actively managed. Over the past 3 years, PTMC returned 9.60%/yr vs 19.74%/yr for QDPL. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.60% expense ratio.

Performance

PTMC vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Mid Cap ETF (PTMC) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PTMC achieves a 12.33% return, which is significantly higher than QDPL's 7.59% return.

PTMC

• 1D: -1.91%
• 1M: -0.87%
• YTD: 12.33%
• 6M: 11.93%
• 1Y: 17.22%
• 3Y*: 9.60%
• 5Y*: 3.47%
• 10Y*: 5.91%

QDPL

• 1D: -2.90%
• 1M: 0.45%
• YTD: 7.59%
• 6M: 7.48%
• 1Y: 23.73%
• 3Y*: 19.74%
• 5Y*: —
• 10Y*: —

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

PTMC vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PTMC Pacer Trendpilot US Mid Cap ETF	12.33%	-1.55%	13.22%	7.29%	-13.99%	3.75%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	7.59%	16.52%	22.83%	23.66%	-16.25%	8.32%

Correlation

The correlation between PTMC and QDPL is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Jul 14, 2021	0.60

The correlation between PTMC and QDPL has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.

PTMC vs. QDPL - Sectors Allocation Comparison

Sectors	PTMC	QDPL
Industrials	23.6%	6.3%
Technology	16.4%	27.6%
Financial Services	15.1%	10.3%
Consumer Cyclical	10.8%	8.4%
Healthcare	8.8%	7.6%
Real Estate	7.0%	1.5%
Basic Materials	4.9%	1.4%
Consumer Defensive	4.8%	4.0%
Energy	4.2%	2.4%
Utilities	3.0%	2.1%
Communication Services	1.4%	8.5%

Return for Risk

PTMC vs. QDPL — Risk / Return Rank

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

PTMC

PTMC Risk / Return Rank: 38
PTMC Sharpe Ratio Rank: 33
PTMC Sortino Ratio Rank: 35
PTMC Omega Ratio Rank: 34
PTMC Calmar Ratio Rank: 42
PTMC Martin Ratio Rank: 46

QDPL

QDPL Risk / Return Rank: 61
QDPL Sharpe Ratio Rank: 60
QDPL Sortino Ratio Rank: 58
QDPL Omega Ratio Rank: 60
QDPL Calmar Ratio Rank: 58
QDPL Martin Ratio Rank: 71

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. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). 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.

	PTMC	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	1.13	1.95	-0.82
Sortino ratio: Return per unit of downside risk	1.72	2.67	-0.95
Omega ratio: Gain probability vs. loss probability	1.21	1.36	-0.15
Calmar ratio: Return relative to maximum drawdown	1.94	2.76	-0.81
Martin ratio: Return relative to average drawdown	7.12	12.87	-5.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTMC vs. QDPL - Sharpe Ratio Comparison

The current PTMC Sharpe Ratio is 1.13, which is lower than the QDPL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PTMC and QDPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PTMC	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	1.95	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.79	-0.29

Drawdowns

PTMC vs. QDPL - Drawdown Comparison

The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for PTMC and QDPL.

Drawdown Indicators

	PTMC	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-20.53%	-22.59%	+2.06%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-8.65%	-0.24%
Max Drawdown (3Y) Largest decline over 3 years	-15.31%	-17.75%	+2.44%
Max Drawdown (5Y) Largest decline over 5 years	-16.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-20.53%	—	—
Current Drawdown Current decline from peak	-1.91%	-3.17%	+1.26%
Average Drawdown Average peak-to-trough decline	-6.47%	-5.14%	-1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	1.85%	+0.57%

Volatility

PTMC vs. QDPL - Volatility Comparison

Pacer Trendpilot US Mid Cap ETF (PTMC) has a higher volatility of 4.36% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 3.94%. This indicates that PTMC's price experiences larger fluctuations and is considered to be riskier than QDPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTMC	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	3.94%	+0.42%
Volatility (6M) Calculated over the trailing 6-month period	11.59%	9.49%	+2.10%
Volatility (1Y) Calculated over the trailing 1-year period	15.30%	12.25%	+3.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	15.06%	-1.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.99%	15.06%	-2.07%

PTMC vs. QDPL - Expense Ratio Comparison

Both PTMC and QDPL have an expense ratio of 0.60%.

Dividends

PTMC vs. QDPL - Dividend Comparison

PTMC's dividend yield for the trailing twelve months is around 1.64%, less than QDPL's 5.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PTMC Pacer Trendpilot US Mid Cap ETF	1.64%	1.84%	0.87%	1.92%	0.82%	0.12%	0.53%	1.40%	0.89%	0.67%	0.66%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.18%	4.84%	5.43%	6.30%	7.27%	2.44%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PTMC and QDPL in my portfolio?

PTMC and QDPL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PTMC or QDPL?

PTMC has higher volatility (4.36%) compared to QDPL (3.94%). In terms of maximum drawdown, PTMC dropped -20.53% vs QDPL's -22.59%.

Which ETF is better, PTMC or QDPL?

On 3-year performance, QDPL leads with 19.74% vs 9.60% for PTMC. Both ETFs have the same 0.60% expense ratio. On volatility, QDPL has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PTMC or QDPL?

Over the 3-year period, QDPL has performed better with a 19.74% return vs 9.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PTMC or QDPL?

PTMC and QDPL have the same expense ratio: 0.60% per year.

Which ETF pays a higher dividend yield, PTMC or QDPL?

QDPL has the higher dividend yield at 5.18%, compared with 1.64% for PTMC.

What is the main difference between PTMC and QDPL?

PTMC is categorized as Mid Cap Blend Equities, while QDPL is Large Cap Blend Equities.

Which has better risk-adjusted returns?

QDPL currently has the higher Sharpe Ratio (1.95 vs 1.13), 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.