PTNQ vs. USMV
PTNQ (Pacer Trendpilot 100 ETF) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds - PTNQ tracks the Pacer NASDAQ-100 Trendpilot Index while USMV tracks the MSCI USA Minimum Volatility Index. Both are passively managed. Over the past 10 years, PTNQ returned 15.54%/yr vs 9.58%/yr for USMV. A 0.58 correlation means they provide meaningful diversification when combined. PTNQ charges 0.65%/yr vs 0.15%/yr for USMV.
Performance
PTNQ vs. USMV - Performance Comparison
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Returns By Period
In the year-to-date period, PTNQ achieves a 9.23% return, which is significantly higher than USMV's 4.64% return. Over the past 10 years, PTNQ has outperformed USMV with an annualized return of 15.54%, while USMV has yielded a comparatively lower 9.58% annualized return.
PTNQ
- 1D
- -1.81%
- 1M
- -1.24%
- 6M
- 6.91%
- YTD
- 9.23%
- 1Y
- 21.07%
- 3Y*
- 12.44%
- 5Y*
- 9.93%
- 10Y*
- 15.54%
USMV
- 1D
- 0.06%
- 1M
- 2.16%
- 6M
- 3.87%
- YTD
- 4.64%
- 1Y
- 7.10%
- 3Y*
- 11.43%
- 5Y*
- 7.16%
- 10Y*
- 9.58%
PTNQ vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTNQ Pacer Trendpilot 100 ETF | 9.23% | 7.18% | 15.47% | 34.65% | -16.00% | 13.16% | 29.38% | 24.00% | 8.51% | 32.70% |
USMV iShares MSCI USA Min Vol Factor ETF | 4.64% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | 1.33% | 18.91% |
Correlation
The correlation between PTNQ and USMV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2015 | 0.58 |
Over the past year, the correlation between PTNQ and USMV has dropped to 0.28 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
PTNQ vs. USMV — Risk / Return Rank
PTNQ
USMV
PTNQ vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot 100 ETF (PTNQ) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.
| PTNQ | USMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.10 | +0.70 |
| Martin ratioReturn relative to average drawdown | 5.78 | 3.61 | +2.17 |
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Drawdowns
PTNQ vs. USMV - Drawdown Comparison
The maximum PTNQ drawdown since its inception was -28.07%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for PTNQ and USMV.
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Drawdown Indicators
| PTNQ | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.07% | -33.10% | +5.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -6.46% | -5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.19% | -9.36% | -4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -18.47% | -17.93% | -0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -28.07% | -33.10% | +5.03% |
Current DrawdownCurrent decline from peak | -4.46% | -0.54% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -2.87% | -2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 1.97% | +1.68% |
Volatility
PTNQ vs. USMV - Volatility Comparison
Pacer Trendpilot 100 ETF (PTNQ) has a higher volatility of 8.09% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.54%. This indicates that PTNQ's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTNQ | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 2.54% | +5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.42% | 6.22% | +8.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 8.48% | +9.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 12.36% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 14.49% | +2.04% |
PTNQ vs. USMV - Expense Ratio Comparison
PTNQ has a 0.65% expense ratio, which is higher than USMV's 0.15% expense ratio.
Dividends
PTNQ vs. USMV - Dividend Comparison
PTNQ's dividend yield for the trailing twelve months is around 0.81%, less than USMV's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTNQ Pacer Trendpilot 100 ETF | 0.81% | 0.88% | 1.96% | 1.47% | 0.62% | 0.00% | 0.16% | 0.44% | 0.45% | 0.32% | 0.30% | 0.22% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.48% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Frequently Asked Questions
PTNQ and USMV have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTNQ has higher volatility (8.09%) compared to USMV (2.54%). In terms of maximum drawdown, PTNQ dropped -28.07% vs USMV's -33.10%.
On 10-year performance, PTNQ leads with 15.54% vs 9.58% for USMV. On fees, USMV is cheaper at 0.15% per year. On volatility, USMV has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, PTNQ has performed better with a 15.54% return vs 9.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USMV is cheaper with a 0.15% expense ratio, compared with 0.65% for PTNQ.
USMV has the higher dividend yield at 1.48%, compared with 0.81% for PTNQ.
PTNQ tracks Pacer NASDAQ-100 Trendpilot Index, while USMV tracks MSCI USA Minimum Volatility Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.65% for PTNQ and 0.15% for USMV.
PTNQ currently has the higher Sharpe Ratio (1.19 vs 0.84), 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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