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QDPL vs. BUFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDPL vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDPL achieves a 10.40% return, which is significantly higher than BUFX's 4.10% return.


QDPL

1D
-0.65%
1M
5.23%
YTD
10.40%
6M
10.54%
1Y
26.37%
3Y*
20.64%
5Y*
10Y*

BUFX

1D
-0.05%
1M
1.35%
YTD
4.10%
6M
4.88%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDPL vs. BUFX - Yearly Performance Comparison


Correlation

The correlation between QDPL and BUFX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.86

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Return for Risk

QDPL vs. BUFX — Risk / Return Rank

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

QDPL
QDPL Risk / Return Rank: 6767
Overall Rank
QDPL Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 6666
Sortino Ratio Rank
QDPL Omega Ratio Rank: 6666
Omega Ratio Rank
QDPL Calmar Ratio Rank: 6161
Calmar Ratio Rank
QDPL Martin Ratio Rank: 7575
Martin Ratio Rank

BUFX
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.

QDPL vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). 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.


QDPLBUFXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.06

Martin ratioReturn relative to average drawdown

14.37

QDPL vs. BUFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QDPLBUFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

2.68

-1.85

Drawdowns

QDPL vs. BUFX - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for QDPL and BUFX.


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Drawdown Indicators


QDPLBUFXDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-2.87%

-19.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

Current Drawdown

Current decline from peak

-0.65%

-0.07%

-0.58%

Average Drawdown

Average peak-to-trough decline

-5.14%

-0.24%

-4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

Volatility

QDPL vs. BUFX - Volatility Comparison


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Volatility by Period


QDPLBUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

3.98%

+7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

3.98%

+11.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

3.98%

+11.03%

QDPL vs. BUFX - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is lower than BUFX's 0.96% expense ratio.


Dividends

QDPL vs. BUFX - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.05%, while BUFX has not paid dividends to shareholders.


PositionTTM20252024202320222021
BUFX
FT Vest Laddered Enhance & Moderate Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.05%4.84%5.43%6.30%7.27%2.44%

Frequently Asked Questions


QDPL and BUFX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDPL is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDPL is cheaper with a 0.60% expense ratio, compared with 0.96% for BUFX.

QDPL has the higher dividend yield at 5.05%, compared with 0.00% for BUFX.

QDPL is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.60% for QDPL and 0.96% for BUFX.

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