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QDPL vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDPL and DGRO is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

QDPL vs. DGRO - 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 iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.99%
8.02%
QDPL
DGRO

Key characteristics

Sharpe Ratio

QDPL:

2.23

DGRO:

1.87

Sortino Ratio

QDPL:

3.05

DGRO:

2.63

Omega Ratio

QDPL:

1.42

DGRO:

1.34

Calmar Ratio

QDPL:

3.20

DGRO:

3.07

Martin Ratio

QDPL:

14.37

DGRO:

10.98

Ulcer Index

QDPL:

1.75%

DGRO:

1.66%

Daily Std Dev

QDPL:

11.32%

DGRO:

9.74%

Max Drawdown

QDPL:

-22.59%

DGRO:

-35.10%

Current Drawdown

QDPL:

-1.62%

DGRO:

-4.53%

Returns By Period

In the year-to-date period, QDPL achieves a 24.54% return, which is significantly higher than DGRO's 17.17% return.


QDPL

YTD

24.54%

1M

0.13%

6M

9.22%

1Y

24.98%

5Y*

N/A

10Y*

N/A

DGRO

YTD

17.17%

1M

-3.52%

6M

7.29%

1Y

17.81%

5Y*

10.62%

10Y*

11.29%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QDPL vs. DGRO - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is higher than DGRO's 0.08% expense ratio.


QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
Expense ratio chart for QDPL: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

QDPL vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) and iShares Core Dividend Growth ETF (DGRO). 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.


Sharpe ratio
The chart of Sharpe ratio for QDPL, currently valued at 2.23, compared to the broader market0.002.004.002.231.87
The chart of Sortino ratio for QDPL, currently valued at 3.05, compared to the broader market-2.000.002.004.006.008.0010.003.052.63
The chart of Omega ratio for QDPL, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.34
The chart of Calmar ratio for QDPL, currently valued at 3.20, compared to the broader market0.005.0010.0015.003.203.07
The chart of Martin ratio for QDPL, currently valued at 14.37, compared to the broader market0.0020.0040.0060.0080.00100.0014.3710.98
QDPL
DGRO

The current QDPL Sharpe Ratio is 2.23, which is comparable to the DGRO Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of QDPL and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.23
1.87
QDPL
DGRO

Dividends

QDPL vs. DGRO - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.29%, more than DGRO's 2.25% yield.


TTM2023202220212020201920182017201620152014
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.29%6.30%7.27%2.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.25%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

QDPL vs. DGRO - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for QDPL and DGRO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.62%
-4.53%
QDPL
DGRO

Volatility

QDPL vs. DGRO - Volatility Comparison

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) and iShares Core Dividend Growth ETF (DGRO) have volatilities of 3.31% and 3.32%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.31%
3.32%
QDPL
DGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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