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QDPL vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDPL vs. DGRW - 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 WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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 9.01% return, which is significantly higher than DGRW's 7.35% return.


QDPL

1D
-0.61%
1M
-0.26%
YTD
9.01%
6M
8.69%
1Y
24.77%
3Y*
19.54%
5Y*
10Y*

DGRW

1D
-0.32%
1M
-0.70%
YTD
7.35%
6M
7.02%
1Y
18.84%
3Y*
15.46%
5Y*
12.16%
10Y*
14.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDPL vs. DGRW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
9.01%16.52%22.83%23.66%-16.25%7.82%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
7.35%12.17%16.98%18.66%-6.33%9.66%

Correlation

The correlation between QDPL and DGRW is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.89

The correlation between QDPL and DGRW has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

QDPL vs. DGRW - Sectors Allocation Comparison


Sectors
QDPL
DGRW

Technology

39.1%
32.1%

Financial Services

11.1%
11.3%

Communication Services

10.7%
10.1%

Consumer Cyclical

9.9%
7.1%

Healthcare

8.3%
12.8%

Industrials

7.8%
9.9%

Consumer Defensive

4.5%
6.7%

Energy

3.1%
5.0%

Utilities

2.1%
0.2%

Real Estate

1.8%

-

Basic Materials

1.7%
3.3%

Technology

QDPL
39.1%
DGRW
32.1%

Financial Services

QDPL
11.1%
DGRW
11.3%

Communication Services

QDPL
10.7%
DGRW
10.1%

Consumer Cyclical

QDPL
9.9%
DGRW
7.1%

Healthcare

QDPL
8.3%
DGRW
12.8%

Industrials

QDPL
7.8%
DGRW
9.9%

Consumer Defensive

QDPL
4.5%
DGRW
6.7%

Energy

QDPL
3.1%
DGRW
5.0%

Utilities

QDPL
2.1%
DGRW
0.2%

Real Estate

QDPL
1.8%
DGRW

-

Basic Materials

QDPL
1.7%
DGRW
3.3%

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Return for Risk

QDPL vs. DGRW — Risk / Return Rank

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

QDPL
QDPL Risk / Return Rank: 6464
Overall Rank
QDPL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 6060
Sortino Ratio Rank
QDPL Omega Ratio Rank: 6363
Omega Ratio Rank
QDPL Calmar Ratio Rank: 6060
Calmar Ratio Rank
QDPL Martin Ratio Rank: 7272
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 5555
Overall Rank
DGRW Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 5757
Sortino Ratio Rank
DGRW Omega Ratio Rank: 5757
Omega Ratio Rank
DGRW Calmar Ratio Rank: 4747
Calmar Ratio Rank
DGRW Martin Ratio Rank: 5757
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.

QDPL vs. DGRW - 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 WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.


QDPLDGRWDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.37

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

2.88

2.28

+0.60

Martin ratioReturn relative to average drawdown

13.08

9.75

+3.33

QDPL vs. DGRW - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 2.00, which is comparable to the DGRW Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of QDPL and DGRW, 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

QDPL vs. DGRW - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for QDPL and DGRW.


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Drawdown Indicators


QDPLDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-32.04%

+9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-8.30%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

-16.21%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

Current Drawdown

Current decline from peak

-1.90%

-2.42%

+0.52%

Average Drawdown

Average peak-to-trough decline

-5.11%

-3.01%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.94%

-0.04%

Volatility

QDPL vs. DGRW - Volatility Comparison

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a higher volatility of 4.86% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 3.64%. This indicates that QDPL's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDPLDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

3.64%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

8.21%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

10.27%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

14.01%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

16.24%

-1.17%

QDPL vs. DGRW - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is higher than DGRW's 0.28% expense ratio.


Dividends

QDPL vs. DGRW - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.11%, more than DGRW's 1.29% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.29%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.11%4.84%5.43%6.30%7.27%2.44%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QDPL and DGRW have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QDPL has higher volatility (4.86%) compared to DGRW (3.64%). In terms of maximum drawdown, QDPL dropped -22.59% vs DGRW's -32.04%.

On 3-year performance, QDPL leads with 19.54% vs 15.46% for DGRW. On fees, DGRW is cheaper at 0.28% per year. On volatility, DGRW has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QDPL has performed better with a 19.54% return vs 15.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRW is cheaper with a 0.28% expense ratio, compared with 0.60% for QDPL.

QDPL has the higher dividend yield at 5.11%, compared with 1.29% for DGRW.

QDPL is categorized as Large Cap Blend Equities, while DGRW is Dividend. QDPL tracks Metaurus US Large Cap Dividend Multiplier Index - Series 400, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Pacer and WisdomTree. Their fees differ too: 0.60% for QDPL and 0.28% for DGRW.

QDPL currently has the higher Sharpe Ratio (2.00 vs 1.85), 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

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