PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QDPL vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDPL and DIVO is 0.80, 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.


-0.50.00.51.00.8

Performance

QDPL vs. DIVO - 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 Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
7.03%
6.33%
QDPL
DIVO

Key characteristics

Sharpe Ratio

QDPL:

1.76

DIVO:

1.81

Sortino Ratio

QDPL:

2.41

DIVO:

2.60

Omega Ratio

QDPL:

1.33

DIVO:

1.33

Calmar Ratio

QDPL:

2.60

DIVO:

2.89

Martin Ratio

QDPL:

11.03

DIVO:

8.61

Ulcer Index

QDPL:

1.86%

DIVO:

1.96%

Daily Std Dev

QDPL:

11.63%

DIVO:

9.33%

Max Drawdown

QDPL:

-22.59%

DIVO:

-30.04%

Current Drawdown

QDPL:

-1.85%

DIVO:

-2.23%

Returns By Period

In the year-to-date period, QDPL achieves a 2.37% return, which is significantly lower than DIVO's 3.43% return.


QDPL

YTD

2.37%

1M

-0.91%

6M

7.04%

1Y

17.72%

5Y*

N/A

10Y*

N/A

DIVO

YTD

3.43%

1M

0.16%

6M

6.33%

1Y

15.27%

5Y*

11.81%

10Y*

N/A

*Annualized

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. DIVO - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is higher than DIVO's 0.55% 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 DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

QDPL vs. DIVO — Risk-Adjusted Performance Rank

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

QDPL
The Risk-Adjusted Performance Rank of QDPL is 7676
Overall Rank
The Sharpe Ratio Rank of QDPL is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of QDPL is 7373
Sortino Ratio Rank
The Omega Ratio Rank of QDPL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of QDPL is 7777
Calmar Ratio Rank
The Martin Ratio Rank of QDPL is 8080
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7676
Overall Rank
The Sharpe Ratio Rank of DIVO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QDPL vs. DIVO - 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 Amplify CWP Enhanced Dividend Income ETF (DIVO). 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 1.76, compared to the broader market0.002.004.001.761.81
The chart of Sortino ratio for QDPL, currently valued at 2.41, compared to the broader market0.005.0010.002.412.60
The chart of Omega ratio for QDPL, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.33
The chart of Calmar ratio for QDPL, currently valued at 2.60, compared to the broader market0.005.0010.0015.002.602.89
The chart of Martin ratio for QDPL, currently valued at 11.03, compared to the broader market0.0020.0040.0060.0080.00100.0011.038.61
QDPL
DIVO

The current QDPL Sharpe Ratio is 1.76, which is comparable to the DIVO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of QDPL and DIVO, 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 Ratio2.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.76
1.81
QDPL
DIVO

Dividends

QDPL vs. DIVO - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.31%, more than DIVO's 4.61% yield.


TTM20242023202220212020201920182017
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.31%5.43%6.30%7.27%2.45%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.61%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

QDPL vs. DIVO - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for QDPL and DIVO. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.85%
-2.23%
QDPL
DIVO

Volatility

QDPL vs. DIVO - Volatility Comparison

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a higher volatility of 2.92% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.56%. This indicates that QDPL's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.92%
2.56%
QDPL
DIVO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab