QDPL vs. FJUN

Last updated Jun 24, 2026

QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds - QDPL tracks the Metaurus US Large Cap Dividend Multiplier Index - Series 400 while FJUN tracks the Cboe S&P 500 Buffer Protect Index June. Both are passively managed. Over the past 3 years, QDPL returned 19.16%/yr vs 13.29%/yr for FJUN. Their correlation of 0.93 suggests significant overlap in exposure. QDPL charges 0.60%/yr vs 0.85%/yr for FJUN.

Performance

QDPL vs. FJUN - 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 Cboe Vest U.S. Equity Buffer ETF - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDPL achieves a 7.95% return, which is significantly higher than FJUN's 4.00% return.

QDPL

• 1D: -0.97%
• 1M: -1.23%
• YTD: 7.95%
• 6M: 7.14%
• 1Y: 22.55%
• 3Y*: 19.16%
• 5Y*: —
• 10Y*: —

FJUN

• 1D: -0.80%
• 1M: -0.44%
• YTD: 4.00%
• 6M: 3.80%
• 1Y: 12.54%
• 3Y*: 13.29%
• 5Y*: 10.54%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QDPL vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	7.95%	16.52%	22.83%	23.66%	-16.25%	7.82%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.00%	11.05%	16.38%	22.30%	-4.95%	4.24%

Correlation

The correlation between QDPL and FJUN 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 (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021	0.93

The correlation between QDPL and FJUN has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

QDPL vs. FJUN - Sectors Allocation Comparison

Sectors	QDPL	FJUN
Technology	39.1%	39.0%
Financial Services	11.1%	11.1%
Communication Services	10.7%	10.6%
Consumer Cyclical	9.9%	9.9%
Healthcare	8.3%	8.3%
Industrials	7.8%	7.8%
Consumer Defensive	4.5%	4.5%
Energy	3.1%	3.1%
Utilities	2.1%	2.1%
Real Estate	1.8%	1.8%
Basic Materials	1.7%	1.7%

Return for Risk

QDPL vs. FJUN — Risk / Return Rank

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

QDPL

QDPL Risk / Return Rank: 58
QDPL Sharpe Ratio Rank: 56
QDPL Sortino Ratio Rank: 55
QDPL Omega Ratio Rank: 56
QDPL Calmar Ratio Rank: 55
QDPL Martin Ratio Rank: 67

FJUN

FJUN Risk / Return Rank: 80
FJUN Sharpe Ratio Rank: 76
FJUN Sortino Ratio Rank: 83
FJUN Omega Ratio Rank: 86
FJUN Calmar Ratio Rank: 66
FJUN Martin Ratio Rank: 88

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. FJUN - 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 Cboe Vest U.S. Equity Buffer ETF - June (FJUN). 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.

	QDPL	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.23	-0.41
Sortino ratio: Return per unit of downside risk	2.52	3.38	-0.86
Omega ratio: Gain probability vs. loss probability	1.33	1.48	-0.14
Calmar ratio: Return relative to maximum drawdown	2.62	3.05	-0.43
Martin ratio: Return relative to average drawdown	11.85	17.51	-5.66

QDPL vs. FJUN - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 1.82, which is comparable to the FJUN Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of QDPL and FJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QDPL vs. FJUN - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for QDPL and FJUN.

Drawdown Indicators

	QDPL	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-22.59%	-13.26%	-9.33%
Max Drawdown (1Y) Largest decline over 1 year	-8.65%	-4.13%	-4.52%
Max Drawdown (3Y) Largest decline over 3 years	-17.75%	-13.26%	-4.49%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.26%	—
Current Drawdown Current decline from peak	-2.85%	-0.97%	-1.88%
Average Drawdown Average peak-to-trough decline	-5.11%	-1.66%	-3.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	0.72%	+1.19%

Volatility

QDPL vs. FJUN - Volatility Comparison

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a higher volatility of 4.91% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.94%. This indicates that QDPL's price experiences larger fluctuations and is considered to be riskier than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDPL	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	0.94%	+3.97%
Volatility (6M) Calculated over the trailing 6-month period	9.73%	4.40%	+5.33%
Volatility (1Y) Calculated over the trailing 1-year period	12.46%	5.66%	+6.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.07%	10.56%	+4.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.07%	10.25%	+4.82%

QDPL vs. FJUN - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is lower than FJUN's 0.85% expense ratio.

Dividends

QDPL vs. FJUN - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.16%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.16%	4.84%	5.43%	6.30%	7.27%	2.44%

Frequently Asked Questions

Can I hold both QDPL and FJUN in my portfolio?

QDPL and FJUN 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.

Which is riskier, QDPL or FJUN?

QDPL has higher volatility (4.91%) compared to FJUN (0.94%). In terms of maximum drawdown, QDPL dropped -22.59% vs FJUN's -13.26%.

Which ETF is better, QDPL or FJUN?

On 3-year performance, QDPL leads with 19.16% vs 13.29% for FJUN. On fees, QDPL is cheaper at 0.60% per year. On volatility, FJUN has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QDPL or FJUN?

Over the 3-year period, QDPL has performed better with a 19.16% return vs 13.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDPL or FJUN?

QDPL is cheaper with a 0.60% expense ratio, compared with 0.85% for FJUN.

Which ETF pays a higher dividend yield, QDPL or FJUN?

QDPL has the higher dividend yield at 5.16%, compared with 0.00% for FJUN.

What is the main difference between QDPL and FJUN?

QDPL tracks Metaurus US Large Cap Dividend Multiplier Index - Series 400, while FJUN tracks Cboe S&P 500 Buffer Protect Index June. They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.60% for QDPL and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.23 vs 1.82), 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.