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QDPL vs. FTQI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDPL vs. FTQI - 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 First Trust Nasdaq BuyWrite Income ETF (FTQI). The values are adjusted to include any dividend payments, if applicable.

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QDPL vs. FTQI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
-3.59%16.52%22.83%23.66%-16.25%8.32%
FTQI
First Trust Nasdaq BuyWrite Income ETF
-0.38%12.68%18.30%23.63%-8.77%3.30%

Returns By Period

In the year-to-date period, QDPL achieves a -3.59% return, which is significantly lower than FTQI's -0.38% return.


QDPL

1D
0.73%
1M
-3.91%
YTD
-3.59%
6M
-1.44%
1Y
16.17%
3Y*
16.95%
5Y*
10Y*

FTQI

1D
1.00%
1M
-0.70%
YTD
-0.38%
6M
3.73%
1Y
19.71%
3Y*
14.13%
5Y*
9.58%
10Y*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDPL vs. FTQI - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is lower than FTQI's 0.75% expense ratio.


Return for Risk

QDPL vs. FTQI — Risk / Return Rank

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

QDPL
QDPL Risk / Return Rank: 5353
Overall Rank
QDPL Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 4949
Sortino Ratio Rank
QDPL Omega Ratio Rank: 5454
Omega Ratio Rank
QDPL Calmar Ratio Rank: 5151
Calmar Ratio Rank
QDPL Martin Ratio Rank: 6363
Martin Ratio Rank

FTQI
FTQI Risk / Return Rank: 7070
Overall Rank
FTQI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTQI Sortino Ratio Rank: 6767
Sortino Ratio Rank
FTQI Omega Ratio Rank: 7575
Omega Ratio Rank
FTQI Calmar Ratio Rank: 6464
Calmar Ratio Rank
FTQI Martin Ratio Rank: 8383
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. FTQI - 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 First Trust Nasdaq BuyWrite Income ETF (FTQI). 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.


QDPLFTQIDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.15

-0.25

Sortino ratio

Return per unit of downside risk

1.39

1.75

-0.36

Omega ratio

Gain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratio

Return relative to maximum drawdown

1.37

1.73

-0.35

Martin ratio

Return relative to average drawdown

6.55

10.01

-3.46

QDPL vs. FTQI - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 0.90, which is comparable to the FTQI Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of QDPL and FTQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QDPLFTQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.15

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.46

+0.18

Correlation

The correlation between QDPL and FTQI is 0.83, 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.


Dividends

QDPL vs. FTQI - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.10%, less than FTQI's 11.85% yield.


TTM20252024202320222021202020192018201720162015
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.10%4.84%5.43%6.30%7.27%2.44%0.00%0.00%0.00%0.00%0.00%0.00%
FTQI
First Trust Nasdaq BuyWrite Income ETF
11.85%11.46%11.66%11.49%9.85%3.05%3.27%2.95%3.27%2.74%3.02%3.54%

Drawdowns

QDPL vs. FTQI - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, which is greater than FTQI's maximum drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for QDPL and FTQI.


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Drawdown Indicators


QDPLFTQIDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-19.42%

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-11.75%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

Current Drawdown

Current decline from peak

-5.40%

-2.41%

-2.99%

Average Drawdown

Average peak-to-trough decline

-5.30%

-3.80%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.03%

+0.47%

Volatility

QDPL vs. FTQI - Volatility Comparison

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) and First Trust Nasdaq BuyWrite Income ETF (FTQI) have volatilities of 5.36% and 5.36%, 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.


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Volatility by Period


QDPLFTQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

5.36%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

8.93%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

17.15%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

14.83%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

13.41%

+1.70%