QDPL vs. INDS
QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) and INDS (Pacer Benchmark Industrial Real Estate SCTR ETF) are both exchange-traded funds - QDPL is a Large Cap Blend Equities fund tracking the Metaurus US Large Cap Dividend Multiplier Index - Series 400, while INDS is a REIT fund tracking the Benchmark Industrial Real Estate SCTR Index. Both are passively managed. Over the past 3 years, QDPL returned 19.14%/yr vs 5.83%/yr for INDS. A 0.54 correlation means they provide meaningful diversification when combined. Both charge a 0.60% expense ratio.
Performance
QDPL vs. INDS - Performance Comparison
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Returns By Period
In the year-to-date period, QDPL achieves a 7.91% return, which is significantly lower than INDS's 10.47% return.
QDPL
- 1D
- -0.04%
- 1M
- -1.27%
- YTD
- 7.91%
- 6M
- 6.74%
- 1Y
- 21.00%
- 3Y*
- 19.14%
- 5Y*
- —
- 10Y*
- —
INDS
- 1D
- 0.67%
- 1M
- 1.05%
- YTD
- 10.47%
- 6M
- 9.97%
- 1Y
- 12.26%
- 3Y*
- 5.83%
- 5Y*
- 1.23%
- 10Y*
- —
QDPL vs. INDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF | 7.91% | 16.52% | 22.83% | 23.66% | -16.25% | 7.82% |
INDS Pacer Benchmark Industrial Real Estate SCTR ETF | 10.47% | 7.78% | -12.69% | 17.72% | -32.68% | 24.82% |
Correlation
The correlation between QDPL and INDS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.54 |
Over the past year, the correlation between QDPL and INDS has dropped to 0.31 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
QDPL vs. INDS — Risk / Return Rank
QDPL
INDS
QDPL vs. INDS - 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 Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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 | INDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.14 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.01 | +1.43 |
| Martin ratioReturn relative to average drawdown | 10.98 | 3.03 | +7.95 |
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Drawdowns
QDPL vs. INDS - Drawdown Comparison
The maximum QDPL drawdown since its inception was -22.59%, smaller than the maximum INDS drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for QDPL and INDS.
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Drawdown Indicators
| QDPL | INDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.59% | -40.17% | +17.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -12.23% | +3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -17.75% | -26.96% | +9.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.17% | — |
Current DrawdownCurrent decline from peak | -2.89% | -17.62% | +14.73% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -15.58% | +10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 4.06% | -2.14% |
Volatility
QDPL vs. INDS - Volatility Comparison
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) have volatilities of 4.89% and 4.95%, 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
| QDPL | INDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 4.95% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 12.50% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 16.52% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 20.17% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 23.07% | -8.00% |
QDPL vs. INDS - Expense Ratio Comparison
Both QDPL and INDS have an expense ratio of 0.60%.
Dividends
QDPL vs. INDS - Dividend Comparison
QDPL's dividend yield for the trailing twelve months is around 5.16%, more than INDS's 3.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
INDS Pacer Benchmark Industrial Real Estate SCTR ETF | 3.35% | 3.70% | 3.75% | 3.11% | 2.63% | 1.24% | 1.68% | 2.26% | 1.81% |
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF | 5.16% | 4.84% | 5.43% | 6.30% | 7.27% | 2.44% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDPL and INDS have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INDS has higher volatility (4.95%) compared to QDPL (4.89%). In terms of maximum drawdown, QDPL dropped -22.59% vs INDS's -40.17%.
On 3-year performance, QDPL leads with 19.14% vs 5.83% for INDS. Both ETFs have the same 0.60% expense ratio. Their volatility is very similar. 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 19.14% return vs 5.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QDPL and INDS have the same expense ratio: 0.60% per year.
QDPL has the higher dividend yield at 5.16%, compared with 3.35% for INDS.
QDPL is categorized as Large Cap Blend Equities, while INDS is REIT. QDPL tracks Metaurus US Large Cap Dividend Multiplier Index - Series 400, while INDS tracks Benchmark Industrial Real Estate SCTR Index.
QDPL currently has the higher Sharpe Ratio (1.70 vs 0.75), 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.
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