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QDPL vs. IUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QDPL vs. IUS

Last updated Jun 4, 2026

QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. QDPL is actively managed, while IUS is passively managed. Over the past 3 years, QDPL returned 20.64%/yr vs 20.93%/yr for IUS. Their correlation of 0.89 suggests significant overlap in exposure. QDPL charges 0.60%/yr vs 0.19%/yr for IUS.

Performance

QDPL vs. IUS - 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 Invesco RAFI Strategic US ETF (IUS). 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 10.40% return, which is significantly lower than IUS's 15.71% return.

QDPL

1D
-0.65%
1M
5.23%
YTD
10.40%
6M
10.54%
1Y
26.37%
3Y*
20.64%
5Y*
—
10Y*
—

IUS

1D
-0.07%
1M
4.89%
YTD
15.71%
6M
15.69%
1Y
33.27%
3Y*
20.93%
5Y*
13.61%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDPL vs. IUS - Yearly Performance Comparison

2026 (YTD)20252024202320222021
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF		10.40%16.52%22.83%23.66%-16.25%8.32%
IUS
Invesco RAFI Strategic US ETF		15.71%16.94%16.51%20.79%-8.34%8.80%

Correlation

The correlation between QDPL and IUS is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.80

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2021

0.89

The correlation between QDPL and IUS has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

QDPL vs. IUS - Sectors Allocation Comparison

Sectors
QDPL
IUS

Technology

27.6%
22.4%

Financial Services

10.3%
6.8%

Communication Services

8.5%
14.7%

Consumer Cyclical

8.4%
10.7%

Healthcare

7.6%
12.8%

Industrials

6.3%
9.7%

Consumer Defensive

4.0%
7.4%

Energy

2.4%
10.9%

Utilities

2.1%
1.0%

Real Estate

1.5%
0.5%

Basic Materials

1.4%
3.3%

Technology

QDPL
27.6%
IUS
22.4%

Financial Services

QDPL
10.3%
IUS
6.8%

Communication Services

QDPL
8.5%
IUS
14.7%

Consumer Cyclical

QDPL
8.4%
IUS
10.7%

Healthcare

QDPL
7.6%
IUS
12.8%

Industrials

QDPL
6.3%
IUS
9.7%

Consumer Defensive

QDPL
4.0%
IUS
7.4%

Energy

QDPL
2.4%
IUS
10.9%

Utilities

QDPL
2.1%
IUS
1.0%

Real Estate

QDPL
1.5%
IUS
0.5%

Basic Materials

QDPL
1.4%
IUS
3.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF

Invesco RAFI Strategic US ETF

Often compared with QDPL:
QDPL vs. SCHDQDPL vs. DIVOQDPL vs. VOOQDPL vs. JEPIQDPL vs. BALIQDPL vs. DGRWQDPL vs. DGRO
Often compared with IUS:
IUS vs. EPSIUS vs. BSIIXIUS vs. IUSGIUS vs. QLVIUS vs. SCHDIUS vs. XLKIUS vs. FMDE

Return for Risk

QDPL vs. IUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QDPL
QDPL Risk / Return Rank: 6767
Overall Rank
QDPL Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 6666
Sortino Ratio Rank
QDPL Omega Ratio Rank: 6666
Omega Ratio Rank
QDPL Calmar Ratio Rank: 6161
Calmar Ratio Rank
QDPL Martin Ratio Rank: 7575
Martin Ratio Rank
IUS
IUS Risk / Return Rank: 9191
Overall Rank
IUS Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IUS Sortino Ratio Rank: 9292
Sortino Ratio Rank
IUS Omega Ratio Rank: 9090
Omega Ratio Rank
IUS Calmar Ratio Rank: 8989
Calmar Ratio Rank
IUS Martin Ratio Rank: 9292
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. IUS - 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 Invesco RAFI Strategic US ETF (IUS). 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.

QDPLIUSDifference
Sharpe ratioReturn per unit of total volatility
2.23
3.26

-1.03

Sortino ratioReturn per unit of downside risk
3.11
4.53

-1.42

Omega ratioGain probability vs. loss probability

1.41

1.60

-0.19

Calmar ratioReturn relative to maximum drawdown

3.06

5.44

-2.37

Martin ratioReturn relative to average drawdown

14.37

23.27

-8.90

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDPL vs. IUS - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 2.23, which is lower than the IUS Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of QDPL and IUS, 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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Sharpe Ratios by Period

QDPLIUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

3.26

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.91

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.85

-0.02

Drawdowns

QDPL vs. IUS - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for QDPL and IUS.

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Drawdown Indicators

QDPLIUSDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-34.67%

+12.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-6.15%

-2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

-15.61%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.72%

—

Current Drawdown

Current decline from peak

-0.65%

-0.07%

-0.58%

Average Drawdown

Average peak-to-trough decline

-5.14%

-3.86%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.43%

+0.41%

Volatility

QDPL vs. IUS - Volatility Comparison

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a higher volatility of 2.69% compared to Invesco RAFI Strategic US ETF (IUS) at 2.50%. This indicates that QDPL's price experiences larger fluctuations and is considered to be riskier than IUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QDPLIUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

2.50%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

7.41%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

10.26%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

15.00%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

18.04%

-3.03%

QDPL vs. IUS - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is higher than IUS's 0.19% expense ratio.

Dividends

QDPL vs. IUS - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.05%, more than IUS's 1.28% yield.

PositionTTM20252024202320222021202020192018
IUS
Invesco RAFI Strategic US ETF		1.28%1.48%1.52%1.72%1.78%1.46%1.74%1.77%0.73%
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF		5.05%4.84%5.43%6.30%7.27%2.44%0.00%0.00%0.00%

Frequently Asked Questions

QDPL and IUS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QDPL has higher volatility (2.69%) compared to IUS (2.50%). In terms of maximum drawdown, QDPL dropped -22.59% vs IUS's -34.67%.

On 3-year performance, IUS leads with 20.93% vs 20.64% for QDPL. On fees, IUS is cheaper at 0.19% per year. On volatility, IUS has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IUS has performed better with a 20.93% return vs 20.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUS is cheaper with a 0.19% expense ratio, compared with 0.60% for QDPL.

QDPL has the higher dividend yield at 5.05%, compared with 1.28% for IUS.

They also come from different issuers: Pacer and Invesco. Their fees differ too: 0.60% for QDPL and 0.19% for IUS.

IUS currently has the higher Sharpe Ratio (3.26 vs 2.23), 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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