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QDPL vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDPL and JEPI is 0.79, 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. JEPI - 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 JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.99%
6.81%
QDPL
JEPI

Key characteristics

Sharpe Ratio

QDPL:

2.23

JEPI:

1.90

Sortino Ratio

QDPL:

3.05

JEPI:

2.58

Omega Ratio

QDPL:

1.42

JEPI:

1.37

Calmar Ratio

QDPL:

3.20

JEPI:

3.08

Martin Ratio

QDPL:

14.37

JEPI:

12.32

Ulcer Index

QDPL:

1.75%

JEPI:

1.15%

Daily Std Dev

QDPL:

11.32%

JEPI:

7.49%

Max Drawdown

QDPL:

-22.59%

JEPI:

-13.71%

Current Drawdown

QDPL:

-1.62%

JEPI:

-3.37%

Returns By Period

In the year-to-date period, QDPL achieves a 24.54% return, which is significantly higher than JEPI's 13.49% return.


QDPL

YTD

24.54%

1M

0.13%

6M

9.22%

1Y

24.98%

5Y*

N/A

10Y*

N/A

JEPI

YTD

13.49%

1M

-2.30%

6M

6.44%

1Y

14.08%

5Y*

N/A

10Y*

N/A

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. JEPI - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is higher than JEPI's 0.35% 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 JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

QDPL vs. JEPI - 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 JPMorgan Equity Premium Income ETF (JEPI). 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 2.23, compared to the broader market0.002.004.002.231.90
The chart of Sortino ratio for QDPL, currently valued at 3.05, compared to the broader market-2.000.002.004.006.008.0010.003.052.58
The chart of Omega ratio for QDPL, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.37
The chart of Calmar ratio for QDPL, currently valued at 3.20, compared to the broader market0.005.0010.0015.003.203.08
The chart of Martin ratio for QDPL, currently valued at 14.37, compared to the broader market0.0020.0040.0060.0080.00100.0014.3712.32
QDPL
JEPI

The current QDPL Sharpe Ratio is 2.23, which is comparable to the JEPI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of QDPL and JEPI, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.23
1.90
QDPL
JEPI

Dividends

QDPL vs. JEPI - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.29%, less than JEPI's 7.28% yield.


TTM2023202220212020
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.29%6.30%7.27%2.45%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.28%8.40%11.67%6.59%5.79%

Drawdowns

QDPL vs. JEPI - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for QDPL and JEPI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.62%
-3.37%
QDPL
JEPI

Volatility

QDPL vs. JEPI - Volatility Comparison

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a higher volatility of 3.31% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.81%. This indicates that QDPL's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.31%
2.81%
QDPL
JEPI
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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.

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