QDPL vs. PSCX

Last updated Jun 4, 2026

QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds from Pacer. Both are actively managed. Over the past 3 years, QDPL returned 20.64%/yr vs 12.85%/yr for PSCX. Their correlation of 0.87 suggests significant overlap in exposure. QDPL charges 0.60%/yr vs 0.75%/yr for PSCX.

Performance

QDPL vs. PSCX - 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 Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDPL achieves a 10.40% return, which is significantly higher than PSCX's 5.11% return.

QDPL

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

PSCX

• 1D: -0.12%
• 1M: 2.00%
• YTD: 5.11%
• 6M: 5.98%
• 1Y: 15.49%
• 3Y*: 12.85%
• 5Y*: 8.46%
• 10Y*: —

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

QDPL vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	10.40%	16.52%	22.83%	23.66%	-16.25%	8.32%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	13.27%	16.57%	-7.35%	3.25%

Correlation

The correlation between QDPL and PSCX is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jul 14, 2021	0.87

The correlation between QDPL and PSCX has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

QDPL vs. PSCX - Sectors Allocation Comparison

Sectors	QDPL	PSCX
Technology	27.6%	33.2%
Financial Services	10.3%	12.5%
Communication Services	8.5%	10.3%
Consumer Cyclical	8.4%	10.0%
Healthcare	7.6%	9.6%
Industrials	6.3%	8.4%
Consumer Defensive	4.0%	5.4%
Energy	2.4%	4.2%
Utilities	2.1%	2.6%
Real Estate	1.5%	2.0%
Basic Materials	1.4%	1.9%

Return for Risk

QDPL vs. PSCX — Risk / Return Rank

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

QDPL

QDPL Risk / Return Rank: 67
QDPL Sharpe Ratio Rank: 66
QDPL Sortino Ratio Rank: 66
QDPL Omega Ratio Rank: 66
QDPL Calmar Ratio Rank: 61
QDPL Martin Ratio Rank: 75

PSCX

PSCX Risk / Return Rank: 85
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 87

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. PSCX - 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 Swan SOS Conservative (December) ETF (PSCX). 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.

	QDPL	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.82	-0.59
Sortino ratio: Return per unit of downside risk	3.11	4.22	-1.11
Omega ratio: Gain probability vs. loss probability	1.41	1.58	-0.18
Calmar ratio: Return relative to maximum drawdown	3.06	3.70	-0.64
Martin ratio: Return relative to average drawdown	14.37	18.94	-4.57
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. PSCX - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 2.23, which is comparable to the PSCX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of QDPL and PSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QDPL	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	2.82	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	1.27	-0.44

Drawdowns

QDPL vs. PSCX - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for QDPL and PSCX.

Drawdown Indicators

	QDPL	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-22.59%	-10.20%	-12.39%
Max Drawdown (1Y) Largest decline over 1 year	-8.65%	-4.20%	-4.45%
Max Drawdown (3Y) Largest decline over 3 years	-17.75%	-9.61%	-8.14%
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-0.65%	-0.12%	-0.53%
Average Drawdown Average peak-to-trough decline	-5.14%	-1.87%	-3.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	0.82%	+1.02%

Volatility

QDPL vs. PSCX - Volatility Comparison

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a higher volatility of 2.69% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.89%. This indicates that QDPL's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDPL	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	0.89%	+1.80%
Volatility (6M) Calculated over the trailing 6-month period	9.00%	4.21%	+4.79%
Volatility (1Y) Calculated over the trailing 1-year period	11.89%	5.53%	+6.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	7.07%	+7.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.01%	6.96%	+8.05%

QDPL vs. PSCX - Expense Ratio Comparison

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

Dividends

QDPL vs. PSCX - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.05%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.05%	4.84%	5.43%	6.30%	7.27%	2.44%

Frequently Asked Questions

Can I hold both QDPL and PSCX in my portfolio?

QDPL and PSCX have a correlation of 0.88, 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 PSCX?

QDPL has higher volatility (2.69%) compared to PSCX (0.89%). In terms of maximum drawdown, QDPL dropped -22.59% vs PSCX's -10.20%.

Which ETF is better, QDPL or PSCX?

On 3-year performance, QDPL leads with 20.64% vs 12.85% for PSCX. On fees, QDPL is cheaper at 0.60% per year. On volatility, PSCX has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QDPL or PSCX?

Over the 3-year period, QDPL has performed better with a 20.64% return vs 12.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDPL or PSCX?

QDPL is cheaper with a 0.60% expense ratio, compared with 0.75% for PSCX.

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

QDPL has the higher dividend yield at 5.05%, compared with 0.00% for PSCX.

What is the main difference between QDPL and PSCX?

Their fees differ too: 0.60% for QDPL and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 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.