QDPL vs. QSIAW

Last updated Jun 4, 2026

QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) is Large Cap Blend Equities fund actively managed by Pacer, while QSIAW (Quantum-Si incorporated) is a stock. Over the past 3 years, QDPL returned 20.64%/yr vs -56.04%/yr for QSIAW. At a 0.12 correlation, their price movements are largely independent.

Performance

QDPL vs. QSIAW - 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 Quantum-Si incorporated (QSIAW). 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 QSIAW's -90.02% return.

QDPL

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

QSIAW

• 1D: -17.01%
• 1M: -71.43%
• YTD: -90.02%
• 6M: -91.95%
• 1Y: -97.47%
• 3Y*: -56.04%
• 5Y*: —
• 10Y*: —

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

QDPL vs. QSIAW - 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%
QSIAW Quantum-Si incorporated	-90.02%	-83.96%	295.68%	26.37%	-86.10%	-50.04%

Correlation

The correlation between QDPL and QSIAW is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (All Time) Calculated using the full available price history since Jul 14, 2021	0.12

Return for Risk

QDPL vs. QSIAW — 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

QSIAW

QSIAW Risk / Return Rank: 9
QSIAW Sharpe Ratio Rank: 20
QSIAW Sortino Ratio Rank: 9
QSIAW Omega Ratio Rank: 10
QSIAW Calmar Ratio Rank: 1
QSIAW Martin Ratio Rank: 7

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. QSIAW - 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 Quantum-Si incorporated (QSIAW). 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	QSIAW	Difference
Sharpe ratio: Return per unit of total volatility	2.23	-0.49	+2.72
Sortino ratio: Return per unit of downside risk	3.11	-1.18	+4.29
Omega ratio: Gain probability vs. loss probability	1.41	0.86	+0.55
Calmar ratio: Return relative to maximum drawdown	3.06	-1.00	+4.06
Martin ratio: Return relative to average drawdown	14.37	-1.44	+15.81
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. QSIAW - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 2.23, which is higher than the QSIAW Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of QDPL and QSIAW, 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	QSIAW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	-0.49	+2.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	-0.30	+1.13

Drawdowns

QDPL vs. QSIAW - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, smaller than the maximum QSIAW drawdown of -99.51%. Use the drawdown chart below to compare losses from any high point for QDPL and QSIAW.

Drawdown Indicators

	QDPL	QSIAW	Difference
Max Drawdown Largest peak-to-trough decline	-22.59%	-99.51%	+76.92%
Max Drawdown (1Y) Largest decline over 1 year	-8.65%	-97.52%	+88.87%
Max Drawdown (3Y) Largest decline over 3 years	-17.75%	-99.07%	+81.32%
Current Drawdown Current decline from peak	-0.65%	-99.51%	+98.86%
Average Drawdown Average peak-to-trough decline	-5.14%	-84.78%	+79.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	67.77%	-65.93%

Volatility

QDPL vs. QSIAW - Volatility Comparison

The current volatility for Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) is 2.69%, while Quantum-Si incorporated (QSIAW) has a volatility of 86.34%. This indicates that QDPL experiences smaller price fluctuations and is considered to be less risky than QSIAW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDPL	QSIAW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	86.34%	-83.65%
Volatility (6M) Calculated over the trailing 6-month period	9.00%	150.41%	-141.41%
Volatility (1Y) Calculated over the trailing 1-year period	11.89%	198.41%	-186.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	212.40%	-197.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.01%	212.40%	-197.39%

Dividends

QDPL vs. QSIAW - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.05%	4.84%	5.43%	6.30%	7.27%	2.44%
QSIAW Quantum-Si incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QDPL and QSIAW in my portfolio?

QDPL and QSIAW have a correlation of 0.02, 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 QSIAW?

QSIAW has higher volatility (86.34%) compared to QDPL (2.69%). In terms of maximum drawdown, QDPL dropped -22.59% vs QSIAW's -99.51%.

Which has better risk-adjusted returns?

QDPL currently has the higher Sharpe Ratio (2.23 vs -0.49), 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.