QDPL vs. QSIX

Last updated Jun 4, 2026

QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) and QSIX (Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF) are both exchange-traded funds - QDPL is a Large Cap Blend Equities fund actively managed by Pacer, while QSIX is a Nasdaq-100 fund tracking the Nasdaq-100 Index. QDPL is actively managed, while QSIX is passively managed. Over the past year, QDPL returned 26.37% vs 38.17% for QSIX. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.60% expense ratio.

Performance

QDPL vs. QSIX - 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 Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX). 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 lower than QSIX's 19.69% return.

QDPL

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

QSIX

• 1D: -0.28%
• 1M: 10.29%
• YTD: 19.69%
• 6M: 18.14%
• 1Y: 38.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QDPL vs. QSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	10.40%	16.52%	2.87%
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	19.69%	18.54%	4.66%

Correlation

The correlation between QDPL and QSIX 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 (All Time) Calculated using the full available price history since Sep 25, 2024	0.88

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

Return for Risk

QDPL vs. QSIX — 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

QSIX

QSIX Risk / Return Rank: 75
QSIX Sharpe Ratio Rank: 81
QSIX Sortino Ratio Rank: 77
QSIX Omega Ratio Rank: 76
QSIX Calmar Ratio Rank: 70
QSIX Martin Ratio Rank: 73

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. QSIX - 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 Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX). 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	QSIX	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.61	-0.38
Sortino ratio: Return per unit of downside risk	3.11	3.45	-0.35
Omega ratio: Gain probability vs. loss probability	1.41	1.45	-0.04
Calmar ratio: Return relative to maximum drawdown	3.06	3.47	-0.41
Martin ratio: Return relative to average drawdown	14.37	13.62	+0.76
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. QSIX - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 2.23, which is comparable to the QSIX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of QDPL and QSIX, 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	QSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	2.61	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	1.39	-0.56

Drawdowns

QDPL vs. QSIX - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, which is greater than QSIX's maximum drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for QDPL and QSIX.

Drawdown Indicators

	QDPL	QSIX	Difference
Max Drawdown Largest peak-to-trough decline	-22.59%	-20.72%	-1.87%
Max Drawdown (1Y) Largest decline over 1 year	-8.65%	-11.05%	+2.40%
Max Drawdown (3Y) Largest decline over 3 years	-17.75%	—	—
Current Drawdown Current decline from peak	-0.65%	-0.28%	-0.37%
Average Drawdown Average peak-to-trough decline	-5.14%	-3.06%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	2.81%	-0.97%

Volatility

QDPL vs. QSIX - Volatility Comparison

The current volatility for Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) is 2.69%, while Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) has a volatility of 4.09%. This indicates that QDPL experiences smaller price fluctuations and is considered to be less risky than QSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDPL	QSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	4.09%	-1.40%
Volatility (6M) Calculated over the trailing 6-month period	9.00%	11.24%	-2.24%
Volatility (1Y) Calculated over the trailing 1-year period	11.89%	14.72%	-2.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	19.18%	-4.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.01%	19.18%	-4.17%

QDPL vs. QSIX - Expense Ratio Comparison

Both QDPL and QSIX have an expense ratio of 0.60%.

Dividends

QDPL vs. QSIX - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.05%, more than QSIX's 3.82% yield.

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%
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	3.82%	4.02%	1.07%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QDPL and QSIX in my portfolio?

QDPL and QSIX 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 QSIX?

QSIX has higher volatility (4.09%) compared to QDPL (2.69%). In terms of maximum drawdown, QDPL dropped -22.59% vs QSIX's -20.72%.

Which ETF is better, QDPL or QSIX?

On 1-year performance, QSIX leads with 38.17% vs 26.37% for QDPL. Both ETFs have the same 0.60% expense ratio. On volatility, QDPL has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QDPL or QSIX?

Over the 1-year period, QSIX has performed better with a 38.17% return vs 26.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDPL or QSIX?

QDPL and QSIX have the same expense ratio: 0.60% per year.

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

QDPL has the higher dividend yield at 5.05%, compared with 3.82% for QSIX.

What is the main difference between QDPL and QSIX?

QDPL is categorized as Large Cap Blend Equities, while QSIX is Nasdaq-100.

Which has better risk-adjusted returns?

QSIX currently has the higher Sharpe Ratio (2.61 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.