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QDPL vs. QSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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QDPL vs. QSIX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QDPL achieves a -4.29% return, which is significantly higher than QSIX's -5.58% return.


QDPL

1D
2.81%
1M
-4.61%
YTD
-4.29%
6M
-1.77%
1Y
15.55%
3Y*
16.66%
5Y*
10Y*

QSIX

1D
3.15%
1M
-4.45%
YTD
-5.58%
6M
-3.43%
1Y
20.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDPL vs. QSIX - Expense Ratio Comparison

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


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: 5858
Overall Rank
QDPL Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 5454
Sortino Ratio Rank
QDPL Omega Ratio Rank: 5858
Omega Ratio Rank
QDPL Calmar Ratio Rank: 5858
Calmar Ratio Rank
QDPL Martin Ratio Rank: 6969
Martin Ratio Rank

QSIX
QSIX Risk / Return Rank: 6262
Overall Rank
QSIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QSIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
QSIX Omega Ratio Rank: 5858
Omega Ratio Rank
QSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
QSIX Martin Ratio Rank: 6565
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. 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.


QDPLQSIXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.01

-0.15

Sortino ratio

Return per unit of downside risk

1.34

1.59

-0.25

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.37

1.80

-0.43

Martin ratio

Return relative to average drawdown

6.60

6.68

-0.08

QDPL vs. QSIX - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 0.87, which is comparable to the QSIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of QDPL and QSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QDPLQSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.01

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.57

+0.07

Correlation

The correlation between QDPL and QSIX is 0.87, 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.


Dividends

QDPL vs. QSIX - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.13%, more than QSIX's 4.23% yield.


TTM20252024202320222021
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.13%4.84%5.43%6.30%7.27%2.44%
QSIX
Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF
4.23%4.02%1.07%0.00%0.00%0.00%

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.


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Drawdown Indicators


QDPLQSIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-20.72%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-11.50%

-0.44%

Current Drawdown

Current decline from peak

-6.08%

-8.24%

+2.16%

Average Drawdown

Average peak-to-trough decline

-5.30%

-3.28%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.10%

-0.62%

Volatility

QDPL vs. QSIX - Volatility Comparison

The current volatility for Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) is 5.30%, while Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) has a volatility of 5.92%. 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.


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Volatility by Period


QDPLQSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

5.92%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

11.80%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

20.44%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

19.56%

-4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

19.56%

-4.44%