QDPL vs. SELV

Last updated Jul 17, 2026

QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. QDPL is passively managed, while SELV is actively managed. Over the past 3 years, QDPL returned 18.52%/yr vs 11.58%/yr for SELV. A 0.65 correlation means they provide meaningful diversification when combined. QDPL charges 0.60%/yr vs 0.15%/yr for SELV.

Performance

QDPL vs. SELV - 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 SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDPL achieves a 10.05% return, which is significantly higher than SELV's 5.03% return.

QDPL

• 1D: -0.50%
• 1M: 0.16%
• 6M: 8.57%
• YTD: 10.05%
• 1Y: 20.20%
• 3Y*: 18.52%
• 5Y*: 12.25%
• 10Y*: —

SELV

• 1D: 2.00%
• 1M: 2.54%
• 6M: 3.27%
• YTD: 5.03%
• 1Y: 11.14%
• 3Y*: 11.58%
• 5Y*: —
• 10Y*: —

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

QDPL vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	10.05%	16.52%	22.83%	23.66%	-3.64%
SELV SEI Enhanced Low Volatility US Large Cap ETF	5.03%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between QDPL and SELV is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.65

Over the past year, the correlation between QDPL and SELV has dropped to 0.23 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

QDPL vs. SELV - Sectors Allocation Comparison

Sectors	QDPL	SELV
Technology	39.1%	21.4%
Financial Services	11.1%	4.8%
Communication Services	10.7%	15.8%
Consumer Cyclical	9.9%	4.9%
Healthcare	8.3%	17.0%
Industrials	7.8%	7.5%
Consumer Defensive	4.5%	12.3%
Energy	3.1%	4.3%
Utilities	2.1%	7.6%
Real Estate	1.8%	0.1%
Basic Materials	1.7%	2.8%

Return for Risk

QDPL vs. SELV — Risk / Return Rank

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

QDPL

QDPL Risk / Return Rank: 62
QDPL Sharpe Ratio Rank: 61
QDPL Sortino Ratio Rank: 60
QDPL Omega Ratio Rank: 61
QDPL Calmar Ratio Rank: 58
QDPL Martin Ratio Rank: 72

SELV

SELV Risk / Return Rank: 41
SELV Sharpe Ratio Rank: 40
SELV Sortino Ratio Rank: 40
SELV Omega Ratio Rank: 38
SELV Calmar Ratio Rank: 46
SELV Martin Ratio Rank: 40

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. SELV - 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 SEI Enhanced Low Volatility US Large Cap ETF (SELV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QDPL	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.18	+0.45
Sortino ratio: Return per unit of downside risk	2.28	1.74	+0.54
Omega ratio: Gain probability vs. loss probability	1.30	1.21	+0.09
Calmar ratio: Return relative to maximum drawdown	2.35	1.89	+0.46
Martin ratio: Return relative to average drawdown	10.34	5.03	+5.31

QDPL vs. SELV - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 1.63, which is higher than the SELV Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of QDPL and SELV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QDPL vs. SELV - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for QDPL and SELV.

Drawdown Indicators

	QDPL	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-22.59%	-13.73%	-8.86%
Max Drawdown (1Y) Largest decline over 1 year	-8.65%	-5.92%	-2.73%
Max Drawdown (3Y) Largest decline over 3 years	-17.75%	-8.94%	-8.81%
Max Drawdown (5Y) Largest decline over 5 years	-22.59%	—	—
Current Drawdown Current decline from peak	-0.96%	0.00%	-0.96%
Average Drawdown Average peak-to-trough decline	-5.07%	-2.37%	-2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	2.22%	-0.26%

Volatility

QDPL vs. SELV - Volatility Comparison

The current volatility for Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) is 3.06%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 4.60%. This indicates that QDPL experiences smaller price fluctuations and is considered to be less risky than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDPL	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.06%	4.60%	-1.54%
Volatility (6M) Calculated over the trailing 6-month period	9.87%	7.67%	+2.20%
Volatility (1Y) Calculated over the trailing 1-year period	12.47%	9.53%	+2.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.03%	11.95%	+3.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.01%	11.95%	+3.06%

QDPL vs. SELV - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

QDPL vs. SELV - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 4.54%, more than SELV's 1.70% yield.

Position	TTM	2025	2024	2023	2022	2021
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	4.54%	4.84%	5.43%	6.30%	7.27%	2.44%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.70%	1.74%	1.77%	2.06%	1.26%	0.00%

Frequently Asked Questions

Can I hold both QDPL and SELV in my portfolio?

QDPL and SELV have a correlation of 0.23, 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 SELV?

SELV has higher volatility (4.60%) compared to QDPL (3.06%). In terms of maximum drawdown, QDPL dropped -22.59% vs SELV's -13.73%.

Which ETF is better, QDPL or SELV?

On 3-year performance, QDPL leads with 18.52% vs 11.58% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, QDPL has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QDPL or SELV?

Over the 3-year period, QDPL has performed better with a 18.52% return vs 11.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDPL or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.60% for QDPL.

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

QDPL has the higher dividend yield at 4.54%, compared with 1.70% for SELV.

What is the main difference between QDPL and SELV?

They also come from different issuers: Pacer and SEI. Their fees differ too: 0.60% for QDPL and 0.15% for SELV.

Which has better risk-adjusted returns?

QDPL currently has the higher Sharpe Ratio (1.63 vs 1.18), 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.