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QDPL vs. UNOV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDPL vs. UNOV - 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 Innovator U.S. Equity Ultra Buffer ETF - November (UNOV). The values are adjusted to include any dividend payments, if applicable.

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QDPL vs. UNOV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
-4.29%16.52%22.83%23.66%-16.25%8.32%
UNOV
Innovator U.S. Equity Ultra Buffer ETF - November
-2.07%9.92%9.42%14.18%-6.23%1.30%

Returns By Period

In the year-to-date period, QDPL achieves a -4.29% return, which is significantly lower than UNOV's -2.07% return.


QDPL

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

UNOV

1D
1.34%
1M
-2.51%
YTD
-2.07%
6M
-0.53%
1Y
9.78%
3Y*
8.77%
5Y*
5.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDPL vs. UNOV - Expense Ratio Comparison

QDPL has a 0.60% expense ratio, which is lower than UNOV's 0.79% expense ratio.


Return for Risk

QDPL vs. UNOV — 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

UNOV
UNOV Risk / Return Rank: 7070
Overall Rank
UNOV Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UNOV Sortino Ratio Rank: 6767
Sortino Ratio Rank
UNOV Omega Ratio Rank: 7373
Omega Ratio Rank
UNOV Calmar Ratio Rank: 6767
Calmar Ratio Rank
UNOV Martin Ratio Rank: 7676
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. UNOV - 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 Innovator U.S. Equity Ultra Buffer ETF - November (UNOV). 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.


QDPLUNOVDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.16

-0.29

Sortino ratio

Return per unit of downside risk

1.34

1.71

-0.37

Omega ratio

Gain probability vs. loss probability

1.20

1.27

-0.07

Calmar ratio

Return relative to maximum drawdown

1.37

1.73

-0.36

Martin ratio

Return relative to average drawdown

6.60

8.24

-1.64

QDPL vs. UNOV - Sharpe Ratio Comparison

The current QDPL Sharpe Ratio is 0.87, which is comparable to the UNOV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of QDPL and UNOV, 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


QDPLUNOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.16

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.78

-0.14

Correlation

The correlation between QDPL and UNOV is 0.83, 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. UNOV - Dividend Comparison

QDPL's dividend yield for the trailing twelve months is around 5.13%, while UNOV has not paid dividends to shareholders.


TTM20252024202320222021
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.13%4.84%5.43%6.30%7.27%2.44%
UNOV
Innovator U.S. Equity Ultra Buffer ETF - November
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QDPL vs. UNOV - Drawdown Comparison

The maximum QDPL drawdown since its inception was -22.59%, which is greater than UNOV's maximum drawdown of -13.84%. Use the drawdown chart below to compare losses from any high point for QDPL and UNOV.


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Drawdown Indicators


QDPLUNOVDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-13.84%

-8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-5.78%

-6.16%

Max Drawdown (5Y)

Largest decline over 5 years

-9.10%

Current Drawdown

Current decline from peak

-6.08%

-3.25%

-2.83%

Average Drawdown

Average peak-to-trough decline

-5.30%

-1.69%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

1.21%

+1.27%

Volatility

QDPL vs. UNOV - Volatility Comparison

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) has a higher volatility of 5.30% compared to Innovator U.S. Equity Ultra Buffer ETF - November (UNOV) at 2.74%. This indicates that QDPL's price experiences larger fluctuations and is considered to be riskier than UNOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDPLUNOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

2.74%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

4.55%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

8.50%

+9.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

6.77%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

7.77%

+7.35%