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QFHD vs. DVYA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFHD vs. DVYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF High Dividend ETF (QFHD) and iShares Asia/Pacific Dividend ETF (DVYA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QFHD

1D
0.06%
1M
1.25%
YTD
6M
1Y
3Y*
5Y*
10Y*

DVYA

1D
-2.78%
1M
-5.74%
YTD
9.94%
6M
10.13%
1Y
33.75%
3Y*
20.18%
5Y*
9.21%
10Y*
6.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QFHD vs. DVYA - Yearly Performance Comparison


Correlation

The correlation between QFHD and DVYA is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 14, 2026

0.38

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Return for Risk

QFHD vs. DVYA — Risk / Return Rank

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

QFHD

DVYA
DVYA Risk / Return Rank: 7878
Overall Rank
DVYA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 7878
Sortino Ratio Rank
DVYA Omega Ratio Rank: 7878
Omega Ratio Rank
DVYA Calmar Ratio Rank: 7979
Calmar Ratio Rank
DVYA 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.

QFHD vs. DVYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF High Dividend ETF (QFHD) and iShares Asia/Pacific Dividend ETF (DVYA). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QFHD vs. DVYA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QFHDDVYADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.82

0.29

+1.53

Drawdowns

QFHD vs. DVYA - Drawdown Comparison

The maximum QFHD drawdown since its inception was -5.52%, smaller than the maximum DVYA drawdown of -45.61%. Use the drawdown chart below to compare losses from any high point for QFHD and DVYA.


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Drawdown Indicators


QFHDDVYADifference

Max Drawdown

Largest peak-to-trough decline

-5.52%

-45.61%

+40.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

Current Drawdown

Current decline from peak

-1.49%

-6.03%

+4.54%

Average Drawdown

Average peak-to-trough decline

-2.13%

-10.06%

+7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

Volatility

QFHD vs. DVYA - Volatility Comparison


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Volatility by Period


QFHDDVYADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

13.32%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.37%

15.13%

-4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.37%

17.57%

-7.20%

QFHD vs. DVYA - Expense Ratio Comparison

Both QFHD and DVYA have an expense ratio of 0.49%.


Dividends

QFHD vs. DVYA - Dividend Comparison

QFHD's dividend yield for the trailing twelve months is around 1.34%, less than DVYA's 4.46% yield.


PositionTTM20252024202320222021202020192018201720162015
DVYA
iShares Asia/Pacific Dividend ETF
4.46%4.71%5.97%6.48%7.29%5.81%3.66%5.52%6.24%4.74%4.79%5.33%
QFHD
Pacer S&P 500 Quality FCF High Dividend ETF
1.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QFHD and DVYA have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QFHD and DVYA have the same expense ratio: 0.49% per year.

DVYA has the higher dividend yield at 4.46%, compared with 1.34% for QFHD.

QFHD is categorized as Dividend, while DVYA is Asia Pacific Equities. QFHD tracks S&P 500 Quality FCF High Dividend Index, while DVYA tracks Dow Jones Asia/Pacific Select Dividend 30 Index. They also come from different issuers: Pacer and iShares.

Portfolio Optimizer

Find the right allocation for QFHD and DVYA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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