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QFHD vs. QARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFHD vs. QARP - 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 Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QFHD

1D
-0.29%
1M
1.83%
6M
8.33%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

QARP

1D
0.52%
1M
1.69%
6M
8.81%
YTD
13.09%
1Y
25.79%
3Y*
16.68%
5Y*
11.83%
10Y*
ALL TIME*
14.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$110.48K$118.49K$177.11K
$8.06K$29.95K$25.81K

QFHD vs. QARP - Yearly Performance Comparison


Correlation

The correlation between QFHD and QARP is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.49

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Return for Risk

QFHD vs. QARP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QFHD

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


QARP
QARP Risk / Return Rank: 9090
Overall Rank
QARP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 9191
Sortino Ratio Rank
QARP Omega Ratio Rank: 8989
Omega Ratio Rank
QARP Calmar Ratio Rank: 8686
Calmar Ratio Rank
QARP Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QFHD vs. QARP - 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 Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). 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.


QFHDQARPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.37

Martin ratioReturn relative to average drawdown

15.08

QFHD vs. QARP - Sharpe Ratio Comparison


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Drawdowns

QFHD vs. QARP - Drawdown Comparison

The maximum QFHD drawdown since its inception was -5.52%, smaller than the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for QFHD and QARP.


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Drawdown Indicators


QFHDQARPDifference

Max Drawdown

Largest peak-to-trough decline

-5.52%

-35.44%

+29.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Current Drawdown

Current decline from peak

-1.91%

-0.14%

-1.77%

Average Drawdown

Average peak-to-trough decline

-1.77%

-4.37%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

Volatility

QFHD vs. QARP - Volatility Comparison


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Volatility by Period


QFHDQARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

10.71%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.91%

15.52%

-4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.91%

19.51%

-8.60%

QFHD vs. QARP - Expense Ratio Comparison

QFHD has a 0.49% expense ratio, which is higher than QARP's 0.19% expense ratio.


Dividends

QFHD vs. QARP - Dividend Comparison

QFHD's dividend yield for the trailing twelve months is around 1.29%, more than QARP's 1.02% yield.


PositionTTM20252024202320222021202020192018
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
1.02%1.14%1.39%1.28%1.68%1.34%1.61%1.85%1.39%
QFHD
Pacer S&P 500 Quality FCF High Dividend ETF
1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QFHD and QARP have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QARP is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QARP is cheaper with a 0.19% expense ratio, compared with 0.49% for QFHD.

QFHD has the higher dividend yield at 1.29%, compared with 1.02% for QARP.

QFHD tracks S&P 500 Quality FCF High Dividend Index, while QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index. They also come from different issuers: Pacer and Deutsche Bank. Their fees differ too: 0.49% for QFHD and 0.19% for QARP.

Portfolio Optimizer

Find the right allocation for QFHD and QARP

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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