PortfoliosLab logoPortfoliosLab logo
QFRD vs. QDPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFRD vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


QFRD

1D
-3.92%
1M
6.13%
YTD
6M
1Y
3Y*
5Y*
10Y*

QDPL

1D
-2.90%
1M
0.45%
YTD
7.59%
6M
7.48%
1Y
23.73%
3Y*
19.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QFRD vs. QDPL - Yearly Performance Comparison


Correlation

The correlation between QFRD and QDPL is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QFRD vs. QDPL — Risk / Return Rank

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

QFRD

QDPL
QDPL Risk / Return Rank: 6161
Overall Rank
QDPL Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 5858
Sortino Ratio Rank
QDPL Omega Ratio Rank: 6060
Omega Ratio Rank
QDPL Calmar Ratio Rank: 5858
Calmar Ratio Rank
QDPL Martin Ratio Rank: 7171
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.

QFRD vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). 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.

QFRD vs. QDPL - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


QFRDQDPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

0.79

+0.71

Drawdowns

QFRD vs. QDPL - Drawdown Comparison

The maximum QFRD drawdown since its inception was -9.69%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for QFRD and QDPL.


Loading charts...

Drawdown Indicators


QFRDQDPLDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-22.59%

+12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

Current Drawdown

Current decline from peak

-5.58%

-3.17%

-2.41%

Average Drawdown

Average peak-to-trough decline

-2.86%

-5.14%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

Volatility

QFRD vs. QDPL - Volatility Comparison


Loading charts...

Volatility by Period


QFRDQDPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.55%

12.25%

+8.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.55%

15.06%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

15.06%

+5.49%

QFRD vs. QDPL - Expense Ratio Comparison

QFRD has a 0.49% expense ratio, which is lower than QDPL's 0.60% expense ratio.


Dividends

QFRD vs. QDPL - Dividend Comparison

QFRD's dividend yield for the trailing twelve months is around 0.11%, less than QDPL's 5.18% yield.


PositionTTM20252024202320222021
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.18%4.84%5.43%6.30%7.27%2.44%
QFRD
Pacer S&P 500 Quality FCF R&D Leaders ETF
0.11%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QFRD and QDPL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QFRD is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QFRD is cheaper with a 0.49% expense ratio, compared with 0.60% for QDPL.

QDPL has the higher dividend yield at 5.18%, compared with 0.11% for QFRD.

QFRD is categorized as Large Cap Growth Equities, while QDPL is Large Cap Blend Equities. Their fees differ too: 0.49% for QFRD and 0.60% for QDPL.

Portfolio Optimizer

Find the right allocation for QFRD and QDPL

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

Open Portfolio Optimizer