QQQA vs. QSIX

Last updated Jun 6, 2026

QQQA (ProShares Nasdaq-100 Dorsey Wright Momentum ETF) and QSIX (Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF) are both Nasdaq-100 funds - QQQA tracks the NASDAQ-100 Dorsey Wright Momentum Index - Benchmark TR Gross while QSIX tracks the Nasdaq-100 Index. Both are passively managed. Over the past year, QQQA returned 73.96% vs 32.32% for QSIX. Their correlation of 0.86 suggests significant overlap in exposure. QQQA charges 0.58%/yr vs 0.60%/yr for QSIX.

Performance

QQQA vs. QSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) and Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QQQA achieves a 50.73% return, which is significantly higher than QSIX's 13.96% return.

QQQA

• 1D: -8.16%
• 1M: 4.93%
• YTD: 50.73%
• 6M: 51.41%
• 1Y: 73.96%
• 3Y*: 30.35%
• 5Y*: 12.63%
• 10Y*: —

QSIX

• 1D: -4.36%
• 1M: 1.80%
• YTD: 13.96%
• 6M: 12.17%
• 1Y: 32.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QQQA vs. QSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF	50.73%	9.87%	4.59%
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	13.96%	18.54%	4.66%

Correlation

The correlation between QQQA and QSIX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024	0.86

The correlation between QQQA and QSIX has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

Return for Risk

QQQA vs. QSIX — Risk / Return Rank

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

QQQA

QQQA Risk / Return Rank: 83
QQQA Sharpe Ratio Rank: 85
QQQA Sortino Ratio Rank: 73
QQQA Omega Ratio Rank: 79
QQQA Calmar Ratio Rank: 89
QQQA Martin Ratio Rank: 88

QSIX

QSIX Risk / Return Rank: 66
QSIX Sharpe Ratio Rank: 69
QSIX Sortino Ratio Rank: 64
QSIX Omega Ratio Rank: 67
QSIX Calmar Ratio Rank: 63
QSIX Martin Ratio Rank: 66

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.

QQQA vs. QSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) and Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX). 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.

	QQQA	QSIX	Difference
Sharpe ratio: Return per unit of total volatility	2.72	2.11	+0.60
Sortino ratio: Return per unit of downside risk	3.19	2.76	+0.43
Omega ratio: Gain probability vs. loss probability	1.45	1.37	+0.08
Calmar ratio: Return relative to maximum drawdown	5.11	2.94	+2.17
Martin ratio: Return relative to average drawdown	18.91	11.46	+7.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQQA vs. QSIX - Sharpe Ratio Comparison

The current QQQA Sharpe Ratio is 2.72, which is comparable to the QSIX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of QQQA and QSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QQQA	QSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.72	2.11	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	1.17	-0.67

Drawdowns

QQQA vs. QSIX - Drawdown Comparison

The maximum QQQA drawdown since its inception was -38.44%, which is greater than QSIX's maximum drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for QQQA and QSIX.

Drawdown Indicators

	QQQA	QSIX	Difference
Max Drawdown Largest peak-to-trough decline	-38.44%	-20.72%	-17.72%
Max Drawdown (1Y) Largest decline over 1 year	-14.54%	-11.05%	-3.49%
Max Drawdown (3Y) Largest decline over 3 years	-30.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.44%	—	—
Current Drawdown Current decline from peak	-8.86%	-5.06%	-3.80%
Average Drawdown Average peak-to-trough decline	-15.66%	-3.06%	-12.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.92%	2.83%	+1.09%

Volatility

QQQA vs. QSIX - Volatility Comparison

ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) has a higher volatility of 13.23% compared to Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) at 6.10%. This indicates that QQQA's price experiences larger fluctuations and is considered to be riskier than QSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQQA	QSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.23%	6.10%	+7.13%
Volatility (6M) Calculated over the trailing 6-month period	23.90%	12.13%	+11.77%
Volatility (1Y) Calculated over the trailing 1-year period	27.39%	15.38%	+12.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.08%	19.45%	+6.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.01%	19.45%	+6.56%

QQQA vs. QSIX - Expense Ratio Comparison

QQQA has a 0.58% expense ratio, which is lower than QSIX's 0.60% expense ratio.

Dividends

QQQA vs. QSIX - Dividend Comparison

QQQA's dividend yield for the trailing twelve months is around 0.07%, less than QSIX's 4.01% yield.

Position	TTM	2025	2024	2023	2022	2021
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF	0.07%	0.10%	0.09%	0.34%	0.28%	0.10%
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	4.01%	4.02%	1.07%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QQQA and QSIX in my portfolio?

QQQA and QSIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QQQA or QSIX?

QQQA has higher volatility (13.23%) compared to QSIX (6.10%). In terms of maximum drawdown, QQQA dropped -38.44% vs QSIX's -20.72%.

Which ETF is better, QQQA or QSIX?

On 1-year performance, QQQA leads with 73.96% vs 32.32% for QSIX. On fees, QQQA is cheaper at 0.58% per year. On volatility, QSIX has been the lower-risk option at 6.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QQQA or QSIX?

Over the 1-year period, QQQA has performed better with a 73.96% return vs 32.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QQQA or QSIX?

QQQA is cheaper with a 0.58% expense ratio, compared with 0.60% for QSIX.

Which ETF pays a higher dividend yield, QQQA or QSIX?

QSIX has the higher dividend yield at 4.01%, compared with 0.07% for QQQA.

What is the main difference between QQQA and QSIX?

QQQA tracks NASDAQ-100 Dorsey Wright Momentum Index - Benchmark TR Gross, while QSIX tracks Nasdaq-100 Index. They also come from different issuers: ProShares and Pacer. Their fees differ too: 0.58% for QQQA and 0.60% for QSIX.

Which has better risk-adjusted returns?

QQQA currently has the higher Sharpe Ratio (2.72 vs 2.11), 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.