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

Performance

QQQG vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) 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

In the year-to-date period, QQQG achieves a 28.97% return, which is significantly higher than QDPL's 12.23% return.


QQQG

1D
3.68%
1M
0.46%
6M
32.20%
YTD
28.97%
1Y
34.56%
3Y*
5Y*
10Y*
ALL TIME*
23.24%

QDPL

1D
1.13%
1M
2.59%
6M
11.02%
YTD
12.23%
1Y
21.56%
3Y*
19.73%
5Y*
12.24%
10Y*
ALL TIME*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.38M$5.28M$6.16M
$354.95K$397.77K$489.74K

QQQG vs. QDPL - Yearly Performance Comparison


Correlation

The correlation between QQQG and QDPL is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2024

0.79

The correlation between QQQG and QDPL has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.

QQQG vs. QDPL - Sectors Allocation Comparison


Sectors
QQQG
QDPL

Technology

76.3%
31.0%

Healthcare

9.7%
7.5%

Communication Services

4.4%
7.6%

Consumer Cyclical

3.6%
7.2%

Consumer Defensive

2.1%
3.8%

Energy

2.0%
2.8%

Industrials

2.0%
6.3%

Basic Materials

-

1.5%

Financial Services

-

10.0%

Real Estate

-

1.6%

Utilities

-

2.2%

Technology

QQQG
76.3%
QDPL
31.0%

Healthcare

QQQG
9.7%
QDPL
7.5%

Communication Services

QQQG
4.4%
QDPL
7.6%

Consumer Cyclical

QQQG
3.6%
QDPL
7.2%

Consumer Defensive

QQQG
2.1%
QDPL
3.8%

Energy

QQQG
2.0%
QDPL
2.8%

Industrials

QQQG
2.0%
QDPL
6.3%

Basic Materials

QQQG

-

QDPL
1.5%

Financial Services

QQQG

-

QDPL
10.0%

Real Estate

QQQG

-

QDPL
1.6%

Utilities

QQQG

-

QDPL
2.2%

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

QQQG vs. QDPL — Risk / Return Rank

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

QQQG
QQQG Risk / Return Rank: 5353
Overall Rank
QQQG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QQQG Sortino Ratio Rank: 4848
Sortino Ratio Rank
QQQG Omega Ratio Rank: 4848
Omega Ratio Rank
QQQG Calmar Ratio Rank: 6464
Calmar Ratio Rank
QQQG Martin Ratio Rank: 5757
Martin Ratio Rank

QDPL
QDPL Risk / Return Rank: 6767
Overall Rank
QDPL Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 6464
Sortino Ratio Rank
QDPL Omega Ratio Rank: 6464
Omega Ratio Rank
QDPL Calmar Ratio Rank: 6363
Calmar Ratio Rank
QDPL Martin Ratio Rank: 7676
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.

QQQG vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) 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.

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.


QQQGQDPLDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

2.52

2.51

+0.01

Martin ratioReturn relative to average drawdown

7.47

10.80

-3.34

QQQG vs. QDPL - Sharpe Ratio Comparison

The current QQQG Sharpe Ratio is 1.41, which is comparable to the QDPL Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of QQQG and QDPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QQQG vs. QDPL - Drawdown Comparison

The maximum QQQG drawdown since its inception was -23.61%, roughly equal to the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for QQQG and QDPL.


Loading charts...

Drawdown Indicators


QQQGQDPLDifference

Max Drawdown

Largest peak-to-trough decline

-23.61%

-22.59%

-1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.79%

-8.65%

-5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.59%

Current Drawdown

Current decline from peak

-5.78%

0.00%

-5.78%

Average Drawdown

Average peak-to-trough decline

-3.76%

-5.03%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

2.00%

+2.64%

Volatility

QQQG vs. QDPL - Volatility Comparison

Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) has a higher volatility of 9.43% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 3.45%. This indicates that QQQG's price experiences larger fluctuations and is considered to be riskier than QDPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QQQGQDPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.43%

3.45%

+5.98%

Volatility (6M)

Calculated over the trailing 6-month period

21.40%

10.06%

+11.34%

Volatility (1Y)

Calculated over the trailing 1-year period

24.67%

12.67%

+12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.10%

15.05%

+10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.10%

15.00%

+10.10%

QQQG vs. QDPL - Expense Ratio Comparison

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


Dividends

QQQG vs. QDPL - Dividend Comparison

QQQG's dividend yield for the trailing twelve months is around 0.05%, less than QDPL's 4.46% yield.


PositionTTM20252024202320222021
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
4.46%4.84%5.43%6.30%7.27%2.44%
QQQG
Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF
0.05%0.06%0.11%0.00%0.00%0.00%

Frequently Asked Questions


QQQG and QDPL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQG has higher volatility (9.43%) compared to QDPL (3.45%). In terms of maximum drawdown, QQQG dropped -23.61% vs QDPL's -22.59%.

On 1-year performance, QQQG leads with 34.56% vs 21.56% for QDPL. On fees, QQQG is cheaper at 0.49% per year. On volatility, QDPL has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQG has performed better with a 34.56% return vs 21.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

QDPL has the higher dividend yield at 4.46%, compared with 0.05% for QQQG.

QQQG is categorized as Nasdaq-100, while QDPL is Large Cap Blend Equities. Their fees differ too: 0.49% for QQQG and 0.60% for QDPL.

QDPL currently has the higher Sharpe Ratio (1.72 vs 1.41), 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.

Portfolio Optimizer

Find the right allocation for QQQG 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