QSIAW vs. QDPL

Last updated Apr 1, 2026

Compare and contrast key facts about Quantum-Si incorporated (QSIAW) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL).

QDPL is an actively managed fund by Pacer. It was launched on Jul 12, 2021.

Performance

QSIAW vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantum-Si incorporated (QSIAW) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). The values are adjusted to include any dividend payments, if applicable.

QSIAW vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QSIAW Quantum-Si incorporated	-45.84%	-83.96%	295.68%	26.37%	-86.10%	-50.04%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	-4.29%	16.52%	22.83%	23.66%	-16.25%	8.32%

Returns By Period

In the year-to-date period, QSIAW achieves a -45.84% return, which is significantly lower than QDPL's -4.29% return.

QSIAW

• 1D: -22.43%
• 1M: -42.63%
• YTD: -45.84%
• 6M: -59.78%
• 1Y: -72.85%
• 3Y*: -10.21%
• 5Y*: —
• 10Y*: —

QDPL

• 1D: 2.81%
• 1M: -4.61%
• YTD: -4.29%
• 6M: -1.77%
• 1Y: 15.55%
• 3Y*: 16.66%
• 5Y*: —
• 10Y*: —

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

Return for Risk

QSIAW vs. QDPL — Risk / Return Rank

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

QSIAW

QSIAW Risk / Return Rank: 27
QSIAW Sharpe Ratio Rank: 24
QSIAW Sortino Ratio Rank: 41
QSIAW Omega Ratio Rank: 40
QSIAW Calmar Ratio Rank: 11
QSIAW Martin Ratio Rank: 18

QDPL

QDPL Risk / Return Rank: 58
QDPL Sharpe Ratio Rank: 51
QDPL Sortino Ratio Rank: 54
QDPL Omega Ratio Rank: 58
QDPL Calmar Ratio Rank: 58
QDPL Martin Ratio Rank: 69

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.

QSIAW vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum-Si incorporated (QSIAW) 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.

	QSIAW	QDPL	Difference
Sharpe ratio Return per unit of total volatility	-0.37	0.87	-1.23
Sortino ratio Return per unit of downside risk	0.46	1.34	-0.88
Omega ratio Gain probability vs. loss probability	1.06	1.20	-0.15
Calmar ratio Return relative to maximum drawdown	-0.83	1.37	-2.20
Martin ratio Return relative to average drawdown	-1.21	6.60	-7.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QSIAW vs. QDPL - Sharpe Ratio Comparison

The current QSIAW Sharpe Ratio is -0.37, which is lower than the QDPL Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of QSIAW and QDPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QSIAW	QDPL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.37	0.87	-1.23
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.63	-0.86

Correlation

The correlation between QSIAW and QDPL is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

QSIAW vs. QDPL - Dividend Comparison

QSIAW has not paid dividends to shareholders, while QDPL's dividend yield for the trailing twelve months is around 5.13%.

	TTM	2025	2024	2023	2022	2021
QSIAW Quantum-Si incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.13%	4.84%	5.43%	6.30%	7.27%	2.44%

Drawdowns

QSIAW vs. QDPL - Drawdown Comparison

The maximum QSIAW drawdown since its inception was -98.83%, which is greater than QDPL's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for QSIAW and QDPL.

Drawdown Indicators

	QSIAW	QDPL	Difference
Max Drawdown Largest peak-to-trough decline	-98.83%	-22.59%	-76.24%
Max Drawdown (1Y) Largest decline over 1 year	-89.78%	-11.94%	-77.84%
Current Drawdown Current decline from peak	-97.36%	-6.08%	-91.28%
Average Drawdown Average peak-to-trough decline	-84.28%	-5.30%	-78.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	61.78%	2.48%	+59.30%

Volatility

QSIAW vs. QDPL - Volatility Comparison

Quantum-Si incorporated (QSIAW) has a higher volatility of 56.92% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 5.30%. This indicates that QSIAW'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.

Volatility by Period

	QSIAW	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	56.92%	5.30%	+51.62%
Volatility (6M) Calculated over the trailing 6-month period	132.52%	9.39%	+123.13%
Volatility (1Y) Calculated over the trailing 1-year period	199.63%	18.01%	+181.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	211.05%	15.12%	+195.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	211.05%	15.12%	+195.93%