QSIX vs. CRSH

Last updated Jun 25, 2026

QSIX (Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF) and CRSH (YieldMax Short TSLA Option Income Strategy ETF) are both exchange-traded funds - QSIX is a Nasdaq-100 fund tracking the Nasdaq-100 Index, while CRSH is a Derivative Income fund actively managed by YieldMax. QSIX is passively managed, while CRSH is actively managed. Over the past year, QSIX returned 29.55% vs -7.68% for CRSH. At a correlation of -0.59, they often move in opposite directions. QSIX charges 0.60%/yr vs 0.99%/yr for CRSH.

Performance

QSIX vs. CRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QSIX achieves a 14.58% return, which is significantly higher than CRSH's 12.45% return.

QSIX

• 1D: -0.66%
• 1M: -0.97%
• YTD: 14.58%
• 6M: 12.89%
• 1Y: 29.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CRSH

• 1D: 1.32%
• 1M: 9.65%
• YTD: 12.45%
• 6M: 19.65%
• 1Y: -7.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QSIX vs. CRSH - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	14.58%	18.54%	4.81%
CRSH YieldMax Short TSLA Option Income Strategy ETF	12.45%	-13.40%	-41.35%

Correlation

The correlation between QSIX and CRSH is -0.58, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.58
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024	-0.59

The correlation between QSIX and CRSH has been stable across timeframes, ranging from -0.59 to -0.58 - a consistent structural relationship.

Return for Risk

QSIX vs. CRSH — Risk / Return Rank

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

QSIX

QSIX Risk / Return Rank: 62
QSIX Sharpe Ratio Rank: 63
QSIX Sortino Ratio Rank: 59
QSIX Omega Ratio Rank: 60
QSIX Calmar Ratio Rank: 62
QSIX Martin Ratio Rank: 64

CRSH

CRSH Risk / Return Rank: 7
CRSH Sharpe Ratio Rank: 7
CRSH Sortino Ratio Rank: 7
CRSH Omega Ratio Rank: 7
CRSH Calmar Ratio Rank: 7
CRSH Martin Ratio Rank: 7

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.

QSIX vs. CRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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.

	QSIX	CRSH	Difference
Sharpe ratio: Return per unit of total volatility	1.81	-0.22	+2.03
Sortino ratio: Return per unit of downside risk	2.43	-0.07	+2.50
Omega ratio: Gain probability vs. loss probability	1.32	0.99	+0.33
Calmar ratio: Return relative to maximum drawdown	2.69	-0.23	+2.92
Martin ratio: Return relative to average drawdown	10.11	-0.35	+10.46

QSIX vs. CRSH - Sharpe Ratio Comparison

The current QSIX Sharpe Ratio is 1.81, which is higher than the CRSH Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of QSIX and CRSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QSIX vs. CRSH - Drawdown Comparison

The maximum QSIX drawdown since its inception was -20.72%, smaller than the maximum CRSH drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for QSIX and CRSH.

Drawdown Indicators

	QSIX	CRSH	Difference
Max Drawdown Largest peak-to-trough decline	-20.72%	-63.68%	+42.96%
Max Drawdown (1Y) Largest decline over 1 year	-11.05%	-33.45%	+22.40%
Current Drawdown Current decline from peak	-4.54%	-55.76%	+51.22%
Average Drawdown Average peak-to-trough decline	-3.06%	-43.42%	+40.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	21.71%	-18.78%

Volatility

QSIX vs. CRSH - Volatility Comparison

The current volatility for Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) is 8.16%, while YieldMax Short TSLA Option Income Strategy ETF (CRSH) has a volatility of 9.65%. This indicates that QSIX experiences smaller price fluctuations and is considered to be less risky than CRSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QSIX	CRSH	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.16%	9.65%	-1.49%
Volatility (6M) Calculated over the trailing 6-month period	13.26%	22.38%	-9.12%
Volatility (1Y) Calculated over the trailing 1-year period	16.41%	35.54%	-19.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.75%	47.24%	-27.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.75%	47.24%	-27.49%

QSIX vs. CRSH - Expense Ratio Comparison

QSIX has a 0.60% expense ratio, which is lower than CRSH's 0.99% expense ratio.

Dividends

QSIX vs. CRSH - Dividend Comparison

QSIX's dividend yield for the trailing twelve months is around 3.99%, less than CRSH's 82.03% yield.

Position	TTM	2025	2024
CRSH YieldMax Short TSLA Option Income Strategy ETF	82.03%	138.78%	94.25%
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	3.99%	4.02%	1.07%

Frequently Asked Questions

Can I hold both QSIX and CRSH in my portfolio?

QSIX and CRSH have a correlation of -0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QSIX or CRSH?

CRSH has higher volatility (9.65%) compared to QSIX (8.16%). In terms of maximum drawdown, QSIX dropped -20.72% vs CRSH's -63.68%.

Which ETF is better, QSIX or CRSH?

On 1-year performance, QSIX leads with 29.55% vs -7.68% for CRSH. On fees, QSIX is cheaper at 0.60% per year. On volatility, QSIX has been the lower-risk option at 8.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QSIX or CRSH?

Over the 1-year period, QSIX has performed better with a 29.55% return vs -7.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QSIX or CRSH?

QSIX is cheaper with a 0.60% expense ratio, compared with 0.99% for CRSH.

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

CRSH has the higher dividend yield at 82.03%, compared with 3.99% for QSIX.

What is the main difference between QSIX and CRSH?

QSIX is categorized as Nasdaq-100, while CRSH is Derivative Income. They also come from different issuers: Pacer and YieldMax. Their fees differ too: 0.60% for QSIX and 0.99% for CRSH.

Which has better risk-adjusted returns?

QSIX currently has the higher Sharpe Ratio (1.81 vs -0.22), 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.