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QSIX vs. EIPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QSIX vs. EIPI - 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 FT Energy Income Partners Enhanced Income ETF (EIPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QSIX achieves a 19.16% return, which is significantly higher than EIPI's 15.54% return.


QSIX

1D
-0.45%
1M
8.46%
YTD
19.16%
6M
17.84%
1Y
37.26%
3Y*
5Y*
10Y*

EIPI

1D
0.86%
1M
-1.09%
YTD
15.54%
6M
14.03%
1Y
23.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIX vs. EIPI - Yearly Performance Comparison


Correlation

The correlation between QSIX and EIPI is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

0.14

The correlation between QSIX and EIPI shifts across timeframes, from -0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QSIX vs. EIPI — Risk / Return Rank

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

QSIX
QSIX Risk / Return Rank: 7474
Overall Rank
QSIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QSIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
QSIX Omega Ratio Rank: 7575
Omega Ratio Rank
QSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
QSIX Martin Ratio Rank: 7272
Martin Ratio Rank

EIPI
EIPI Risk / Return Rank: 8383
Overall Rank
EIPI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EIPI Sortino Ratio Rank: 8383
Sortino Ratio Rank
EIPI Omega Ratio Rank: 7474
Omega Ratio Rank
EIPI Calmar Ratio Rank: 9292
Calmar Ratio Rank
EIPI Martin Ratio Rank: 8686
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.

QSIX vs. EIPI - 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 FT Energy Income Partners Enhanced Income ETF (EIPI). 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.


QSIXEIPIDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratioReturn relative to maximum drawdown

3.39

6.00

-2.61

Martin ratioReturn relative to average drawdown

13.29

18.08

-4.79

QSIX vs. EIPI - Sharpe Ratio Comparison

The current QSIX Sharpe Ratio is 2.54, which is comparable to the EIPI Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of QSIX and EIPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QSIXEIPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

2.53

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

1.55

-0.19

Drawdowns

QSIX vs. EIPI - Drawdown Comparison

The maximum QSIX drawdown since its inception was -20.72%, which is greater than EIPI's maximum drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for QSIX and EIPI.


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Drawdown Indicators


QSIXEIPIDifference

Max Drawdown

Largest peak-to-trough decline

-20.72%

-12.33%

-8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-4.00%

-7.05%

Current Drawdown

Current decline from peak

-0.73%

-1.78%

+1.05%

Average Drawdown

Average peak-to-trough decline

-3.06%

-1.67%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.32%

+1.49%

Volatility

QSIX vs. EIPI - Volatility Comparison

Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) has a higher volatility of 4.10% compared to FT Energy Income Partners Enhanced Income ETF (EIPI) at 3.71%. This indicates that QSIX's price experiences larger fluctuations and is considered to be riskier than EIPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSIXEIPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

3.71%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.23%

7.26%

+3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

9.58%

+5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

13.08%

+6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.16%

13.08%

+6.08%

QSIX vs. EIPI - Expense Ratio Comparison

QSIX has a 0.60% expense ratio, which is lower than EIPI's 1.11% expense ratio.


Dividends

QSIX vs. EIPI - Dividend Comparison

QSIX's dividend yield for the trailing twelve months is around 3.84%, less than EIPI's 6.72% yield.


Frequently Asked Questions


QSIX and EIPI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QSIX has higher volatility (4.10%) compared to EIPI (3.71%). In terms of maximum drawdown, QSIX dropped -20.72% vs EIPI's -12.33%.

On 1-year performance, QSIX leads with 37.26% vs 23.89% for EIPI. On fees, QSIX is cheaper at 0.60% per year. On volatility, EIPI has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QSIX has performed better with a 37.26% return vs 23.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QSIX is cheaper with a 0.60% expense ratio, compared with 1.11% for EIPI.

EIPI has the higher dividend yield at 6.72%, compared with 3.84% for QSIX.

QSIX is categorized as Nasdaq-100, while EIPI is Derivative Income. They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.60% for QSIX and 1.11% for EIPI.

QSIX currently has the higher Sharpe Ratio (2.54 vs 2.53), 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.

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