QSIX vs. INDS

Last updated Jul 17, 2026

QSIX (Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF) and INDS (Pacer Benchmark Industrial Real Estate SCTR ETF) are both exchange-traded funds - QSIX is a Nasdaq-100 fund tracking the Nasdaq-100 Index, while INDS is a REIT fund tracking the Benchmark Industrial Real Estate SCTR Index. Both are passively managed. Over the past year, QSIX returned 24.89% vs 19.59% for INDS. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.60% expense ratio.

Performance

QSIX vs. INDS - 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 Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QSIX achieves a 13.86% return, which is significantly lower than INDS's 15.70% return.

QSIX

• 1D: -1.53%
• 1M: -3.16%
• 6M: 12.66%
• YTD: 13.86%
• 1Y: 24.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

INDS

• 1D: 3.05%
• 1M: 4.50%
• 6M: 7.68%
• YTD: 15.70%
• 1Y: 19.59%
• 3Y*: 4.73%
• 5Y*: 1.42%
• 10Y*: —

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

QSIX vs. INDS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	13.86%	18.54%	4.81%
INDS Pacer Benchmark Industrial Real Estate SCTR ETF	15.70%	7.78%	-17.91%

Correlation

The correlation between QSIX and INDS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024	0.19

Return for Risk

QSIX vs. INDS — Risk / Return Rank

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

QSIX

QSIX Risk / Return Rank: 54
QSIX Sharpe Ratio Rank: 54
QSIX Sortino Ratio Rank: 50
QSIX Omega Ratio Rank: 49
QSIX Calmar Ratio Rank: 56
QSIX Martin Ratio Rank: 58

INDS

INDS Risk / Return Rank: 39
INDS Sharpe Ratio Rank: 40
INDS Sortino Ratio Rank: 41
INDS Omega Ratio Rank: 38
INDS Calmar Ratio Rank: 38
INDS Martin Ratio Rank: 39

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. INDS - 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 Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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	INDS	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.18	+0.29
Sortino ratio: Return per unit of downside risk	2.02	1.76	+0.26
Omega ratio: Gain probability vs. loss probability	1.26	1.21	+0.05
Calmar ratio: Return relative to maximum drawdown	2.26	1.61	+0.65
Martin ratio: Return relative to average drawdown	8.14	4.90	+3.24

QSIX vs. INDS - Sharpe Ratio Comparison

The current QSIX Sharpe Ratio is 1.47, which is comparable to the INDS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of QSIX and INDS, 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. INDS - Drawdown Comparison

The maximum QSIX drawdown since its inception was -20.72%, smaller than the maximum INDS drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for QSIX and INDS.

Drawdown Indicators

	QSIX	INDS	Difference
Max Drawdown Largest peak-to-trough decline	-20.72%	-40.17%	+19.45%
Max Drawdown (1Y) Largest decline over 1 year	-11.05%	-12.23%	+1.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-40.17%	—
Current Drawdown Current decline from peak	-5.14%	-13.72%	+8.58%
Average Drawdown Average peak-to-trough decline	-3.07%	-15.59%	+12.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	4.01%	-0.94%

Volatility

QSIX vs. INDS - Volatility Comparison

Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) has a higher volatility of 6.67% compared to Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) at 5.27%. This indicates that QSIX's price experiences larger fluctuations and is considered to be riskier than INDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QSIX	INDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.67%	5.27%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	14.06%	13.05%	+1.01%
Volatility (1Y) Calculated over the trailing 1-year period	17.02%	16.70%	+0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.78%	20.21%	-0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.78%	23.03%	-3.25%

QSIX vs. INDS - Expense Ratio Comparison

Both QSIX and INDS have an expense ratio of 0.60%.

Dividends

QSIX vs. INDS - Dividend Comparison

QSIX's dividend yield for the trailing twelve months is around 3.66%, more than INDS's 3.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
INDS Pacer Benchmark Industrial Real Estate SCTR ETF	3.20%	3.70%	3.75%	3.11%	2.63%	1.24%	1.68%	2.26%	1.81%
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	3.66%	4.02%	1.07%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QSIX and INDS in my portfolio?

QSIX and INDS have a correlation of 0.14, 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 INDS?

QSIX has higher volatility (6.67%) compared to INDS (5.27%). In terms of maximum drawdown, QSIX dropped -20.72% vs INDS's -40.17%.

Which ETF is better, QSIX or INDS?

On 1-year performance, QSIX leads with 24.89% vs 19.59% for INDS. Both ETFs have the same 0.60% expense ratio. On volatility, INDS has been the lower-risk option at 5.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QSIX or INDS?

Over the 1-year period, QSIX has performed better with a 24.89% return vs 19.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QSIX or INDS?

QSIX and INDS have the same expense ratio: 0.60% per year.

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

QSIX has the higher dividend yield at 3.66%, compared with 3.20% for INDS.

What is the main difference between QSIX and INDS?

QSIX is categorized as Nasdaq-100, while INDS is REIT. QSIX tracks Nasdaq-100 Index, while INDS tracks Benchmark Industrial Real Estate SCTR Index.

Which has better risk-adjusted returns?

QSIX currently has the higher Sharpe Ratio (1.47 vs 1.18), 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.