QSIX vs. PTLC
QSIX (Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF) and PTLC (Pacer Trendpilot US Large Cap ETF) are both exchange-traded funds - QSIX is a Nasdaq-100 fund tracking the Nasdaq-100 Index, while PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index. Both are passively managed. Over the past year, QSIX returned 37.26% vs 21.82% for PTLC. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.60% expense ratio.
Performance
QSIX vs. PTLC - Performance Comparison
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Returns By Period
In the year-to-date period, QSIX achieves a 19.16% return, which is significantly higher than PTLC's 5.96% return.
QSIX
- 1D
- -0.45%
- 1M
- 8.46%
- YTD
- 19.16%
- 6M
- 17.84%
- 1Y
- 37.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PTLC
- 1D
- 0.40%
- 1M
- 4.54%
- YTD
- 5.96%
- 6M
- 5.81%
- 1Y
- 21.82%
- 3Y*
- 15.14%
- 5Y*
- 10.81%
- 10Y*
- 11.25%
QSIX vs. PTLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF | 19.16% | 18.54% | 4.66% |
PTLC Pacer Trendpilot US Large Cap ETF | 5.96% | 5.10% | 2.69% |
Correlation
The correlation between QSIX and PTLC is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024 | 0.87 |
The correlation between QSIX and PTLC has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
QSIX vs. PTLC — Risk / Return Rank
QSIX
PTLC
QSIX vs. PTLC - 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 Trendpilot US Large Cap ETF (PTLC). 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.
| QSIX | PTLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.35 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 2.50 | +0.89 |
| Martin ratioReturn relative to average drawdown | 13.29 | 9.89 | +3.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QSIX | PTLC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 1.95 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.37 | 0.71 | +0.66 |
Drawdowns
QSIX vs. PTLC - Drawdown Comparison
The maximum QSIX drawdown since its inception was -20.72%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for QSIX and PTLC.
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Drawdown Indicators
| QSIX | PTLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.72% | -26.63% | +5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -8.77% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.17% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -0.73% | -0.34% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -5.64% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.21% | +0.60% |
Volatility
QSIX vs. PTLC - Volatility Comparison
Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) has a higher volatility of 4.10% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 2.82%. This indicates that QSIX's price experiences larger fluctuations and is considered to be riskier than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSIX | PTLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 2.82% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.23% | 8.16% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.71% | 11.26% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 11.73% | +7.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 13.17% | +5.99% |
QSIX vs. PTLC - Expense Ratio Comparison
Both QSIX and PTLC have an expense ratio of 0.60%.
Dividends
QSIX vs. PTLC - Dividend Comparison
QSIX's dividend yield for the trailing twelve months is around 3.84%, more than PTLC's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 1.00% | 1.06% | 0.67% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.42% |
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF | 3.84% | 4.02% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, QSIX and PTLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
QSIX has higher volatility (4.10%) compared to PTLC (2.82%). In terms of maximum drawdown, QSIX dropped -20.72% vs PTLC's -26.63%.
On 1-year performance, QSIX leads with 37.26% vs 21.82% for PTLC. Both ETFs have the same 0.60% expense ratio. On volatility, PTLC has been the lower-risk option at 2.82%. 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 21.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QSIX and PTLC have the same expense ratio: 0.60% per year.
QSIX has the higher dividend yield at 3.84%, compared with 1.00% for PTLC.
QSIX is categorized as Nasdaq-100, while PTLC is Large Cap Blend Equities. QSIX tracks Nasdaq-100 Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index.
QSIX currently has the higher Sharpe Ratio (2.54 vs 1.95), 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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