QSIX vs. QDVO

Last updated Apr 1, 2026

Compare and contrast key facts about Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) and Amplify CWP Growth & Income ETF (QDVO).

QSIX and QDVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QSIX is a passively managed fund by Pacer that tracks the performance of the Nasdaq-100 Index. It was launched on Sep 23, 2024. QDVO is an actively managed fund by Amplify. It was launched on Aug 22, 2024.

Performance

QSIX vs. QDVO - 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 Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

QSIX vs. QDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	-5.58%	18.54%	4.66%
QDVO Amplify CWP Growth & Income ETF	-5.75%	20.16%	8.18%

Returns By Period

The year-to-date returns for both stocks are quite close, with QSIX having a -5.58% return and QDVO slightly lower at -5.75%.

QSIX

• 1D: 3.15%
• 1M: -4.45%
• YTD: -5.58%
• 6M: -3.43%
• 1Y: 20.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QDVO

• 1D: 3.02%
• 1M: -3.55%
• YTD: -5.75%
• 6M: -3.27%
• 1Y: 20.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QSIX vs. QDVO - Expense Ratio Comparison

QSIX has a 0.60% expense ratio, which is higher than QDVO's 0.55% expense ratio.

QSIX

Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF

QDVO

Amplify CWP Growth & Income ETF

Return for Risk

QSIX vs. QDVO — 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: 56
QSIX Sortino Ratio Rank: 61
QSIX Omega Ratio Rank: 58
QSIX Calmar Ratio Rank: 69
QSIX Martin Ratio Rank: 65

QDVO

QDVO Risk / Return Rank: 74
QDVO Sharpe Ratio Rank: 67
QDVO Sortino Ratio Rank: 74
QDVO Omega Ratio Rank: 72
QDVO Calmar Ratio Rank: 80
QDVO Martin Ratio Rank: 78

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. QDVO - 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 Amplify CWP Growth & Income ETF (QDVO). 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	QDVO	Difference
Sharpe ratio Return per unit of total volatility	1.01	1.12	-0.11
Sortino ratio Return per unit of downside risk	1.59	1.77	-0.18
Omega ratio Gain probability vs. loss probability	1.22	1.25	-0.03
Calmar ratio Return relative to maximum drawdown	1.80	2.07	-0.27
Martin ratio Return relative to average drawdown	6.68	7.80	-1.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QSIX vs. QDVO - Sharpe Ratio Comparison

The current QSIX Sharpe Ratio is 1.01, which is comparable to the QDVO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of QSIX and QDVO, 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

	QSIX	QDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	1.12	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.89	-0.32

Correlation

The correlation between QSIX and QDVO is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

QSIX vs. QDVO - Dividend Comparison

QSIX's dividend yield for the trailing twelve months is around 4.23%, less than QDVO's 11.26% yield.

	TTM	2025	2024
QSIX Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF	4.23%	4.02%	1.07%
QDVO Amplify CWP Growth & Income ETF	11.26%	9.92%	2.79%

Drawdowns

QSIX vs. QDVO - Drawdown Comparison

The maximum QSIX drawdown since its inception was -20.72%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for QSIX and QDVO.

Drawdown Indicators

	QSIX	QDVO	Difference
Max Drawdown Largest peak-to-trough decline	-20.72%	-17.75%	-2.97%
Max Drawdown (1Y) Largest decline over 1 year	-11.50%	-10.24%	-1.26%
Current Drawdown Current decline from peak	-8.24%	-7.50%	-0.74%
Average Drawdown Average peak-to-trough decline	-3.28%	-2.50%	-0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	2.71%	+0.39%

Volatility

QSIX vs. QDVO - Volatility Comparison

Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) has a higher volatility of 5.92% compared to Amplify CWP Growth & Income ETF (QDVO) at 5.31%. This indicates that QSIX's price experiences larger fluctuations and is considered to be riskier than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QSIX	QDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.92%	5.31%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	11.80%	9.74%	+2.06%
Volatility (1Y) Calculated over the trailing 1-year period	20.44%	18.60%	+1.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.56%	18.02%	+1.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.56%	18.02%	+1.54%