PortfoliosLab logoPortfoliosLab logo
QSIX vs. QQQA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QSIX vs. QQQA - 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 ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QSIX achieves a 15.33% return, which is significantly lower than QQQA's 64.24% return.


QSIX

1D
-2.89%
1M
-0.31%
YTD
15.33%
6M
13.92%
1Y
32.02%
3Y*
5Y*
10Y*

QQQA

1D
-6.13%
1M
11.00%
YTD
64.24%
6M
61.01%
1Y
85.96%
3Y*
33.54%
5Y*
14.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSIX vs. QQQA - Yearly Performance Comparison


Correlation

The correlation between QSIX and QQQA is 0.84, 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

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2024

0.86

The correlation between QSIX and QQQA has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QSIX vs. QQQA — Risk / Return Rank

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

QSIX
QSIX Risk / Return Rank: 6464
Overall Rank
QSIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QSIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
QSIX Omega Ratio Rank: 6262
Omega Ratio Rank
QSIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
QSIX Martin Ratio Rank: 6666
Martin Ratio Rank

QQQA
QQQA Risk / Return Rank: 8787
Overall Rank
QQQA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
QQQA Sortino Ratio Rank: 7979
Sortino Ratio Rank
QQQA Omega Ratio Rank: 8282
Omega Ratio Rank
QQQA Calmar Ratio Rank: 9292
Calmar Ratio Rank
QQQA Martin Ratio Rank: 9292
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. QQQA - 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 ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). 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.


QSIXQQQADifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.35

1.47

-0.12

Calmar ratioReturn relative to maximum drawdown

2.91

5.94

-3.03

Martin ratioReturn relative to average drawdown

11.01

21.29

-10.28

QSIX vs. QQQA - Sharpe Ratio Comparison

The current QSIX Sharpe Ratio is 1.96, which is lower than the QQQA Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of QSIX and QQQA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QSIX vs. QQQA - Drawdown Comparison

The maximum QSIX drawdown since its inception was -20.72%, smaller than the maximum QQQA drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for QSIX and QQQA.


Loading charts...

Drawdown Indicators


QSIXQQQADifference

Max Drawdown

Largest peak-to-trough decline

-20.72%

-38.44%

+17.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-14.54%

+3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-30.84%

Max Drawdown (5Y)

Largest decline over 5 years

-38.44%

Current Drawdown

Current decline from peak

-3.91%

-6.13%

+2.22%

Average Drawdown

Average peak-to-trough decline

-3.05%

-15.54%

+12.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

4.05%

-1.13%

Volatility

QSIX vs. QQQA - Volatility Comparison

The current volatility for Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) is 8.16%, while ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) has a volatility of 17.13%. This indicates that QSIX experiences smaller price fluctuations and is considered to be less risky than QQQA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QSIXQQQADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

17.13%

-8.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

26.70%

-13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

30.23%

-13.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

26.72%

-6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.76%

26.55%

-6.79%

QSIX vs. QQQA - Expense Ratio Comparison

QSIX has a 0.60% expense ratio, which is higher than QQQA's 0.58% expense ratio.


Dividends

QSIX vs. QQQA - Dividend Comparison

QSIX's dividend yield for the trailing twelve months is around 3.96%, more than QQQA's 0.06% yield.


PositionTTM20252024202320222021
QQQA
ProShares Nasdaq-100 Dorsey Wright Momentum ETF
0.06%0.10%0.09%0.34%0.28%0.10%
QSIX
Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF
3.96%4.02%1.07%0.00%0.00%0.00%

Frequently Asked Questions


QSIX and QQQA have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQA has higher volatility (17.13%) compared to QSIX (8.16%). In terms of maximum drawdown, QSIX dropped -20.72% vs QQQA's -38.44%.

On 1-year performance, QQQA leads with 85.96% vs 32.02% for QSIX. On fees, QQQA is cheaper at 0.58% 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.

Over the 1-year period, QQQA has performed better with a 85.96% return vs 32.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQA is cheaper with a 0.58% expense ratio, compared with 0.60% for QSIX.

QSIX has the higher dividend yield at 3.96%, compared with 0.06% for QQQA.

QSIX tracks Nasdaq-100 Index, while QQQA tracks NASDAQ-100 Dorsey Wright Momentum Index - Benchmark TR Gross. They also come from different issuers: Pacer and ProShares. Their fees differ too: 0.60% for QSIX and 0.58% for QQQA.

QQQA currently has the higher Sharpe Ratio (2.86 vs 1.96), 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.

Portfolio Optimizer

Find the right allocation for QSIX and QQQA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer