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QSIX vs. QRMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSIX vs. QRMI - 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 Global X NASDAQ 100 Risk Managed Income ETF (QRMI). The values are adjusted to include any dividend payments, if applicable.

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QSIX vs. QRMI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QSIX achieves a -4.60% return, which is significantly lower than QRMI's -2.50% return.


QSIX

1D
1.04%
1M
-3.65%
YTD
-4.60%
6M
-2.86%
1Y
21.16%
3Y*
5Y*
10Y*

QRMI

1D
0.75%
1M
-2.37%
YTD
-2.50%
6M
1.31%
1Y
2.76%
3Y*
6.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QSIX vs. QRMI - Expense Ratio Comparison

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


Return for Risk

QSIX vs. QRMI — Risk / Return Rank

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

QSIX
QSIX Risk / Return Rank: 6060
Overall Rank
QSIX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QSIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
QSIX Omega Ratio Rank: 5757
Omega Ratio Rank
QSIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
QSIX Martin Ratio Rank: 6262
Martin Ratio Rank

QRMI
QRMI Risk / Return Rank: 2121
Overall Rank
QRMI Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QRMI Sortino Ratio Rank: 1919
Sortino Ratio Rank
QRMI Omega Ratio Rank: 2020
Omega Ratio Rank
QRMI Calmar Ratio Rank: 2323
Calmar Ratio Rank
QRMI Martin Ratio Rank: 2323
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. QRMI - 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 Global X NASDAQ 100 Risk Managed Income ETF (QRMI). 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.


QSIXQRMIDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.36

+0.68

Sortino ratio

Return per unit of downside risk

1.62

0.55

+1.07

Omega ratio

Gain probability vs. loss probability

1.23

1.08

+0.15

Calmar ratio

Return relative to maximum drawdown

1.91

0.55

+1.36

Martin ratio

Return relative to average drawdown

7.00

1.59

+5.41

QSIX vs. QRMI - Sharpe Ratio Comparison

The current QSIX Sharpe Ratio is 1.04, which is higher than the QRMI Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of QSIX and QRMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QSIXQRMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.36

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.09

+0.51

Correlation

The correlation between QSIX and QRMI is 0.75, 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. QRMI - Dividend Comparison

QSIX's dividend yield for the trailing twelve months is around 4.19%, less than QRMI's 12.66% yield.


TTM20252024202320222021
QSIX
Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF
4.19%4.02%1.07%0.00%0.00%0.00%
QRMI
Global X NASDAQ 100 Risk Managed Income ETF
12.66%12.28%11.80%12.44%10.65%3.36%

Drawdowns

QSIX vs. QRMI - Drawdown Comparison

The maximum QSIX drawdown since its inception was -20.72%, roughly equal to the maximum QRMI drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for QSIX and QRMI.


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Drawdown Indicators


QSIXQRMIDifference

Max Drawdown

Largest peak-to-trough decline

-20.72%

-20.95%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-5.04%

-6.46%

Current Drawdown

Current decline from peak

-7.29%

-3.54%

-3.75%

Average Drawdown

Average peak-to-trough decline

-3.29%

-8.25%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

1.74%

+1.39%

Volatility

QSIX vs. QRMI - Volatility Comparison

Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) has a higher volatility of 5.99% compared to Global X NASDAQ 100 Risk Managed Income ETF (QRMI) at 3.02%. This indicates that QSIX's price experiences larger fluctuations and is considered to be riskier than QRMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSIXQRMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

3.02%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.85%

4.93%

+6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

7.77%

+12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.55%

8.46%

+11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

8.46%

+11.09%