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QSIX vs. TSMY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSIX vs. TSMY - 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 YieldMax TSM Option Income Strategy ETF (TSMY). The values are adjusted to include any dividend payments, if applicable.

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QSIX vs. TSMY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QSIX achieves a -5.58% return, which is significantly lower than TSMY's 10.01% return.


QSIX

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

TSMY

1D
6.41%
1M
-7.42%
YTD
10.01%
6M
17.90%
1Y
81.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QSIX vs. TSMY - Expense Ratio Comparison

QSIX has a 0.60% expense ratio, which is lower than TSMY's 0.99% expense ratio.


Return for Risk

QSIX vs. TSMY — Risk / Return Rank

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

QSIX
QSIX Risk / Return Rank: 6262
Overall Rank
QSIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QSIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
QSIX Omega Ratio Rank: 5858
Omega Ratio Rank
QSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
QSIX Martin Ratio Rank: 6565
Martin Ratio Rank

TSMY
TSMY Risk / Return Rank: 9696
Overall Rank
TSMY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSMY Sortino Ratio Rank: 9696
Sortino Ratio Rank
TSMY Omega Ratio Rank: 9494
Omega Ratio Rank
TSMY Calmar Ratio Rank: 9797
Calmar Ratio Rank
TSMY Martin Ratio Rank: 9797
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. TSMY - 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 YieldMax TSM Option Income Strategy ETF (TSMY). 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.


QSIXTSMYDifference

Sharpe ratio

Return per unit of total volatility

1.01

2.64

-1.62

Sortino ratio

Return per unit of downside risk

1.59

3.15

-1.56

Omega ratio

Gain probability vs. loss probability

1.22

1.43

-0.21

Calmar ratio

Return relative to maximum drawdown

1.80

5.28

-3.48

Martin ratio

Return relative to average drawdown

6.68

18.28

-11.60

QSIX vs. TSMY - Sharpe Ratio Comparison

The current QSIX Sharpe Ratio is 1.01, which is lower than the TSMY Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of QSIX and TSMY, 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


QSIXTSMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.64

-1.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.15

-0.58

Correlation

The correlation between QSIX and TSMY is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QSIX vs. TSMY - Dividend Comparison

QSIX's dividend yield for the trailing twelve months is around 4.23%, less than TSMY's 57.85% yield.


Drawdowns

QSIX vs. TSMY - Drawdown Comparison

The maximum QSIX drawdown since its inception was -20.72%, smaller than the maximum TSMY drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for QSIX and TSMY.


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Drawdown Indicators


QSIXTSMYDifference

Max Drawdown

Largest peak-to-trough decline

-20.72%

-31.15%

+10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-15.50%

+4.00%

Current Drawdown

Current decline from peak

-8.24%

-10.08%

+1.84%

Average Drawdown

Average peak-to-trough decline

-3.28%

-5.81%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

4.48%

-1.38%

Volatility

QSIX vs. TSMY - Volatility Comparison

The current volatility for Pacer Metarus Nasdaq 100 Dividend Multiplier 600 ETF (QSIX) is 5.92%, while YieldMax TSM Option Income Strategy ETF (TSMY) has a volatility of 12.70%. This indicates that QSIX experiences smaller price fluctuations and is considered to be less risky than TSMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSIXTSMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

12.70%

-6.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

23.05%

-11.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

31.08%

-10.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.56%

33.42%

-13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

33.42%

-13.86%