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QTR vs. PTLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QTR and PTLC is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

QTR vs. PTLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 Tail Risk ETF (QTR) and Pacer Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
17.11%
28.25%
QTR
PTLC

Key characteristics

Sharpe Ratio

QTR:

0.42

PTLC:

0.55

Sortino Ratio

QTR:

0.70

PTLC:

0.79

Omega Ratio

QTR:

1.09

PTLC:

1.11

Calmar Ratio

QTR:

0.42

PTLC:

0.56

Martin Ratio

QTR:

1.24

PTLC:

1.73

Ulcer Index

QTR:

6.39%

PTLC:

4.30%

Daily Std Dev

QTR:

18.77%

PTLC:

13.60%

Max Drawdown

QTR:

-31.72%

PTLC:

-26.63%

Current Drawdown

QTR:

-14.04%

PTLC:

-13.03%

Returns By Period

In the year-to-date period, QTR achieves a -9.57% return, which is significantly lower than PTLC's -9.03% return.


QTR

YTD

-9.57%

1M

-4.74%

6M

-6.44%

1Y

6.24%

5Y*

N/A

10Y*

N/A

PTLC

YTD

-9.03%

1M

-6.71%

6M

-7.78%

1Y

6.05%

5Y*

13.64%

10Y*

N/A

*Annualized

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QTR vs. PTLC - Expense Ratio Comparison

Both QTR and PTLC have an expense ratio of 0.60%.


Expense ratio chart for QTR: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QTR: 0.60%
Expense ratio chart for PTLC: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PTLC: 0.60%

Risk-Adjusted Performance

QTR vs. PTLC — Risk-Adjusted Performance Rank

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

QTR
The Risk-Adjusted Performance Rank of QTR is 5252
Overall Rank
The Sharpe Ratio Rank of QTR is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of QTR is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QTR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of QTR is 5757
Calmar Ratio Rank
The Martin Ratio Rank of QTR is 4949
Martin Ratio Rank

PTLC
The Risk-Adjusted Performance Rank of PTLC is 6060
Overall Rank
The Sharpe Ratio Rank of PTLC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of PTLC is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PTLC is 5757
Omega Ratio Rank
The Calmar Ratio Rank of PTLC is 6767
Calmar Ratio Rank
The Martin Ratio Rank of PTLC is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QTR vs. PTLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Tail Risk ETF (QTR) 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.


The chart of Sharpe ratio for QTR, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
QTR: 0.42
PTLC: 0.55
The chart of Sortino ratio for QTR, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.00
QTR: 0.70
PTLC: 0.79
The chart of Omega ratio for QTR, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
QTR: 1.09
PTLC: 1.11
The chart of Calmar ratio for QTR, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.00
QTR: 0.42
PTLC: 0.56
The chart of Martin ratio for QTR, currently valued at 1.24, compared to the broader market0.0020.0040.0060.00
QTR: 1.24
PTLC: 1.73

The current QTR Sharpe Ratio is 0.42, which is comparable to the PTLC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of QTR and PTLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
0.55
QTR
PTLC

Dividends

QTR vs. PTLC - Dividend Comparison

QTR's dividend yield for the trailing twelve months is around 0.55%, less than PTLC's 0.74% yield.


TTM2024202320222021202020192018201720162015
QTR
Global X NASDAQ 100 Tail Risk ETF
0.55%0.50%0.53%0.37%1.90%0.00%0.00%0.00%0.00%0.00%0.00%
PTLC
Pacer Trendpilot US Large Cap ETF
0.74%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.43%

Drawdowns

QTR vs. PTLC - Drawdown Comparison

The maximum QTR drawdown since its inception was -31.72%, which is greater than PTLC's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for QTR and PTLC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.04%
-13.03%
QTR
PTLC

Volatility

QTR vs. PTLC - Volatility Comparison

Global X NASDAQ 100 Tail Risk ETF (QTR) has a higher volatility of 9.78% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 3.76%. This indicates that QTR'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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.78%
3.76%
QTR
PTLC