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SCOW vs. QDPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCOW vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCOW achieves a 6.60% return, which is significantly lower than QDPL's 10.40% return.


SCOW

1D
-1.46%
1M
2.00%
YTD
6.60%
6M
5.15%
1Y
3Y*
5Y*
10Y*

QDPL

1D
-0.65%
1M
5.23%
YTD
10.40%
6M
10.54%
1Y
26.37%
3Y*
20.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCOW vs. QDPL - Yearly Performance Comparison


Correlation

The correlation between SCOW and QDPL is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 29, 2025

0.60

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Return for Risk

SCOW vs. QDPL — Risk / Return Rank

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

SCOW

QDPL
QDPL Risk / Return Rank: 6767
Overall Rank
QDPL Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QDPL Sortino Ratio Rank: 6666
Sortino Ratio Rank
QDPL Omega Ratio Rank: 6666
Omega Ratio Rank
QDPL Calmar Ratio Rank: 6161
Calmar Ratio Rank
QDPL Martin Ratio Rank: 7575
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.

SCOW vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCOW vs. QDPL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SCOWQDPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.83

-0.48

Drawdowns

SCOW vs. QDPL - Drawdown Comparison

The maximum SCOW drawdown since its inception was -10.09%, smaller than the maximum QDPL drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for SCOW and QDPL.


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Drawdown Indicators


SCOWQDPLDifference

Max Drawdown

Largest peak-to-trough decline

-10.09%

-22.59%

+12.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

Current Drawdown

Current decline from peak

-1.46%

-0.65%

-0.81%

Average Drawdown

Average peak-to-trough decline

-3.20%

-5.14%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

Volatility

SCOW vs. QDPL - Volatility Comparison


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Volatility by Period


SCOWQDPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

11.89%

+5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

15.01%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

15.01%

+1.93%

SCOW vs. QDPL - Expense Ratio Comparison

SCOW has a 0.59% expense ratio, which is lower than QDPL's 0.60% expense ratio.


Dividends

SCOW vs. QDPL - Dividend Comparison

SCOW's dividend yield for the trailing twelve months is around 0.27%, less than QDPL's 5.05% yield.


PositionTTM20252024202320222021
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.05%4.84%5.43%6.30%7.27%2.44%
SCOW
Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF
0.27%0.17%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCOW and QDPL have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCOW is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCOW is cheaper with a 0.59% expense ratio, compared with 0.60% for QDPL.

QDPL has the higher dividend yield at 5.05%, compared with 0.27% for SCOW.

SCOW is categorized as Small Cap Blend Equities, while QDPL is Large Cap Blend Equities. Their fees differ too: 0.59% for SCOW and 0.60% for QDPL.

Portfolio Optimizer

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