SCOW vs. QDPL

Last updated Jun 24, 2026

SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) and QDPL (Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF) are both exchange-traded funds - SCOW is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Quality FCF Aristocrats Index, while QDPL is a Large Cap Blend Equities fund tracking the Metaurus US Large Cap Dividend Multiplier Index - Series 400. Both are passively managed. A 0.60 correlation means they provide meaningful diversification when combined. SCOW charges 0.59%/yr vs 0.60%/yr for QDPL.

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.

Returns By Period

In the year-to-date period, SCOW achieves a 7.34% return, which is significantly lower than QDPL's 7.95% return.

SCOW

• 1D: 0.04%
• 1M: 1.82%
• YTD: 7.34%
• 6M: 3.15%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QDPL

• 1D: -0.97%
• 1M: -1.23%
• YTD: 7.95%
• 6M: 7.14%
• 1Y: 22.55%
• 3Y*: 19.16%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCOW vs. QDPL - Yearly Performance Comparison

	2026 (YTD)	2025
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF	7.34%	-2.05%
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	7.95%	5.75%

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 28, 2025	0.60

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

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

QDPL

QDPL Risk / Return Rank: 58
QDPL Sharpe Ratio Rank: 56
QDPL Sortino Ratio Rank: 55
QDPL Omega Ratio Rank: 56
QDPL Calmar Ratio Rank: 55
QDPL Martin Ratio Rank: 67

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.

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.

	SCOW	QDPL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.82	—
Sortino ratio: Return per unit of downside risk	—	2.52	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.62	—
Martin ratio: Return relative to average drawdown	—	11.85	—

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.

Drawdown Indicators

	SCOW	QDPL	Difference
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	-1.19%	-2.85%	+1.66%
Average Drawdown Average peak-to-trough decline	-3.05%	-5.11%	+2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.91%	—

Volatility

Volatility by Period

	SCOW	QDPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.91%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	16.96%	12.46%	+4.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.96%	15.07%	+1.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.96%	15.07%	+1.89%

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 0.39%, less than QDPL's 5.16% yield.

Position	TTM	2025	2024	2023	2022	2021
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF	5.16%	4.84%	5.43%	6.30%	7.27%	2.44%
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF	0.39%	0.17%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SCOW and QDPL in my portfolio?

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.

Which ETF is better, SCOW or QDPL?

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.

Which ETF is cheaper, SCOW or QDPL?

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

Which ETF pays a higher dividend yield, SCOW or QDPL?

QDPL has the higher dividend yield at 5.16%, compared with 0.39% for SCOW.

What is the main difference between SCOW and QDPL?

SCOW is categorized as Small Cap Blend Equities, while QDPL is Large Cap Blend Equities. SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index, while QDPL tracks Metaurus US Large Cap Dividend Multiplier Index - Series 400. Their fees differ too: 0.59% for SCOW and 0.60% for QDPL.