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SRVR vs. QDPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRVR vs. QDPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) 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, SRVR achieves a 19.79% return, which is significantly higher than QDPL's 10.40% return.


SRVR

1D
-1.79%
1M
-2.74%
YTD
19.79%
6M
20.69%
1Y
11.19%
3Y*
8.85%
5Y*
-0.81%
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)

SRVR vs. QDPL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
19.79%-1.99%2.70%6.84%-31.90%6.28%
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
10.40%16.52%22.83%23.66%-16.25%8.32%

Correlation

The correlation between SRVR and QDPL is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2021

0.60

The correlation between SRVR and QDPL shifts across timeframes, from 0.50 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

SRVR vs. QDPL - Sectors Allocation Comparison


Sectors
SRVR
QDPL

Real Estate

66.4%
1.5%

Industrials

11.7%
6.3%

Communication Services

7.5%
8.5%

Technology

6.8%
27.6%

Energy

3.8%
2.4%

Utilities

2.2%
2.1%

Financial Services

0.9%
10.3%

Basic Materials

0.8%
1.4%

Consumer Cyclical

-

8.4%

Consumer Defensive

-

4.0%

Healthcare

-

7.6%

Real Estate

SRVR
66.4%
QDPL
1.5%

Industrials

SRVR
11.7%
QDPL
6.3%

Communication Services

SRVR
7.5%
QDPL
8.5%

Technology

SRVR
6.8%
QDPL
27.6%

Energy

SRVR
3.8%
QDPL
2.4%

Utilities

SRVR
2.2%
QDPL
2.1%

Financial Services

SRVR
0.9%
QDPL
10.3%

Basic Materials

SRVR
0.8%
QDPL
1.4%

Consumer Cyclical

SRVR

-

QDPL
8.4%

Consumer Defensive

SRVR

-

QDPL
4.0%

Healthcare

SRVR

-

QDPL
7.6%

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Return for Risk

SRVR vs. QDPL — Risk / Return Rank

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

SRVR
SRVR Risk / Return Rank: 1919
Overall Rank
SRVR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SRVR Sortino Ratio Rank: 1919
Sortino Ratio Rank
SRVR Omega Ratio Rank: 1919
Omega Ratio Rank
SRVR Calmar Ratio Rank: 1818
Calmar Ratio Rank
SRVR Martin Ratio Rank: 1717
Martin Ratio Rank

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.

SRVR vs. QDPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) 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.


SRVRQDPLDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.13

1.41

-0.28

Calmar ratioReturn relative to maximum drawdown

0.76

3.06

-2.30

Martin ratioReturn relative to average drawdown

1.64

14.37

-12.73

SRVR vs. QDPL - Sharpe Ratio Comparison

The current SRVR Sharpe Ratio is 0.67, which is lower than the QDPL Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of SRVR and QDPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SRVRQDPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

2.23

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.83

-0.53

Drawdowns

SRVR vs. QDPL - Drawdown Comparison

The maximum SRVR drawdown since its inception was -40.99%, which is greater than QDPL's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for SRVR and QDPL.


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Drawdown Indicators


SRVRQDPLDifference

Max Drawdown

Largest peak-to-trough decline

-40.99%

-22.59%

-18.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

-8.65%

-6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-17.75%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-40.99%

Current Drawdown

Current decline from peak

-12.28%

-0.65%

-11.63%

Average Drawdown

Average peak-to-trough decline

-15.27%

-5.14%

-10.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

1.84%

+4.99%

Volatility

SRVR vs. QDPL - Volatility Comparison

Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) has a higher volatility of 5.47% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 2.69%. This indicates that SRVR's price experiences larger fluctuations and is considered to be riskier than QDPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRVRQDPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

2.69%

+2.78%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

9.00%

+4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

11.89%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.71%

15.01%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.44%

15.01%

+6.43%

SRVR vs. QDPL - Expense Ratio Comparison

Both SRVR and QDPL have an expense ratio of 0.60%.


Dividends

SRVR vs. QDPL - Dividend Comparison

SRVR's dividend yield for the trailing twelve months is around 2.70%, less than QDPL's 5.05% yield.


PositionTTM20252024202320222021202020192018
QDPL
Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF
5.05%4.84%5.43%6.30%7.27%2.44%0.00%0.00%0.00%
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
2.70%2.67%2.00%3.69%1.70%1.19%1.59%1.61%2.13%

Frequently Asked Questions


SRVR and QDPL have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRVR has higher volatility (5.47%) compared to QDPL (2.69%). In terms of maximum drawdown, SRVR dropped -40.99% vs QDPL's -22.59%.

On 3-year performance, QDPL leads with 20.64% vs 8.85% for SRVR. Both ETFs have the same 0.60% expense ratio. On volatility, QDPL has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QDPL has performed better with a 20.64% return vs 8.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SRVR and QDPL have the same expense ratio: 0.60% per year.

QDPL has the higher dividend yield at 5.05%, compared with 2.70% for SRVR.

SRVR is categorized as REIT, while QDPL is Large Cap Blend Equities.

QDPL currently has the higher Sharpe Ratio (2.23 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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