TLTD vs. QDPL
Compare and contrast key facts about FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) and Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL).
TLTD and QDPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TLTD is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Developed Markets ex-US Factor Tilt Index. It was launched on Sep 28, 2012. QDPL is an actively managed fund by Pacer. It was launched on Jul 12, 2021.
Performance
TLTD vs. QDPL - Performance Comparison
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TLTD vs. QDPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 1.50% | 39.69% | 4.78% | 17.19% | -13.74% | 0.38% |
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF | -4.29% | 16.52% | 22.83% | 23.66% | -16.25% | 8.32% |
Returns By Period
In the year-to-date period, TLTD achieves a 1.50% return, which is significantly higher than QDPL's -4.29% return.
TLTD
- 1D
- 3.03%
- 1M
- -8.32%
- YTD
- 1.50%
- 6M
- 7.64%
- 1Y
- 30.17%
- 3Y*
- 17.62%
- 5Y*
- 9.49%
- 10Y*
- 9.23%
QDPL
- 1D
- 2.81%
- 1M
- -4.61%
- YTD
- -4.29%
- 6M
- -1.77%
- 1Y
- 15.55%
- 3Y*
- 16.66%
- 5Y*
- —
- 10Y*
- —
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TLTD vs. QDPL - Expense Ratio Comparison
TLTD has a 0.39% expense ratio, which is lower than QDPL's 0.60% expense ratio.
Return for Risk
TLTD vs. QDPL — Risk / Return Rank
TLTD
QDPL
TLTD vs. QDPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) 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.
| TLTD | QDPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 0.87 | +0.91 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.34 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.20 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.37 | +1.07 |
Martin ratioReturn relative to average drawdown | 9.90 | 6.60 | +3.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLTD | QDPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 0.87 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.63 | -0.14 |
Correlation
The correlation between TLTD and QDPL is 0.73, 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.
Dividends
TLTD vs. QDPL - Dividend Comparison
TLTD's dividend yield for the trailing twelve months is around 3.29%, less than QDPL's 5.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 3.29% | 3.44% | 3.88% | 3.39% | 2.76% | 3.44% | 2.04% | 3.46% | 3.16% | 2.71% | 2.93% | 2.56% |
QDPL Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF | 5.13% | 4.84% | 5.43% | 6.30% | 7.27% | 2.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TLTD vs. QDPL - Drawdown Comparison
The maximum TLTD drawdown since its inception was -40.62%, which is greater than QDPL's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for TLTD and QDPL.
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Drawdown Indicators
| TLTD | QDPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.62% | -22.59% | -18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -11.94% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -28.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | — | — |
Current DrawdownCurrent decline from peak | -8.61% | -6.08% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -5.30% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.48% | +0.50% |
Volatility
TLTD vs. QDPL - Volatility Comparison
FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) has a higher volatility of 7.39% compared to Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) at 5.30%. This indicates that TLTD'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
| TLTD | QDPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 5.30% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 9.39% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 18.01% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 15.12% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 15.12% | +1.64% |