TRFK vs. SETM

Last updated Jul 21, 2026

TRFK (Pacer Data and Digital Revolution ETF) and SETM (Sprott Critical Materials ETF) are both exchange-traded funds - TRFK is a Technology Equities fund tracking the Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net, while SETM is a Materials fund tracking the Nasdaq Sprott Critical Materials Index. Both are passively managed. Over the past 3 years, TRFK returned 41.91%/yr vs 18.54%/yr for SETM. At a 0.45 correlation, their price movements are largely independent. TRFK charges 0.60%/yr vs 0.65%/yr for SETM.

Performance

TRFK vs. SETM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Data and Digital Revolution ETF (TRFK) and Sprott Critical Materials ETF (SETM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRFK achieves a 41.76% return, which is significantly higher than SETM's -2.45% return.

TRFK

• 1D: 0.61%
• 1M: -16.90%
• 6M: 38.73%
• YTD: 41.76%
• 1Y: 48.18%
• 3Y*: 41.91%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 37.49%

SETM

• 1D: -0.39%
• 1M: -17.28%
• 6M: -19.37%
• YTD: -2.45%
• 1Y: 44.18%
• 3Y*: 18.54%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.02%

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

TRFK vs. SETM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TRFK Pacer Data and Digital Revolution ETF	41.76%	26.81%	38.30%	47.80%
SETM Sprott Critical Materials ETF	-2.45%	95.27%	-13.24%	-13.11%

Correlation

The correlation between TRFK and SETM is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023	0.45

TRFK vs. SETM - Sectors Allocation Comparison

Sectors	TRFK	SETM
Technology	87.4%	0.1%
Industrials	12.0%	0.8%
Basic Materials	0.9%	74.1%
Communication Services	0.6%	-
Real Estate	0.0%	-
Consumer Cyclical	-	-
Consumer Defensive	-	0.1%
Energy	-	25.1%
Financial Services	-	-
Healthcare	-	-
Utilities	-	-

Return for Risk

TRFK vs. SETM — Risk / Return Rank

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

TRFK

TRFK Risk / Return Rank: 53
TRFK Sharpe Ratio Rank: 54
TRFK Sortino Ratio Rank: 49
TRFK Omega Ratio Rank: 50
TRFK Calmar Ratio Rank: 67
TRFK Martin Ratio Rank: 44

SETM

SETM Risk / Return Rank: 36
SETM Sharpe Ratio Rank: 34
SETM Sortino Ratio Rank: 35
SETM Omega Ratio Rank: 35
SETM Calmar Ratio Rank: 39
SETM Martin Ratio Rank: 35

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.

TRFK vs. SETM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and Sprott Critical Materials ETF (SETM). 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.

	TRFK	SETM	Difference
Sharpe ratio: Return per unit of total volatility	1.39	0.95	+0.44
Sortino ratio: Return per unit of downside risk	1.87	1.43	+0.43
Omega ratio: Gain probability vs. loss probability	1.24	1.18	+0.06
Calmar ratio: Return relative to maximum drawdown	2.48	1.53	+0.94
Martin ratio: Return relative to average drawdown	5.41	3.99	+1.42

TRFK vs. SETM - Sharpe Ratio Comparison

The current TRFK Sharpe Ratio is 1.39, which is higher than the SETM Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of TRFK and SETM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TRFK vs. SETM - Drawdown Comparison

The maximum TRFK drawdown since its inception was -29.06%, smaller than the maximum SETM drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for TRFK and SETM.

Drawdown Indicators

	TRFK	SETM	Difference
Max Drawdown Largest peak-to-trough decline	-29.06%	-42.81%	+13.75%
Max Drawdown (1Y) Largest decline over 1 year	-19.56%	-28.92%	+9.36%
Max Drawdown (3Y) Largest decline over 3 years	-29.06%	-42.81%	+13.75%
Current Drawdown Current decline from peak	-18.31%	-28.92%	+10.61%
Average Drawdown Average peak-to-trough decline	-6.13%	-15.21%	+9.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.93%	11.09%	-2.16%

Volatility

TRFK vs. SETM - Volatility Comparison

Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 17.12% compared to Sprott Critical Materials ETF (SETM) at 9.73%. This indicates that TRFK's price experiences larger fluctuations and is considered to be riskier than SETM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRFK	SETM	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.12%	9.73%	+7.39%
Volatility (6M) Calculated over the trailing 6-month period	30.06%	37.09%	-7.03%
Volatility (1Y) Calculated over the trailing 1-year period	34.92%	46.76%	-11.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.45%	37.18%	-6.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.45%	37.18%	-6.73%

TRFK vs. SETM - Expense Ratio Comparison

TRFK has a 0.60% expense ratio, which is lower than SETM's 0.65% expense ratio.

Dividends

TRFK vs. SETM - Dividend Comparison

TRFK's dividend yield for the trailing twelve months is around 0.01%, less than SETM's 1.60% yield.

Position	TTM	2025	2024	2023	2022
SETM Sprott Critical Materials ETF	1.60%	1.56%	2.07%	2.47%	0.00%
TRFK Pacer Data and Digital Revolution ETF	0.01%	0.01%	0.40%	0.20%	0.56%

Frequently Asked Questions

Can I hold both TRFK and SETM in my portfolio?

TRFK and SETM have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRFK or SETM?

TRFK has higher volatility (17.12%) compared to SETM (9.73%). In terms of maximum drawdown, TRFK dropped -29.06% vs SETM's -42.81%.

Which ETF is better, TRFK or SETM?

On 3-year performance, TRFK leads with 41.91% vs 18.54% for SETM. On fees, TRFK is cheaper at 0.60% per year. On volatility, SETM has been the lower-risk option at 9.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TRFK or SETM?

Over the 3-year period, TRFK has performed better with a 41.91% return vs 18.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TRFK or SETM?

TRFK is cheaper with a 0.60% expense ratio, compared with 0.65% for SETM.

Which ETF pays a higher dividend yield, TRFK or SETM?

SETM has the higher dividend yield at 1.60%, compared with 0.01% for TRFK.

What is the main difference between TRFK and SETM?

TRFK is categorized as Technology Equities, while SETM is Materials. TRFK tracks Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net, while SETM tracks Nasdaq Sprott Critical Materials Index. They also come from different issuers: Pacer and Sprott. Their fees differ too: 0.60% for TRFK and 0.65% for SETM.

Which has better risk-adjusted returns?

TRFK currently has the higher Sharpe Ratio (1.39 vs 0.95), 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.