XTR vs. PTLC
Compare and contrast key facts about Global X S&P 500 Tail Risk ETF (XTR) and Pacer Trendpilot US Large Cap ETF (PTLC).
XTR and PTLC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 Tail Risk Index. It was launched on Aug 25, 2021. PTLC is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Trendpilot U.S. Large Cap Index. It was launched on Jun 11, 2015. Both XTR and PTLC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTR or PTLC.
Key characteristics
| XTR | PTLC | |
|---|---|---|
| YTD Return | 25.44% | 26.51% |
| 1Y Return | 37.41% | 38.95% |
| 3Y Return (Ann) | 8.08% | 11.25% |
| Sharpe Ratio | 3.21 | 3.09 |
| Sortino Ratio | 4.45 | 4.11 |
| Omega Ratio | 1.59 | 1.58 |
| Calmar Ratio | 3.82 | 4.48 |
| Martin Ratio | 20.33 | 20.24 |
| Ulcer Index | 1.79% | 1.87% |
| Daily Std Dev | 11.33% | 12.23% |
| Max Drawdown | -20.83% | -26.63% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XTR and PTLC is 0.79, 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.
Performance
XTR vs. PTLC - Performance Comparison
The year-to-date returns for both investments are quite close, with XTR having a 25.44% return and PTLC slightly higher at 26.51%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XTR vs. PTLC - Expense Ratio Comparison
Both XTR and PTLC have an expense ratio of 0.60%.
Risk-Adjusted Performance
XTR vs. PTLC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Tail Risk ETF (XTR) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.
Dividends
XTR vs. PTLC - Dividend Comparison
XTR's dividend yield for the trailing twelve months is around 1.07%, more than PTLC's 0.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
XTR Global X S&P 500 Tail Risk ETF | 1.07% | 1.09% | 1.09% | 2.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PTLC Pacer Trendpilot US Large Cap ETF | 0.93% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.43% |
Drawdowns
XTR vs. PTLC - Drawdown Comparison
The maximum XTR drawdown since its inception was -20.83%, smaller than the maximum PTLC drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for XTR and PTLC. For additional features, visit the drawdowns tool.
Volatility
XTR vs. PTLC - Volatility Comparison
The current volatility for Global X S&P 500 Tail Risk ETF (XTR) is 3.80%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.00%. This indicates that XTR experiences smaller price fluctuations and is considered to be less risky than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.