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XTR vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTR vs. PTLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Tail Risk ETF (XTR) and Pacer Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XTR achieves a 6.30% return, which is significantly higher than PTLC's 2.97% return.


XTR

1D
-1.06%
1M
-1.03%
YTD
6.30%
6M
5.43%
1Y
19.25%
3Y*
17.03%
5Y*
10Y*

PTLC

1D
-1.38%
1M
-1.33%
YTD
2.97%
6M
2.00%
1Y
17.43%
3Y*
13.44%
5Y*
9.97%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTR vs. PTLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XTR
Global X S&P 500 Tail Risk ETF
6.30%13.66%21.85%21.16%-17.67%4.25%
PTLC
Pacer Trendpilot US Large Cap ETF
2.97%5.10%24.31%16.78%-8.62%6.27%

Correlation

The correlation between XTR and PTLC is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.95

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2021

0.84

The correlation between XTR and PTLC shifts across timeframes, from 0.84 (all time) to 0.98 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XTR vs. PTLC — Risk / Return Rank

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

XTR
XTR Risk / Return Rank: 5252
Overall Rank
XTR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XTR Sortino Ratio Rank: 5151
Sortino Ratio Rank
XTR Omega Ratio Rank: 5050
Omega Ratio Rank
XTR Calmar Ratio Rank: 4949
Calmar Ratio Rank
XTR Martin Ratio Rank: 5757
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 4343
Overall Rank
PTLC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4040
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4242
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4242
Calmar Ratio Rank
PTLC Martin Ratio Rank: 4848
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.

XTR vs. PTLC - Risk-Adjusted Trends 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.

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.


XTRPTLCDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.27

2.00

+0.28

Martin ratioReturn relative to average drawdown

9.38

7.66

+1.71

XTR vs. PTLC - Sharpe Ratio Comparison

The current XTR Sharpe Ratio is 1.70, which is comparable to the PTLC Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of XTR and PTLC, 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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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.


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Drawdown Indicators


XTRPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-20.83%

-26.63%

+5.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-8.77%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-14.35%

-15.17%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.17%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

Current Drawdown

Current decline from peak

-2.81%

-3.15%

+0.34%

Average Drawdown

Average peak-to-trough decline

-5.90%

-5.63%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.28%

-0.22%

Volatility

XTR vs. PTLC - Volatility Comparison

The current volatility for Global X S&P 500 Tail Risk ETF (XTR) is 4.66%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.91%. 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.


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Volatility by Period


XTRPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

4.91%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

9.19%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

11.98%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

11.87%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.85%

13.19%

+0.66%

XTR vs. PTLC - Expense Ratio Comparison

XTR has a 0.25% expense ratio, which is lower than PTLC's 0.60% expense ratio.


Dividends

XTR vs. PTLC - Dividend Comparison

XTR's dividend yield for the trailing twelve months is around 16.77%, more than PTLC's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
PTLC
Pacer Trendpilot US Large Cap ETF
1.03%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%
XTR
Global X S&P 500 Tail Risk ETF
16.77%17.82%20.89%1.09%1.08%2.32%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, XTR and PTLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PTLC has higher volatility (4.91%) compared to XTR (4.66%). In terms of maximum drawdown, XTR dropped -20.83% vs PTLC's -26.63%.

On 3-year performance, XTR leads with 17.03% vs 13.44% for PTLC. On fees, XTR is cheaper at 0.25% per year. On volatility, XTR has been the lower-risk option at 4.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XTR has performed better with a 17.03% return vs 13.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTR is cheaper with a 0.25% expense ratio, compared with 0.60% for PTLC.

XTR has the higher dividend yield at 16.77%, compared with 1.03% for PTLC.

XTR is categorized as Equity Hedged, while PTLC is Large Cap Blend Equities. XTR tracks Cboe S&P 500 Tail Risk Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index. They also come from different issuers: Global X and Pacer. Their fees differ too: 0.25% for XTR and 0.60% for PTLC.

XTR currently has the higher Sharpe Ratio (1.70 vs 1.46), 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

Find the right allocation for XTR and PTLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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