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 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.
Performance
XTR vs. PTLC - Performance Comparison
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XTR vs. PTLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XTR Global X S&P 500 Tail Risk ETF | -4.49% | 13.66% | 21.85% | 21.16% | -17.67% | 4.43% |
PTLC Pacer Trendpilot US Large Cap ETF | -5.31% | 5.10% | 24.31% | 16.78% | -8.62% | 6.92% |
Returns By Period
In the year-to-date period, XTR achieves a -4.49% return, which is significantly higher than PTLC's -5.31% return.
XTR
- 1D
- 0.55%
- 1M
- -4.87%
- YTD
- -4.49%
- 6M
- -3.05%
- 1Y
- 13.75%
- 3Y*
- 15.06%
- 5Y*
- —
- 10Y*
- —
PTLC
- 1D
- 0.32%
- 1M
- -5.90%
- YTD
- -5.31%
- 6M
- -3.30%
- 1Y
- 3.31%
- 3Y*
- 12.47%
- 5Y*
- 9.49%
- 10Y*
- 10.26%
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XTR vs. PTLC - Expense Ratio Comparison
XTR has a 0.25% expense ratio, which is lower than PTLC's 0.60% expense ratio.
Return for Risk
XTR vs. PTLC — Risk / Return Rank
XTR
PTLC
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.
| XTR | PTLC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.29 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.53 | 0.45 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.06 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.38 | +1.27 |
Martin ratioReturn relative to average drawdown | 6.30 | 1.02 | +5.28 |
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
| XTR | PTLC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.29 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.63 | -0.10 |
Correlation
The correlation between XTR and PTLC is 0.83, 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
XTR vs. PTLC - Dividend Comparison
XTR's dividend yield for the trailing twelve months is around 18.66%, more than PTLC's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTR Global X S&P 500 Tail Risk ETF | 18.66% | 17.82% | 20.89% | 1.09% | 1.08% | 2.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PTLC Pacer Trendpilot US Large Cap ETF | 1.12% | 1.06% | 0.67% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.42% |
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
| XTR | PTLC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (5Y)Largest decline over 5 years | — | -15.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -6.17% | -7.15% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -5.70% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 3.31% | -1.08% |
Volatility
XTR vs. PTLC - Volatility Comparison
The current volatility for Global X S&P 500 Tail Risk ETF (XTR) is 4.24%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.58%. 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
| XTR | PTLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.58% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 9.15% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 11.59% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 11.79% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.87% | 13.17% | +0.70% |