Pacer Metarus Nasdaq 100 Dividend Multiplier… (QSIX) Performance
QSIX total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.4% since Dec 31, 2025
- 1 year
- +14.3% total return
- Since first price
- +40.7% since 2024
QSIX trailing returns vs SPY, QQQ, AGG
| Period | QSIX total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −4.6% | −4.9% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.5% | +0.6% | +3.2% | +1.9% | −0.4% |
| 6 months | +7.6% | +5.6% | +7.8% | +8.4% | −1.5% |
| YTD | +13.4% | +10.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +14.3% | +9.9% | +14.4% | +15.9% | −1.1% |
| Since inceptionSep 24, 2024 | +40.7% | +29.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: QSIX vs SPY
From Sep 24, 2024: QSIX grew to $14,072, SPY to $13,609.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
QSIX returns by calendar year
1 of 1 full years positive. Best 2025 (+18.5%), worst 2025 (+18.5%). 2026 is year to date.
QSIX annual returns table
| Year | QSIX | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.4% | −10.9% | +12.3% | +15.1% | −1.0% |
| 2025 | +18.5% | −20.6% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
QSIX largest drawdowns
Now 6.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Dec 16, 2024 | −20.7% | Apr 8, 2025 | Jun 25, 2025 | 4 months | 6 months |
| Oct 29, 2025 | −11.1% | Mar 30, 2026 | Apr 15, 2026 | 5 months | 6 months |
| Jun 2, 2026 | −10.7% | Jul 29, 2026 | Oct 2, 2026 | 57 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
QSIX risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +21.0% |
| Volatility (annualized) | 17.0% |
| Sharpe ratio | 0.98 |
| Sortino ratio | 2.04 |
| Best month | +14.2% |
| Worst month | −6.7% |
| Best 12 months | +39.1% |
| Worst 12 months | +17.3% |
| Positive months | 58% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
QSIX rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 14 | +10.9% | +20.7% | +39.1% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
QSIX performance overview
Pacer Metarus Nasdaq 100 Dividend Multiplier… (QSIX) returned +14.3% over the past year, with distributions reinvested. Since its first recorded price on Sep 24, 2024 it has returned +40.7%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −20.7%, from Dec 16, 2024 to Apr 8, 2025, and it took 3 months to get back to the old high. Volatility has been 17.0% a year.
Related: QSIX chart, QSIX holdings, QSIX dividends, QSIX valuation. See the QSIX overview for the latest quote and fund facts.
QSIX performance FAQ
What is the QSIX return over the past year?
QSIX returned +14.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 9.9%.
How much would $10,000 invested in QSIX be worth?
$10,000 invested in QSIX at its first recorded close on September 24, 2024 would be worth about $14,072 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of QSIX?
The largest peak-to-trough decline was −20.7% between December 16, 2024 and April 8, 2025. It recovered to the old high on June 25, 2025, 3 months after the bottom.
How volatile is QSIX?
Over the past history QSIX had an annualized volatility of 17.0% and a Sharpe ratio of 0.98 (excess return over 1–3 month T-bills per unit of risk).