Summary
QSIX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 21.90% Volatility 20.35% Sharpe 0.80
Official loaded data — not a live quote.

PACER METARUS NASDAQ 100 DIVIDEND MULTIPLIER 600 ETF

Symbol: QSIX

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 23/09/2024

Latest date: 20/07/2026

Current price: $41.28

Expense ratio: 0.60%

Assets under management
$19.6M
-0.70% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-5.40%

Ann. -36.44% (Sharpe / Sortino numerator)

Volatility

20.34%

Sharpe ratio

-1.970

VaR 95%

-1.76%

CVaR 95%: -1.97%
Max drawdown: -7.83%
Sortino ratio: -3.958
Calmar ratio: -4.66

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.31%

Ann. -18.25% (Sharpe / Sortino numerator)

Volatility

17.21%

Sharpe ratio

-1.271

VaR 95%

-1.77%

CVaR 95%: -2.01%
Max drawdown: -11.35%
Sortino ratio: -2.187
Calmar ratio: -1.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.51%

Ann. -7.02% (Sharpe / Sortino numerator)

Volatility

16.88%

Sharpe ratio

-0.631

VaR 95%

-1.86%

CVaR 95%: -2.22%
Max drawdown: -11.49%
Sortino ratio: -0.932
Calmar ratio: -0.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.90%

Ann. 19.82% (Sharpe / Sortino numerator)

Volatility

20.35%

Sharpe ratio

0.796

VaR 95%

-1.78%

CVaR 95%: -2.78%
Max drawdown: -11.49%
Sortino ratio: 1.084
Calmar ratio: 1.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

39.39%

Ann. 22.22% (Sharpe / Sortino numerator)

Volatility

19.56%

Sharpe ratio

0.952

VaR 95%

-1.87%

CVaR 95%: -2.73%
Max drawdown: -20.72%
Sortino ratio: 1.303
Calmar ratio: 1.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

3.157%

31/03/2026
Worst day

-4.362%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $41.57 $41.64 $41.28 $41.28 2,000
17/07/2026 $41.47 $41.47 $41.32 $41.32 700
16/07/2026 $42.16 $42.16 $41.83 $41.83 300
15/07/2026 $42.39 $42.48 $42.39 $42.48 200
14/07/2026 $42.46 $42.63 $42.38 $42.63 2,300
13/07/2026 $42.29 $42.29 $42.19 $42.19 7,500
10/07/2026 $42.98 $42.98 $42.91 $42.91 400
09/07/2026 $42.62 $42.79 $42.51 $42.78 2,400
08/07/2026 $41.93 $42.16 $41.77 $42.16 1,900
07/07/2026 $41.93 $42.27 $41.91 $42.02 1,100