Data as of Nov 4, 2026.
GSLC vs QDPL: Differences, Returns & Fees
Over the year to Nov 4, 2026, GSLC returned +13.3% to QDPL's +13.9%; 72% of their weight is in the same names.
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Net assets on Nov 3, 2026: $15.3bn for Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF and $1.8bn for Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF.
Pair scorecard
GSLC costs 0.51 points a year less; their one-year returns differ by 0.6 points; GSLC is 8.5 times larger.
| Measure | GSLC | QDPL |
|---|---|---|
| Return | ||
| Total return, 1 year | +13.3% | +13.9% |
| Benchmark | ||
| What it tracks | Goldman Sachs ActiveBeta U.S. Large Cap Equity Index | Metaurus US Large Cap Dividend Multiplier Index Series 400 |
| Cost and size | ||
| Expense ratio | 0.09% | 0.60% |
| Net assets, as of Nov 3, 2026 | $15.3bn | $1.8bn |
| Holdings | ||
| Holdings in common | 72% | |
| Top ten holdings, share of the fund | 35.2% | 34.2% |
Risk and return
Jul 23, 2021 to Oct 30, 2026 · 275 weekly returns · each against VOOFrom Jul 2021 to Oct 2026, QDPL returned slightly more: +76.0% to +74.0%. QDPL swung slightly less: 14.5% to 15.8%. QDPL fell less at its worst: −22.0% to −24.5%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | GSLC | QDPL | VOO | Edge | How it is measured |
|---|---|---|---|---|---|
| Return | |||||
| Total return | +74.0% | +76.0% | QDPL (slight) | Price change plus distributions, reinvested. | |
| Annualized | +11.0% | +11.3% | QDPL (slight) | Total return as a yearly rate. | |
| Price return | +62.7% | +29.7% | GSLC | Price change alone, distributions left out. | |
| Risk | |||||
| Volatility | 15.8% | 14.5% | QDPL (slight) | Spread of weekly returns, annualized. Lower is steadier. | |
| Downside deviation | 10.6% | 9.8% | QDPL (slight) | Like volatility, counting only weeks below the Treasury bill rate. | |
| Max drawdown | −24.5% | −22.0% | QDPL | Deepest fall from a high to the low after it. | |
| Upside capture | 95.9% | 87.3% | 100.0% | GSLC (slight) | Share of its benchmark's rise caught in the weeks it rose. |
| Downside capture | 99.7% | 94.1% | 100.0% | QDPL (slight) | Share of its benchmark's fall taken in the weeks it fell. Lower is better. |
| Beta | 0.99 | 0.91 | 1.00 | QDPL lower | How far it moves for each 1% its benchmark moves. |
| R squared | 0.99 | 0.98 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | |||||
| Sharpe | 0.51 | 0.55 | QDPL (slight) | Return above Treasury bills per unit of volatility. | |
| Sortino | 0.75 | 0.82 | QDPL (slight) | Return above Treasury bills per unit of downside deviation. | |
| Treynor | 0.081 | 0.088 | 0.091 | QDPL (slight) | Return above Treasury bills per unit of beta. |
| Calmar | 0.45 | 0.51 | QDPL | Annualized return divided by the max drawdown. | |
| Against the benchmark | |||||
| Benchmark | VOO | VOO | VOO | The ETF each fund is measured against. | |
| Alpha | −1.1% a year | −0.3% a year | 0.0% | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −1.68 | −0.36 | Not an edge | How sure the alpha is. Below 2, it could be chance. | |
| Alpha range | −2.3% to +0.2% | −1.9% to +1.3% | Both include zero | The 95% range for the yearly alpha. | |
| Information ratio | −0.80 | −0.48 | QDPL | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.5% | 2.3% | 0.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 275 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, GSLC and QDPL hold 72% of their money in the same securities at the same weight. Holdings dated Jul 31, 2026 and Aug 31, 2026.
half
72% in common
Only in one fund ↓
Side by side
GSLC and QDPL on the fields both publish, as of Nov 4, 2026. Source: ETFIQ.
Client brief:
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GSLC
GSLC tracks an index. Over the year to Nov 4, 2026 it returned +13.3% with distributions reinvested, against +14.8% for its benchmark, the S&P 500 Index. The prospectus expense ratio is 0.09% a year. By its holdings filed for Aug 31, 2026, 94% of the fund by weight is stocks the S&P 500 also holds, across 426 positions, with the top ten at 35.2%.
QDPL
QDPL tracks an index. Over the year to Nov 4, 2026 it returned +13.9% with distributions reinvested, against +14.8% for its benchmark, the S&P 500 Index. The prospectus expense ratio is 0.60% a year. By its holdings filed for Jul 31, 2026, 90% of the fund by weight is stocks the S&P 500 also holds, across 513 positions, with the top ten at 34.2%.
Questions people ask
- Which returned more over the last year, GSLC or QDPL?
- In the year to Nov 4, 2026, with distributions reinvested, GSLC returned +13.3% and QDPL +13.9%.
- Which is cheaper, GSLC or QDPL?
- GSLC is cheaper, by 0.51 percentage points a year. That is about $51 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, GSLC against QDPL, data as of Nov 4, 2026. https://etfiq.com/compare/any/gslc-vs-qdpl
ETFIQ. (Nov 4, 2026). GSLC against QDPL. Retrieved from https://etfiq.com/compare/any/gslc-vs-qdpl
[GSLC against QDPL (ETFIQ, Nov 4, 2026)](https://etfiq.com/compare/any/gslc-vs-qdpl)
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