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Pacer Trendpilot European Index ETF (PTEU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US69374H8088

CUSIP

69374H808

Issuer

Pacer Advisors

Inception Date

Dec 15, 2015

Region

Developed Europe (Broad)

Leveraged

1x

Index Tracked

Pacer Trendpilot European Index

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

PTEU features an expense ratio of 0.65%, falling within the medium range.


Expense ratio chart for PTEU: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PTEU vs. DBEU PTEU vs. SPY PTEU vs. PTMC PTEU vs. PTLC PTEU vs. LVMUY
Popular comparisons:
PTEU vs. DBEU PTEU vs. SPY PTEU vs. PTMC PTEU vs. PTLC PTEU vs. LVMUY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Pacer Trendpilot European Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
10.06%
190.24%
PTEU (Pacer Trendpilot European Index ETF)
Benchmark (^GSPC)

Returns By Period

Pacer Trendpilot European Index ETF had a return of -0.71% year-to-date (YTD) and -0.44% in the last 12 months.


PTEU

YTD

-0.71%

1M

-1.89%

6M

-5.10%

1Y

-0.44%

5Y*

-0.96%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of PTEU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.64%3.84%4.14%-3.58%4.98%-3.94%1.61%3.72%1.60%-5.52%-3.39%-0.71%
202311.92%-1.22%3.01%3.40%-5.21%5.88%2.51%-4.36%-6.10%-2.07%1.03%4.46%12.45%
2022-3.96%-4.36%-1.32%-0.16%-0.09%-0.09%-0.02%0.29%0.42%-0.16%3.69%-1.74%-7.46%
2021-2.23%3.05%4.04%4.36%5.12%-2.51%1.37%1.85%-5.39%4.46%-5.21%4.62%13.43%
2020-3.86%-5.90%-4.66%0.11%-0.00%-0.11%-3.75%1.93%-3.70%-9.20%4.33%4.41%-19.41%
20190.22%0.14%1.37%6.08%-7.75%7.16%-2.47%-1.65%2.96%3.05%1.10%3.39%13.50%
20186.19%-6.53%-1.29%-1.25%-4.95%-0.92%2.14%-3.26%-4.20%-3.86%0.08%0.17%-16.87%
20172.55%0.00%6.31%4.40%4.99%-0.35%3.11%0.42%3.66%0.95%-0.07%-0.01%28.91%
2016-0.11%-0.02%-0.00%0.00%-0.04%-8.82%-0.11%1.85%2.72%-1.09%-4.62%6.67%-4.29%
20150.10%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PTEU is 14, meaning it’s performing worse than 86% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PTEU is 1414
Overall Rank
The Sharpe Ratio Rank of PTEU is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of PTEU is 1313
Sortino Ratio Rank
The Omega Ratio Rank of PTEU is 1313
Omega Ratio Rank
The Calmar Ratio Rank of PTEU is 1414
Calmar Ratio Rank
The Martin Ratio Rank of PTEU is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PTEU, currently valued at 0.08, compared to the broader market0.002.004.000.082.10
The chart of Sortino ratio for PTEU, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.0010.000.202.80
The chart of Omega ratio for PTEU, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.39
The chart of Calmar ratio for PTEU, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.053.09
The chart of Martin ratio for PTEU, currently valued at 0.24, compared to the broader market0.0020.0040.0060.0080.00100.000.2413.49
PTEU
^GSPC

The current Pacer Trendpilot European Index ETF Sharpe ratio is 0.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Pacer Trendpilot European Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.08
2.10
PTEU (Pacer Trendpilot European Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Pacer Trendpilot European Index ETF provided a 2.76% dividend yield over the last twelve months, with an annual payout of $0.68 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.002017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.68$0.68$0.16$0.38$0.00$0.94$0.47$0.19

Dividend yield

2.76%2.74%0.69%1.55%0.00%3.43%1.86%0.61%

Monthly Dividends

The table displays the monthly dividend distributions for Pacer Trendpilot European Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2017$0.19$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.59%
-2.62%
PTEU (Pacer Trendpilot European Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Pacer Trendpilot European Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Pacer Trendpilot European Index ETF was 35.45%, occurring on Oct 30, 2020. The portfolio has not yet recovered.

The current Pacer Trendpilot European Index ETF drawdown is 17.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.45%Jan 29, 2018696Oct 30, 2020
-13.97%Jun 9, 2016115Nov 18, 201679Mar 16, 2017194
-2.99%Nov 3, 20177Nov 13, 201734Jan 3, 201841
-2.83%May 2, 20172May 3, 20172May 5, 20174
-2.35%Aug 8, 20173Aug 10, 201718Sep 6, 201721

Volatility

Volatility Chart

The current Pacer Trendpilot European Index ETF volatility is 3.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.22%
3.79%
PTEU (Pacer Trendpilot European Index ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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