PTEU vs. DBEU
Compare and contrast key facts about Pacer Trendpilot European Index ETF (PTEU) and Xtrackers MSCI Europe Hedged Equity Fund (DBEU).
PTEU and DBEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PTEU is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Trendpilot European Index. It was launched on Dec 15, 2015. DBEU is a passively managed fund by DWS that tracks the performance of the MSCI Europe US Dollar Hedged Index. It was launched on Oct 1, 2013. Both PTEU and DBEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTEU or DBEU.
Key characteristics
| PTEU | DBEU | |
|---|---|---|
| YTD Return | 1.79% | 7.89% |
| 1Y Return | 7.20% | 13.81% |
| 3Y Return (Ann) | 1.21% | 5.91% |
| 5Y Return (Ann) | -0.15% | 8.28% |
| Sharpe Ratio | 0.50 | 1.45 |
| Sortino Ratio | 0.77 | 2.03 |
| Omega Ratio | 1.09 | 1.25 |
| Calmar Ratio | 0.34 | 2.05 |
| Martin Ratio | 2.23 | 8.26 |
| Ulcer Index | 3.24% | 1.83% |
| Daily Std Dev | 14.51% | 10.42% |
| Max Drawdown | -35.45% | -34.50% |
| Current Drawdown | -15.52% | -4.60% |
Correlation
The correlation between PTEU and DBEU is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PTEU vs. DBEU - Performance Comparison
In the year-to-date period, PTEU achieves a 1.79% return, which is significantly lower than DBEU's 7.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PTEU vs. DBEU - Expense Ratio Comparison
PTEU has a 0.65% expense ratio, which is higher than DBEU's 0.45% expense ratio.
Risk-Adjusted Performance
PTEU vs. DBEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and Xtrackers MSCI Europe Hedged Equity Fund (DBEU). 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.
Dividends
PTEU vs. DBEU - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 2.69%, more than DBEU's 0.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | 2.69% | 2.74% | 0.69% | 1.55% | 0.00% | 3.43% | 1.86% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% |
DBEU Xtrackers MSCI Europe Hedged Equity Fund | 0.07% | 3.64% | 1.96% | 1.87% | 2.44% | 2.78% | 3.56% | 2.28% | 9.92% | 5.50% | 4.43% | 0.91% |
Drawdowns
PTEU vs. DBEU - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.45%, roughly equal to the maximum DBEU drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for PTEU and DBEU. For additional features, visit the drawdowns tool.
Volatility
PTEU vs. DBEU - Volatility Comparison
Pacer Trendpilot European Index ETF (PTEU) has a higher volatility of 4.80% compared to Xtrackers MSCI Europe Hedged Equity Fund (DBEU) at 3.21%. This indicates that PTEU's price experiences larger fluctuations and is considered to be riskier than DBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.