PTEU vs. EPOL
PTEU (Pacer Trendpilot European Index ETF) and EPOL (iShares MSCI Poland ETF) are both Europe Equities funds - PTEU tracks the Pacer Trendpilot European Index while EPOL tracks the MSCI Poland Investable Market Index. Both are passively managed. Over the past 10 years, PTEU returned 5.37%/yr vs 11.95%/yr for EPOL. A 0.51 correlation means they provide meaningful diversification when combined. PTEU charges 0.65%/yr vs 0.61%/yr for EPOL.
Performance
PTEU vs. EPOL - Performance Comparison
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Returns By Period
In the year-to-date period, PTEU achieves a 6.67% return, which is significantly lower than EPOL's 10.88% return. Over the past 10 years, PTEU has underperformed EPOL with an annualized return of 5.37%, while EPOL has yielded a comparatively higher 11.95% annualized return.
PTEU
- 1D
- -1.95%
- 1M
- 1.07%
- YTD
- 6.67%
- 6M
- 6.75%
- 1Y
- 19.59%
- 3Y*
- 10.88%
- 5Y*
- 7.49%
- 10Y*
- 5.37%
EPOL
- 1D
- -1.60%
- 1M
- -2.33%
- YTD
- 10.88%
- 6M
- 11.51%
- 1Y
- 36.67%
- 3Y*
- 33.20%
- 5Y*
- 15.75%
- 10Y*
- 11.95%
PTEU vs. EPOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | 6.67% | 30.80% | -0.50% | 12.45% | -7.46% | 13.43% | -19.41% | 13.50% | -16.87% | 28.91% |
EPOL iShares MSCI Poland ETF | 10.88% | 77.34% | -2.61% | 50.70% | -24.62% | 12.21% | -8.38% | -6.13% | -13.76% | 52.43% |
Correlation
The correlation between PTEU and EPOL is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.51 |
The correlation between PTEU and EPOL shifts across timeframes, from 0.51 (all time) to 0.68 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PTEU vs. EPOL — Risk / Return Rank
PTEU
EPOL
PTEU vs. EPOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and iShares MSCI Poland ETF (EPOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PTEU | EPOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 3.34 | -1.80 |
| Martin ratioReturn relative to average drawdown | 5.31 | 9.08 | -3.77 |
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Drawdowns
PTEU vs. EPOL - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.45%, smaller than the maximum EPOL drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for PTEU and EPOL.
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Drawdown Indicators
| PTEU | EPOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.45% | -63.72% | +28.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -11.04% | -1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -15.04% | -21.81% | +6.77% |
Max Drawdown (5Y)Largest decline over 5 years | -15.04% | -54.21% | +39.17% |
Max Drawdown (10Y)Largest decline over 10 years | -35.45% | -61.41% | +25.96% |
Current DrawdownCurrent decline from peak | -2.23% | -4.82% | +2.59% |
Average DrawdownAverage peak-to-trough decline | -14.43% | -26.81% | +12.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 4.05% | -0.35% |
Volatility
PTEU vs. EPOL - Volatility Comparison
The current volatility for Pacer Trendpilot European Index ETF (PTEU) is 5.01%, while iShares MSCI Poland ETF (EPOL) has a volatility of 7.54%. This indicates that PTEU experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTEU | EPOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 7.54% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 18.40% | -3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 23.71% | -6.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 29.18% | -13.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 27.43% | -12.89% |
PTEU vs. EPOL - Expense Ratio Comparison
PTEU has a 0.65% expense ratio, which is higher than EPOL's 0.61% expense ratio.
Dividends
PTEU vs. EPOL - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 1.80%, less than EPOL's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 3.80% | 4.78% | 6.04% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% |
PTEU Pacer Trendpilot European Index ETF | 1.80% | 1.92% | 3.49% | 2.74% | 0.69% | 1.55% | 0.00% | 3.43% | 1.86% | 0.60% | 0.00% | 0.00% |
Frequently Asked Questions
PTEU and EPOL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPOL has higher volatility (7.54%) compared to PTEU (5.01%). In terms of maximum drawdown, PTEU dropped -35.45% vs EPOL's -63.72%.
On 10-year performance, EPOL leads with 11.95% vs 5.37% for PTEU. On fees, EPOL is cheaper at 0.61% per year. On volatility, PTEU has been the lower-risk option at 5.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EPOL has performed better with a 11.95% return vs 5.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EPOL is cheaper with a 0.61% expense ratio, compared with 0.65% for PTEU.
EPOL has the higher dividend yield at 3.80%, compared with 1.80% for PTEU.
PTEU tracks Pacer Trendpilot European Index, while EPOL tracks MSCI Poland Investable Market Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.65% for PTEU and 0.61% for EPOL.
EPOL currently has the higher Sharpe Ratio (1.55 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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