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PTEU vs. EWP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTEU vs. EWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot European Index ETF (PTEU) and iShares MSCI Spain ETF (EWP). The values are adjusted to include any dividend payments, if applicable.

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PTEU vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTEU
Pacer Trendpilot European Index ETF
-3.01%30.80%-0.50%12.45%-7.46%13.43%-19.41%13.50%-16.87%28.91%
EWP
iShares MSCI Spain ETF
0.74%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%

Returns By Period

In the year-to-date period, PTEU achieves a -3.01% return, which is significantly lower than EWP's 0.74% return. Over the past 10 years, PTEU has underperformed EWP with an annualized return of 3.42%, while EWP has yielded a comparatively higher 10.80% annualized return.


PTEU

1D
2.73%
1M
-9.51%
YTD
-3.01%
6M
1.56%
1Y
11.46%
3Y*
7.62%
5Y*
7.01%
10Y*
3.42%

EWP

1D
4.00%
1M
-5.12%
YTD
0.74%
6M
11.24%
1Y
46.32%
3Y*
28.91%
5Y*
18.10%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTEU vs. EWP - Expense Ratio Comparison

PTEU has a 0.65% expense ratio, which is higher than EWP's 0.50% expense ratio.


Return for Risk

PTEU vs. EWP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTEU
PTEU Risk / Return Rank: 3333
Overall Rank
PTEU Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PTEU Sortino Ratio Rank: 3535
Sortino Ratio Rank
PTEU Omega Ratio Rank: 3333
Omega Ratio Rank
PTEU Calmar Ratio Rank: 3333
Calmar Ratio Rank
PTEU Martin Ratio Rank: 3333
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 9393
Overall Rank
EWP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWP Omega Ratio Rank: 9393
Omega Ratio Rank
EWP Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWP Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PTEU vs. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and iShares MSCI Spain ETF (EWP). 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.


PTEUEWPDifference

Sharpe ratio

Return per unit of total volatility

0.62

2.17

-1.55

Sortino ratio

Return per unit of downside risk

0.98

2.74

-1.76

Omega ratio

Gain probability vs. loss probability

1.13

1.41

-0.27

Calmar ratio

Return relative to maximum drawdown

0.82

3.69

-2.87

Martin ratio

Return relative to average drawdown

2.95

14.14

-11.19

PTEU vs. EWP - Sharpe Ratio Comparison

The current PTEU Sharpe Ratio is 0.62, which is lower than the EWP Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of PTEU and EWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PTEUEWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.17

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.91

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.49

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.31

-0.07

Correlation

The correlation between PTEU and EWP is 0.63, 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.


Dividends

PTEU vs. EWP - Dividend Comparison

PTEU's dividend yield for the trailing twelve months is around 1.98%, less than EWP's 2.25% yield.


TTM20252024202320222021202020192018201720162015
PTEU
Pacer Trendpilot European Index ETF
1.98%1.92%3.49%2.74%0.69%1.55%0.00%3.43%1.86%0.60%0.00%0.00%
EWP
iShares MSCI Spain ETF
2.25%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%

Drawdowns

PTEU vs. EWP - Drawdown Comparison

The maximum PTEU drawdown since its inception was -35.45%, smaller than the maximum EWP drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for PTEU and EWP.


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Drawdown Indicators


PTEUEWPDifference

Max Drawdown

Largest peak-to-trough decline

-35.45%

-61.19%

+25.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-12.19%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.04%

-33.91%

+18.87%

Max Drawdown (10Y)

Largest decline over 10 years

-35.45%

-46.36%

+10.91%

Current Drawdown

Current decline from peak

-10.27%

-6.78%

-3.49%

Average Drawdown

Average peak-to-trough decline

-14.69%

-21.54%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.18%

+0.38%

Volatility

PTEU vs. EWP - Volatility Comparison

The current volatility for Pacer Trendpilot European Index ETF (PTEU) is 8.31%, while iShares MSCI Spain ETF (EWP) has a volatility of 9.97%. This indicates that PTEU experiences smaller price fluctuations and is considered to be less risky than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTEUEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

9.97%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

14.14%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

21.52%

-2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

20.02%

-5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.30%

22.21%

-7.91%