PTEU vs. FEP
Compare and contrast key facts about Pacer Trendpilot European Index ETF (PTEU) and First Trust Europe AlphaDEX Fund (FEP).
PTEU and FEP 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 that tracks the performance of the Pacer Trendpilot European Index. It was launched on Dec 15, 2015. FEP is a passively managed fund by First Trust that tracks the performance of the Defined Europe Index. It was launched on Apr 26, 2011. Both PTEU and FEP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PTEU vs. FEP - Performance Comparison
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PTEU vs. FEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | -1.50% | 30.80% | -0.50% | 12.45% | -7.46% | 13.43% | -19.41% | 13.50% | -16.87% | 28.91% |
FEP First Trust Europe AlphaDEX Fund | 3.30% | 55.72% | 3.38% | 16.85% | -22.97% | 17.03% | 4.12% | 24.83% | -19.00% | 36.27% |
Returns By Period
In the year-to-date period, PTEU achieves a -1.50% return, which is significantly lower than FEP's 3.30% return. Over the past 10 years, PTEU has underperformed FEP with an annualized return of 3.58%, while FEP has yielded a comparatively higher 9.94% annualized return.
PTEU
- 1D
- 1.55%
- 1M
- -5.01%
- YTD
- -1.50%
- 6M
- 2.14%
- 1Y
- 13.49%
- 3Y*
- 8.17%
- 5Y*
- 7.34%
- 10Y*
- 3.58%
FEP
- 1D
- 1.54%
- 1M
- -4.13%
- YTD
- 3.30%
- 6M
- 8.62%
- 1Y
- 40.34%
- 3Y*
- 21.59%
- 5Y*
- 9.91%
- 10Y*
- 9.94%
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PTEU vs. FEP - Expense Ratio Comparison
PTEU has a 0.65% expense ratio, which is lower than FEP's 0.80% expense ratio.
Return for Risk
PTEU vs. FEP — Risk / Return Rank
PTEU
FEP
PTEU vs. FEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and First Trust Europe AlphaDEX Fund (FEP). 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.
| PTEU | FEP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 2.08 | -1.36 |
Sortino ratioReturn per unit of downside risk | 1.13 | 2.66 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.41 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 3.31 | -2.28 |
Martin ratioReturn relative to average drawdown | 3.66 | 12.59 | -8.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PTEU | FEP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.08 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.51 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.48 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.32 | -0.07 |
Correlation
The correlation between PTEU and FEP is 0.68, 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. FEP - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 1.95%, less than FEP's 3.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | 1.95% | 1.92% | 3.49% | 2.74% | 0.69% | 1.55% | 0.00% | 3.43% | 1.86% | 0.60% | 0.00% | 0.00% |
FEP First Trust Europe AlphaDEX Fund | 3.17% | 3.33% | 4.94% | 3.27% | 3.00% | 3.49% | 2.32% | 2.63% | 2.62% | 1.65% | 2.14% | 2.20% |
Drawdowns
PTEU vs. FEP - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.45%, smaller than the maximum FEP drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for PTEU and FEP.
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Drawdown Indicators
| PTEU | FEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.45% | -46.05% | +10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -12.31% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -15.04% | -38.99% | +23.95% |
Max Drawdown (10Y)Largest decline over 10 years | -35.45% | -46.05% | +10.60% |
Current DrawdownCurrent decline from peak | -8.87% | -6.38% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -12.14% | -2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.23% | +0.37% |
Volatility
PTEU vs. FEP - Volatility Comparison
The current volatility for Pacer Trendpilot European Index ETF (PTEU) is 7.72%, while First Trust Europe AlphaDEX Fund (FEP) has a volatility of 8.46%. This indicates that PTEU experiences smaller price fluctuations and is considered to be less risky than FEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTEU | FEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 8.46% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 12.63% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 19.48% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 19.57% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 20.65% | -6.35% |