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PTEU vs. FLGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTEU vs. FLGR - Performance Comparison

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

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PTEU vs. FLGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTEU
Pacer Trendpilot European Index ETF
-1.50%30.80%-0.50%12.45%-7.46%13.43%-19.41%13.50%-16.87%-0.08%
FLGR
Franklin FTSE Germany ETF
-5.28%36.67%10.63%24.22%-21.96%5.40%12.11%19.99%-21.50%-0.27%

Returns By Period

In the year-to-date period, PTEU achieves a -1.50% return, which is significantly higher than FLGR's -5.28% 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%

FLGR

1D
1.54%
1M
-6.28%
YTD
-5.28%
6M
-4.34%
1Y
10.13%
3Y*
15.65%
5Y*
6.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTEU vs. FLGR - Expense Ratio Comparison

PTEU has a 0.65% expense ratio, which is higher than FLGR's 0.09% expense ratio.


Return for Risk

PTEU vs. FLGR — Risk / Return Rank

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

PTEU
PTEU Risk / Return Rank: 3636
Overall Rank
PTEU Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PTEU Sortino Ratio Rank: 3737
Sortino Ratio Rank
PTEU Omega Ratio Rank: 3636
Omega Ratio Rank
PTEU Calmar Ratio Rank: 3636
Calmar Ratio Rank
PTEU Martin Ratio Rank: 3737
Martin Ratio Rank

FLGR
FLGR Risk / Return Rank: 2727
Overall Rank
FLGR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FLGR Sortino Ratio Rank: 2828
Sortino Ratio Rank
FLGR Omega Ratio Rank: 2727
Omega Ratio Rank
FLGR Calmar Ratio Rank: 2929
Calmar Ratio Rank
FLGR Martin Ratio Rank: 2727
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. FLGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and Franklin FTSE Germany ETF (FLGR). 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.


PTEUFLGRDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.50

+0.22

Sortino ratio

Return per unit of downside risk

1.13

0.86

+0.27

Omega ratio

Gain probability vs. loss probability

1.15

1.11

+0.04

Calmar ratio

Return relative to maximum drawdown

1.03

0.73

+0.30

Martin ratio

Return relative to average drawdown

3.66

2.27

+1.39

PTEU vs. FLGR - Sharpe Ratio Comparison

The current PTEU Sharpe Ratio is 0.72, which is higher than the FLGR Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of PTEU and FLGR, 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


PTEUFLGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.50

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.33

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.25

0.00

Correlation

The correlation between PTEU and FLGR is 0.70, 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. FLGR - Dividend Comparison

PTEU's dividend yield for the trailing twelve months is around 1.95%, more than FLGR's 1.82% yield.


TTM202520242023202220212020201920182017
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%
FLGR
Franklin FTSE Germany ETF
1.82%1.72%2.40%2.99%3.50%2.67%2.61%2.52%3.06%0.00%

Drawdowns

PTEU vs. FLGR - Drawdown Comparison

The maximum PTEU drawdown since its inception was -35.45%, smaller than the maximum FLGR drawdown of -46.21%. Use the drawdown chart below to compare losses from any high point for PTEU and FLGR.


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Drawdown Indicators


PTEUFLGRDifference

Max Drawdown

Largest peak-to-trough decline

-35.45%

-46.21%

+10.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-14.44%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-15.04%

-43.54%

+28.50%

Max Drawdown (10Y)

Largest decline over 10 years

-35.45%

Current Drawdown

Current decline from peak

-8.87%

-9.72%

+0.85%

Average Drawdown

Average peak-to-trough decline

-14.68%

-12.51%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

4.62%

-1.02%

Volatility

PTEU vs. FLGR - Volatility Comparison

The current volatility for Pacer Trendpilot European Index ETF (PTEU) is 7.72%, while Franklin FTSE Germany ETF (FLGR) has a volatility of 8.23%. This indicates that PTEU experiences smaller price fluctuations and is considered to be less risky than FLGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTEUFLGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

8.23%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

12.44%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

20.18%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

20.10%

-5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.30%

21.43%

-7.13%