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PTEU vs. LVMUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTEU and LVMUY is 0.50, 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. LVMUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot European Index ETF (PTEU) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PTEU:

0.26

LVMUY:

-0.93

Sortino Ratio

PTEU:

0.59

LVMUY:

-1.39

Omega Ratio

PTEU:

1.08

LVMUY:

0.84

Calmar Ratio

PTEU:

0.34

LVMUY:

-0.72

Martin Ratio

PTEU:

0.99

LVMUY:

-1.59

Ulcer Index

PTEU:

6.23%

LVMUY:

20.45%

Daily Std Dev

PTEU:

19.25%

LVMUY:

35.07%

Max Drawdown

PTEU:

-35.44%

LVMUY:

-80.90%

Current Drawdown

PTEU:

-5.51%

LVMUY:

-41.44%

Returns By Period

In the year-to-date period, PTEU achieves a 14.41% return, which is significantly higher than LVMUY's -12.95% return.


PTEU

YTD

14.41%

1M

5.98%

6M

8.87%

1Y

4.94%

5Y*

4.66%

10Y*

N/A

LVMUY

YTD

-12.95%

1M

-3.64%

6M

-11.04%

1Y

-32.25%

5Y*

10.07%

10Y*

14.53%

*Annualized

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Risk-Adjusted Performance

PTEU vs. LVMUY — Risk-Adjusted Performance Rank

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

PTEU
The Risk-Adjusted Performance Rank of PTEU is 4242
Overall Rank
The Sharpe Ratio Rank of PTEU is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of PTEU is 4444
Sortino Ratio Rank
The Omega Ratio Rank of PTEU is 4040
Omega Ratio Rank
The Calmar Ratio Rank of PTEU is 4949
Calmar Ratio Rank
The Martin Ratio Rank of PTEU is 4141
Martin Ratio Rank

LVMUY
The Risk-Adjusted Performance Rank of LVMUY is 77
Overall Rank
The Sharpe Ratio Rank of LVMUY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of LVMUY is 77
Sortino Ratio Rank
The Omega Ratio Rank of LVMUY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of LVMUY is 88
Calmar Ratio Rank
The Martin Ratio Rank of LVMUY is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTEU vs. LVMUY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). 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.


The current PTEU Sharpe Ratio is 0.26, which is higher than the LVMUY Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of PTEU and LVMUY, 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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Dividends

PTEU vs. LVMUY - Dividend Comparison

PTEU's dividend yield for the trailing twelve months is around 3.05%, more than LVMUY's 2.50% yield.


TTM20242023202220212020201920182017201620152014
PTEU
Pacer Trendpilot European Index ETF
3.05%3.49%2.74%0.69%1.55%0.00%3.43%1.86%0.61%0.00%0.00%0.00%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.50%2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%

Drawdowns

PTEU vs. LVMUY - Drawdown Comparison

The maximum PTEU drawdown since its inception was -35.44%, smaller than the maximum LVMUY drawdown of -80.90%. Use the drawdown chart below to compare losses from any high point for PTEU and LVMUY. For additional features, visit the drawdowns tool.


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Volatility

PTEU vs. LVMUY - Volatility Comparison

The current volatility for Pacer Trendpilot European Index ETF (PTEU) is 5.13%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a volatility of 10.40%. This indicates that PTEU experiences smaller price fluctuations and is considered to be less risky than LVMUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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