PTEU vs. LVMUY
Compare and contrast key facts about Pacer Trendpilot European Index ETF (PTEU) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY).
PTEU is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Trendpilot European Index. It was launched on Dec 15, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTEU or LVMUY.
Key characteristics
| PTEU | LVMUY | |
|---|---|---|
| YTD Return | 4.56% | -19.77% |
| 1Y Return | 10.03% | -13.65% |
| 3Y Return (Ann) | 1.88% | -6.19% |
| 5Y Return (Ann) | 0.48% | 9.48% |
| Sharpe Ratio | 0.70 | -0.43 |
| Sortino Ratio | 1.04 | -0.45 |
| Omega Ratio | 1.13 | 0.95 |
| Calmar Ratio | 0.47 | -0.37 |
| Martin Ratio | 3.27 | -0.77 |
| Ulcer Index | 3.08% | 16.78% |
| Daily Std Dev | 14.33% | 30.30% |
| Max Drawdown | -35.45% | -80.90% |
| Current Drawdown | -13.22% | -34.18% |
Correlation
The correlation between PTEU and LVMUY is 0.52, 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
In the year-to-date period, PTEU achieves a 4.56% return, which is significantly higher than LVMUY's -19.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
PTEU vs. LVMUY - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 2.62%, more than LVMUY's 2.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | 2.62% | 2.74% | 0.69% | 1.55% | 0.00% | 3.43% | 1.86% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.17% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.60% | 2.10% | 12.91% | 2.40% | 2.17% |
Drawdowns
PTEU vs. LVMUY - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.45%, 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.
Volatility
PTEU vs. LVMUY - Volatility Comparison
The current volatility for Pacer Trendpilot European Index ETF (PTEU) is 5.02%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a volatility of 12.24%. 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.