PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PTEU vs. PTLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTEU and PTLC is 0.54, 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.


-0.50.00.51.00.5

Performance

PTEU vs. PTLC - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
10.06%
156.38%
PTEU
PTLC

Key characteristics

Sharpe Ratio

PTEU:

0.08

PTLC:

2.21

Sortino Ratio

PTEU:

0.20

PTLC:

2.94

Omega Ratio

PTEU:

1.02

PTLC:

1.41

Calmar Ratio

PTEU:

0.05

PTLC:

3.23

Martin Ratio

PTEU:

0.24

PTLC:

14.24

Ulcer Index

PTEU:

4.63%

PTLC:

1.92%

Daily Std Dev

PTEU:

14.59%

PTLC:

12.35%

Max Drawdown

PTEU:

-35.45%

PTLC:

-26.63%

Current Drawdown

PTEU:

-17.59%

PTLC:

-2.60%

Returns By Period

In the year-to-date period, PTEU achieves a -0.71% return, which is significantly lower than PTLC's 25.35% return.


PTEU

YTD

-0.71%

1M

-1.89%

6M

-5.10%

1Y

-0.44%

5Y*

-0.96%

10Y*

N/A

PTLC

YTD

25.35%

1M

0.28%

6M

9.00%

1Y

25.98%

5Y*

11.15%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PTEU vs. PTLC - Expense Ratio Comparison

PTEU has a 0.65% expense ratio, which is higher than PTLC's 0.60% expense ratio.


PTEU
Pacer Trendpilot European Index ETF
Expense ratio chart for PTEU: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for PTLC: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

PTEU vs. PTLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.


Sharpe ratio
The chart of Sharpe ratio for PTEU, currently valued at 0.08, compared to the broader market0.002.004.000.082.21
The chart of Sortino ratio for PTEU, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.0010.000.202.94
The chart of Omega ratio for PTEU, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.41
The chart of Calmar ratio for PTEU, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.053.23
The chart of Martin ratio for PTEU, currently valued at 0.24, compared to the broader market0.0020.0040.0060.0080.00100.000.2414.24
PTEU
PTLC

The current PTEU Sharpe Ratio is 0.08, which is lower than the PTLC Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PTEU and PTLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.08
2.21
PTEU
PTLC

Dividends

PTEU vs. PTLC - Dividend Comparison

PTEU's dividend yield for the trailing twelve months is around 2.76%, more than PTLC's 0.94% yield.


TTM202320222021202020192018201720162015
PTEU
Pacer Trendpilot European Index ETF
2.76%2.74%0.69%1.55%0.00%3.43%1.86%0.61%0.00%0.00%
PTLC
Pacer Trendpilot US Large Cap ETF
0.94%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.43%

Drawdowns

PTEU vs. PTLC - Drawdown Comparison

The maximum PTEU drawdown since its inception was -35.45%, which is greater than PTLC's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for PTEU and PTLC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.59%
-2.60%
PTEU
PTLC

Volatility

PTEU vs. PTLC - Volatility Comparison

The current volatility for Pacer Trendpilot European Index ETF (PTEU) is 3.22%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 3.69%. This indicates that PTEU experiences smaller price fluctuations and is considered to be less risky than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.22%
3.69%
PTEU
PTLC
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab