PTEU vs. SPEU
Compare and contrast key facts about Pacer Trendpilot European Index ETF (PTEU) and SPDR Portfolio Europe ETF (SPEU).
PTEU and SPEU 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. SPEU is a passively managed fund by State Street that tracks the performance of the STOXX Europe Total Market. It was launched on Oct 15, 2002. Both PTEU and SPEU 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. SPEU - Performance Comparison
Loading graphics...
PTEU vs. SPEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | -3.01% | 30.80% | -0.50% | 12.45% | -7.46% | 13.43% | -19.41% | 13.50% | -16.87% | 28.91% |
SPEU SPDR Portfolio Europe ETF | -1.25% | 35.80% | 1.93% | 19.85% | -15.97% | 16.20% | 6.35% | 26.15% | -13.79% | 23.80% |
Returns By Period
In the year-to-date period, PTEU achieves a -3.01% return, which is significantly lower than SPEU's -1.25% return. Over the past 10 years, PTEU has underperformed SPEU with an annualized return of 3.42%, while SPEU has yielded a comparatively higher 9.00% annualized return.
PTEU
- 1D
- 2.73%
- 1M
- -9.51%
- YTD
- -3.01%
- 6M
- 1.56%
- 1Y
- 11.46%
- 3Y*
- 7.62%
- 5Y*
- 7.01%
- 10Y*
- 3.42%
SPEU
- 1D
- 3.20%
- 1M
- -8.30%
- YTD
- -1.25%
- 6M
- 4.53%
- 1Y
- 20.92%
- 3Y*
- 14.15%
- 5Y*
- 8.52%
- 10Y*
- 9.00%
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. SPEU - Expense Ratio Comparison
PTEU has a 0.65% expense ratio, which is higher than SPEU's 0.09% expense ratio.
Return for Risk
PTEU vs. SPEU — Risk / Return Rank
PTEU
SPEU
PTEU vs. SPEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and SPDR Portfolio Europe ETF (SPEU). 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 | SPEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.23 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.73 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.60 | -0.78 |
Martin ratioReturn relative to average drawdown | 2.95 | 6.13 | -3.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PTEU | SPEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.23 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.49 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.49 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.30 | -0.06 |
Correlation
The correlation between PTEU and SPEU is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PTEU vs. SPEU - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 1.98%, less than SPEU's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | 1.98% | 1.92% | 3.49% | 2.74% | 0.69% | 1.55% | 0.00% | 3.43% | 1.86% | 0.60% | 0.00% | 0.00% |
SPEU SPDR Portfolio Europe ETF | 3.63% | 3.47% | 3.29% | 2.91% | 3.08% | 2.67% | 2.29% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% |
Drawdowns
PTEU vs. SPEU - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.45%, smaller than the maximum SPEU drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for PTEU and SPEU.
Loading graphics...
Drawdown Indicators
| PTEU | SPEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.45% | -62.45% | +27.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -12.09% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -15.04% | -32.70% | +17.66% |
Max Drawdown (10Y)Largest decline over 10 years | -35.45% | -36.83% | +1.38% |
Current DrawdownCurrent decline from peak | -10.27% | -8.66% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -14.69% | -13.93% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 3.16% | +0.40% |
Volatility
PTEU vs. SPEU - Volatility Comparison
Pacer Trendpilot European Index ETF (PTEU) has a higher volatility of 8.31% compared to SPDR Portfolio Europe ETF (SPEU) at 7.66%. This indicates that PTEU's price experiences larger fluctuations and is considered to be riskier than SPEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PTEU | SPEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 7.66% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 10.92% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 17.21% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 17.32% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 18.43% | -4.13% |