PTEU vs. SPY
Compare and contrast key facts about Pacer Trendpilot European Index ETF (PTEU) and SPDR S&P 500 ETF (SPY).
PTEU and SPY 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 Advisors that tracks the performance of the Pacer Trendpilot European Index. It was launched on Dec 15, 2015. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both PTEU and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTEU or SPY.
Key characteristics
| PTEU | SPY | |
|---|---|---|
| YTD Return | 4.70% | 27.16% |
| 1Y Return | 10.40% | 37.73% |
| 3Y Return (Ann) | 2.17% | 10.28% |
| 5Y Return (Ann) | 0.57% | 15.97% |
| Sharpe Ratio | 0.71 | 3.25 |
| Sortino Ratio | 1.05 | 4.32 |
| Omega Ratio | 1.13 | 1.61 |
| Calmar Ratio | 0.48 | 4.74 |
| Martin Ratio | 3.26 | 21.51 |
| Ulcer Index | 3.12% | 1.85% |
| Daily Std Dev | 14.36% | 12.20% |
| Max Drawdown | -35.45% | -55.19% |
| Current Drawdown | -13.10% | 0.00% |
Correlation
The correlation between PTEU and SPY 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. SPY - Performance Comparison
In the year-to-date period, PTEU achieves a 4.70% return, which is significantly lower than SPY's 27.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. SPY - Expense Ratio Comparison
PTEU has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
PTEU vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 2.62%, more than SPY's 1.17% 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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
PTEU vs. SPY - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.45%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PTEU and SPY. For additional features, visit the drawdowns tool.
Volatility
PTEU vs. SPY - Volatility Comparison
Pacer Trendpilot European Index ETF (PTEU) has a higher volatility of 4.96% compared to SPDR S&P 500 ETF (SPY) at 3.92%. This indicates that PTEU's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.