Correlation
The correlation between PTEU and VEA 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.
PTEU vs. VEA
Compare and contrast key facts about Pacer Trendpilot European Index ETF (PTEU) and Vanguard FTSE Developed Markets ETF (VEA).
PTEU and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both PTEU and VEA 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 VEA.
Performance
PTEU vs. VEA - Performance Comparison
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Key characteristics
PTEU:
0.42
VEA:
0.83
PTEU:
0.64
VEA:
1.18
PTEU:
1.08
VEA:
1.16
PTEU:
0.37
VEA:
0.98
PTEU:
1.10
VEA:
2.96
PTEU:
6.20%
VEA:
4.44%
PTEU:
19.32%
VEA:
17.19%
PTEU:
-35.44%
VEA:
-60.69%
PTEU:
-2.94%
VEA:
-0.39%
Returns By Period
The year-to-date returns for both stocks are quite close, with PTEU having a 17.52% return and VEA slightly lower at 16.76%.
PTEU
17.52%
5.35%
14.54%
8.03%
10.41%
5.20%
N/A
VEA
16.76%
5.13%
12.67%
14.08%
10.44%
11.40%
6.14%
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PTEU vs. VEA - Expense Ratio Comparison
PTEU has a 0.65% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
PTEU vs. VEA — Risk-Adjusted Performance Rank
PTEU
VEA
PTEU vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and Vanguard FTSE Developed Markets ETF (VEA). 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.
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Dividends
PTEU vs. VEA - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 2.97%, more than VEA's 2.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | 2.97% | 3.49% | 2.74% | 0.69% | 1.55% | 0.00% | 3.43% | 1.86% | 0.61% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.81% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
Drawdowns
PTEU vs. VEA - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.44%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for PTEU and VEA.
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Volatility
PTEU vs. VEA - Volatility Comparison
Pacer Trendpilot European Index ETF (PTEU) has a higher volatility of 3.87% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.04%. This indicates that PTEU's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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