PTEU vs. VEA
PTEU (Pacer Trendpilot European Index ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both exchange-traded funds - PTEU is a Europe Equities fund tracking the Pacer Trendpilot European Index, while VEA is a Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Both are passively managed. Over the past 10 years, PTEU returned 5.37%/yr vs 10.72%/yr for VEA. A 0.69 correlation means they provide meaningful diversification when combined. PTEU charges 0.65%/yr vs 0.03%/yr for VEA.
Performance
PTEU vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, PTEU achieves a 6.67% return, which is significantly lower than VEA's 13.11% return. Over the past 10 years, PTEU has underperformed VEA with an annualized return of 5.37%, while VEA has yielded a comparatively higher 10.72% annualized return.
PTEU
- 1D
- -1.95%
- 1M
- 1.07%
- YTD
- 6.67%
- 6M
- 6.75%
- 1Y
- 19.59%
- 3Y*
- 10.88%
- 5Y*
- 7.49%
- 10Y*
- 5.37%
VEA
- 1D
- -3.07%
- 1M
- 0.11%
- YTD
- 13.11%
- 6M
- 12.98%
- 1Y
- 30.28%
- 3Y*
- 19.47%
- 5Y*
- 9.50%
- 10Y*
- 10.72%
PTEU vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | 6.67% | 30.80% | -0.50% | 12.45% | -7.46% | 13.43% | -19.41% | 13.50% | -16.87% | 28.91% |
VEA Vanguard FTSE Developed Markets ETF | 13.11% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between PTEU and VEA is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.69 |
The correlation between PTEU and VEA shifts across timeframes, from 0.69 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PTEU vs. VEA — Risk / Return Rank
PTEU
VEA
PTEU vs. VEA - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PTEU | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.62 | -1.08 |
| Martin ratioReturn relative to average drawdown | 5.31 | 10.06 | -4.76 |
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Drawdowns
PTEU vs. VEA - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.45%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for PTEU and VEA.
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Drawdown Indicators
| PTEU | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.45% | -60.68% | +25.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -11.63% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.04% | -13.45% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -15.04% | -29.71% | +14.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.45% | -35.73% | +0.28% |
Current DrawdownCurrent decline from peak | -2.23% | -3.07% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -14.43% | -13.26% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.02% | +0.68% |
Volatility
PTEU vs. VEA - Volatility Comparison
The current volatility for Pacer Trendpilot European Index ETF (PTEU) is 5.01%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 7.09%. This indicates that PTEU experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTEU | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 7.09% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 14.74% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 16.79% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 16.76% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 17.21% | -2.67% |
PTEU vs. VEA - Expense Ratio Comparison
PTEU has a 0.65% expense ratio, which is higher than VEA's 0.03% expense ratio.
Dividends
PTEU vs. VEA - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 1.80%, less than VEA's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | 1.80% | 1.92% | 3.49% | 2.74% | 0.69% | 1.55% | 0.00% | 3.43% | 1.86% | 0.60% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.58% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
PTEU and VEA have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEA has higher volatility (7.09%) compared to PTEU (5.01%). In terms of maximum drawdown, PTEU dropped -35.45% vs VEA's -60.68%.
On 10-year performance, VEA leads with 10.72% vs 5.37% for PTEU. On fees, VEA is cheaper at 0.03% per year. On volatility, PTEU has been the lower-risk option at 5.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VEA has performed better with a 10.72% return vs 5.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VEA is cheaper with a 0.03% expense ratio, compared with 0.65% for PTEU.
VEA has the higher dividend yield at 2.58%, compared with 1.80% for PTEU.
PTEU is categorized as Europe Equities, while VEA is Foreign Large Cap Equities. PTEU tracks Pacer Trendpilot European Index, while VEA tracks FTSE Developed All Cap ex US Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.65% for PTEU and 0.03% for VEA.
VEA currently has the higher Sharpe Ratio (1.81 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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