PTEU vs. VGK
PTEU (Pacer Trendpilot European Index ETF) and VGK (Vanguard FTSE Europe ETF) are both Europe Equities funds - PTEU tracks the Pacer Trendpilot European Index while VGK tracks the FTSE Developed Europe All Cap Index. Both are passively managed. Over the past 10 years, PTEU returned 5.37%/yr vs 10.38%/yr for VGK. A 0.72 correlation means they provide meaningful diversification when combined. PTEU charges 0.65%/yr vs 0.06%/yr for VGK.
Performance
PTEU vs. VGK - Performance Comparison
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Returns By Period
In the year-to-date period, PTEU achieves a 6.67% return, which is significantly higher than VGK's 6.16% return. Over the past 10 years, PTEU has underperformed VGK with an annualized return of 5.37%, while VGK has yielded a comparatively higher 10.38% 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%
VGK
- 1D
- -1.24%
- 1M
- -0.13%
- YTD
- 6.16%
- 6M
- 6.16%
- 1Y
- 19.10%
- 3Y*
- 16.76%
- 5Y*
- 8.57%
- 10Y*
- 10.38%
PTEU vs. VGK - 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% |
VGK Vanguard FTSE Europe ETF | 6.16% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.43% | 24.85% | -14.89% | 26.98% |
Correlation
The correlation between PTEU and VGK is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.72 |
Over the past year, PTEU and VGK have become more correlated (0.93) than their long-term average of 0.72, meaning their price movements have been converging.
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Return for Risk
PTEU vs. VGK — Risk / Return Rank
PTEU
VGK
PTEU vs. VGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) and Vanguard FTSE Europe ETF (VGK). 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 | VGK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.59 | -0.05 |
| Martin ratioReturn relative to average drawdown | 5.31 | 5.89 | -0.58 |
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Drawdowns
PTEU vs. VGK - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.45%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for PTEU and VGK.
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Drawdown Indicators
| PTEU | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.45% | -63.61% | +28.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -12.09% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -15.04% | -14.31% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -15.04% | -32.74% | +17.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.45% | -37.24% | +1.79% |
Current DrawdownCurrent decline from peak | -2.23% | -1.91% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -14.43% | -13.31% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.25% | +0.45% |
Volatility
PTEU vs. VGK - Volatility Comparison
Pacer Trendpilot European Index ETF (PTEU) and Vanguard FTSE Europe ETF (VGK) have volatilities of 5.01% and 4.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTEU | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.96% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 13.38% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 15.81% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 17.96% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 18.56% | -4.02% |
PTEU vs. VGK - Expense Ratio Comparison
PTEU has a 0.65% expense ratio, which is higher than VGK's 0.06% expense ratio.
Dividends
PTEU vs. VGK - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 1.80%, less than VGK's 2.95% 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% |
VGK Vanguard FTSE Europe ETF | 2.95% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Frequently Asked Questions
With a correlation of 0.93, PTEU and VGK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PTEU has higher volatility (5.01%) compared to VGK (4.96%). In terms of maximum drawdown, PTEU dropped -35.45% vs VGK's -63.61%.
On 10-year performance, VGK leads with 10.38% vs 5.37% for PTEU. On fees, VGK is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VGK has performed better with a 10.38% return vs 5.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGK is cheaper with a 0.06% expense ratio, compared with 0.65% for PTEU.
VGK has the higher dividend yield at 2.95%, compared with 1.80% for PTEU.
PTEU tracks Pacer Trendpilot European Index, while VGK tracks FTSE Developed Europe All Cap Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.65% for PTEU and 0.06% for VGK.
VGK currently has the higher Sharpe Ratio (1.21 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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