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PTLC vs. PTEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTLC vs. PTEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Trendpilot European Index ETF (PTEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTLC achieves a 4.41% return, which is significantly lower than PTEU's 8.79% return. Over the past 10 years, PTLC has outperformed PTEU with an annualized return of 11.47%, while PTEU has yielded a comparatively lower 5.58% annualized return.


PTLC

1D
-0.43%
1M
0.05%
YTD
4.41%
6M
3.92%
1Y
20.14%
3Y*
13.96%
5Y*
10.42%
10Y*
11.47%

PTEU

1D
-0.09%
1M
3.08%
YTD
8.79%
6M
8.97%
1Y
23.05%
3Y*
11.61%
5Y*
8.19%
10Y*
5.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTLC vs. PTEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTLC
Pacer Trendpilot US Large Cap ETF
4.41%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%1.49%21.41%
PTEU
Pacer Trendpilot European Index ETF
8.79%30.80%-0.50%12.45%-7.46%13.43%-19.41%13.50%-16.87%28.91%

Correlation

The correlation between PTLC and PTEU is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.56

The correlation between PTLC and PTEU shifts across timeframes, from 0.56 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PTLC vs. PTEU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTLC
PTLC Risk / Return Rank: 5050
Overall Rank
PTLC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4747
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4949
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4848
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5353
Martin Ratio Rank

PTEU
PTEU Risk / Return Rank: 3939
Overall Rank
PTEU Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PTEU Sortino Ratio Rank: 3939
Sortino Ratio Rank
PTEU Omega Ratio Rank: 3838
Omega Ratio Rank
PTEU Calmar Ratio Rank: 3737
Calmar Ratio Rank
PTEU Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PTLC vs. PTEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Trendpilot European Index ETF (PTEU). 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.


PTLCPTEUDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

2.31

1.81

+0.50

Martin ratioReturn relative to average drawdown

8.89

6.25

+2.64

PTLC vs. PTEU - Sharpe Ratio Comparison

The current PTLC Sharpe Ratio is 1.70, which is comparable to the PTEU Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PTLC and PTEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PTLC vs. PTEU - Drawdown Comparison

The maximum PTLC drawdown since its inception was -26.63%, smaller than the maximum PTEU drawdown of -35.45%. Use the drawdown chart below to compare losses from any high point for PTLC and PTEU.


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Drawdown Indicators


PTLCPTEUDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-35.45%

+8.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-12.82%

+4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-15.17%

-15.04%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-15.17%

-15.04%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

-35.45%

+8.82%

Current Drawdown

Current decline from peak

-1.79%

-0.29%

-1.50%

Average Drawdown

Average peak-to-trough decline

-5.63%

-14.44%

+8.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

3.70%

-1.43%

Volatility

PTLC vs. PTEU - Volatility Comparison

Pacer Trendpilot US Large Cap ETF (PTLC) and Pacer Trendpilot European Index ETF (PTEU) have volatilities of 4.71% and 4.87%, 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


PTLCPTEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.87%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

14.41%

-5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

17.10%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.86%

15.28%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

14.53%

-1.30%

PTLC vs. PTEU - Expense Ratio Comparison

PTLC has a 0.60% expense ratio, which is lower than PTEU's 0.65% expense ratio.


Dividends

PTLC vs. PTEU - Dividend Comparison

PTLC's dividend yield for the trailing twelve months is around 1.02%, less than PTEU's 1.76% yield.


PositionTTM20252024202320222021202020192018201720162015
PTEU
Pacer Trendpilot European Index ETF
1.76%1.92%3.49%2.74%0.69%1.55%0.00%3.43%1.86%0.60%0.00%0.00%
PTLC
Pacer Trendpilot US Large Cap ETF
1.02%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%

Frequently Asked Questions


PTLC and PTEU have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTEU has higher volatility (4.87%) compared to PTLC (4.71%). In terms of maximum drawdown, PTLC dropped -26.63% vs PTEU's -35.45%.

On 10-year performance, PTLC leads with 11.47% vs 5.58% for PTEU. On fees, PTLC is cheaper at 0.60% per year. On volatility, PTLC has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PTLC has performed better with a 11.47% return vs 5.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PTLC is cheaper with a 0.60% expense ratio, compared with 0.65% for PTEU.

PTEU has the higher dividend yield at 1.76%, compared with 1.02% for PTLC.

PTLC is categorized as Large Cap Blend Equities, while PTEU is Europe Equities. PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while PTEU tracks Pacer Trendpilot European Index. Their fees differ too: 0.60% for PTLC and 0.65% for PTEU.

PTLC currently has the higher Sharpe Ratio (1.70 vs 1.36), 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.

Portfolio Optimizer

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