PTLC vs. PTEU
PTLC (Pacer Trendpilot US Large Cap ETF) and PTEU (Pacer Trendpilot European Index ETF) are both exchange-traded funds - PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index, while PTEU is a Europe Equities fund tracking the Pacer Trendpilot European Index. Both are passively managed. Over the past 10 years, PTLC returned 11.47%/yr vs 5.58%/yr for PTEU. A 0.56 correlation means they provide meaningful diversification when combined. PTLC charges 0.60%/yr vs 0.65%/yr for PTEU.
Performance
PTLC vs. PTEU - Performance Comparison
Loading charts...
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%
PTLC vs. PTEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PTLC vs. PTEU — Risk / Return Rank
PTLC
PTEU
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.
| PTLC | PTEU | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| PTLC | PTEU | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.79% | -0.29% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -14.44% | +8.81% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| PTLC | PTEU | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for PTLC and PTEU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer