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Cosmological N-body simulations represent an excellent tool to study the formation and evolution of dark matter (DM) halos and the mechanisms that have originated the universal profile at the largest mass scales in the Universe. In particular, the combination of the velocity dispersion $σ_\mathrm{v}$ with the density $ρ$ can be used to define the pseudo-entropy $S(r)=σ_\mathrm{v}^2/ρ^{\,2/3}$, whose profile is well-described by a simple power-law $S\propto\,r^{\,α}$. We analyze a set of cosmological hydrodynamical re-simulations of massive galaxy clusters and study the pseudo-entropy profiles as traced by different collisionless components in simulated galaxy clusters: DM, stars, and substructures. We analyze four sets of simulations, exploring different resolution and physics (N-body and full hydrodynamical simulations) to investigate convergence and the impact of baryons. We find that baryons significantly affect the inner region of pseudo-entropy profiles as traced by substructures, while DM particles profiles are characterized by an almost universal behavior, thus suggesting that the level of pseudo-entropy could represent a potential low-scatter mass-proxy. We compare observed and simulated pseudo-entropy profiles and find good agreement in both normalization and slope. We demonstrate, however, that the method used to derive observed pseudo-entropy profiles could introduce biases and underestimate the impact of mergers. Finally, we investigate the pseudo-entropy traced by the stars focusing our interest in the dynamical distinction between intracluster light (ICL) and the stars bound to the brightest cluster galaxy (BCG): the combination of these two pseudo-entropy profiles is well-described by a single power-law out to almost the entire cluster virial radius.