Confusion is normally between the main 4 different PBR methods, which Substance Painter exports 3 methods, but most commonly either the default UE4 Base Color or the older RGB based Unity/CryEngine version.
UE4 uses the Disney BRDF version using BaseColor(Albedo), Metallic and Roughness.
Old Bridged PBR:
Unity 4 it’s and CryEngine 3 it’s Diffuse RGB and Gloss Alpha.
New PBR Those Engines are Using:
Unity 5 and CryEngine 4 it’s Spec RGB and Glossiness Alpha.
Substance Painter using the environmental IBL type lighting just to display the model while painting and exports the options available in the exporter dialog window which can be confusing if you don’t know how the textures are wired up and the PBR difference in specific engines, they should’ve just setup a platform selection to target specific engines to alleviate any confusion. The rest in background is fundamentally the Disney version that’s in Unreal Engine, so when painting in Substance Painter you’ll immediately notice the basic Albedo/BasicColor/Color, Metallic and Roughness format of the materials, it’s a variation with the Heightmap being used to create the Normal Map, like in Unreal Engine you can use the normal map and height information to create a World Space Displacement Map for finer grit details, such as for micro surface skin pores, dirt, or rock surfaces.

This is from the main Unreal Engine Documentation on PBR Materials:
UE4 can use the older PBR methods as well and like with UDK, but a good example that may help is how the PBR textures from GameTextures are added, that should help you properly wire up the textures and know which ones to export.
Game Textures PBR Texture Setup in Unreal Engine 4:
http://gametextures.com/blog/2014/09/30/using-gametextures-in-unreal-engine-4/
You may also use UE4 tools to view the texture channels and compare that to the individual channels in Substance Painter to verify they match when rendered.
Such as if the roughness isn’t shiney for scratches on a texture, the scratches may not show up at all, or the values may seem inverted, so the dark areas end up being light instead, so you’d need the invert the colors is all to show it up properly.
You can also use Unreal Engine’s Buffer Visualization tools to see the individual channels of material applied to an object in your scene, this can be very helpful in troubleshooting. And you can adjust the textures in the texture editor and/or material editor with nodes.
If interested, here’s an Unreal Engine Forum discussion on the PBR:
For Material Texture Troubleshooting
An example of using the tools to solve a texture problem, take for instance these 2 Metallic textures, the right part of image is in Substance Painter, and then exported from Substance Painter and imported into Unreal Engine (the left part of image), there’s nothing really wrong with the texture or any real difference between the 2, it exported exactly as needed, it’s just the way the data is read in the Texture file is set for import as sRGB.
In Unreal Engine I changed the View Mode in Perspective View to Buffer Visualization/Metallic to view the Metallic Channel and see exactly how the engine is reading and displaying the Metallic image/texture pixels on the mesh.
In Substance Painter with the window open showing my mesh in a locked position close to a position of the mesh object and zoomed in, I change to Solo View Mode to view the individual texture channel for the Metallic texture, and I put the windows side by side and compare both.

In the above example the Metallic needed it’s sRGB turned off, so I double clicked the Imported Metallic Texture in Unreal Engine and unchecked sRGB and clicked Save button in the Texture Editor, then deleted the previous Metallic reference texture object in the Material Editor and re-dragged and dropped it into the Material Editor Window, re-wired the texture to the Metallic channel input for the material, clicked Apply, then clicked Save to save the Updated Material.
Then the appearance of the textures in both Unreal Engine 4 and Substance Painter are identical.