So I was wondering if my BiS PvE helmet is better than a furious PVP helmet and if not when is it worth changing to PvP gear (at relentless or maybe wrathful)?
Depends on what you're doing and how you want to go about it. It's very possible to do full-PvE Ret in BGs and in arenas with a burst comp. That said, work on your Wrathful off-set items via honor points first. I wouldn't go below Relentless for your main-set items, and that you can get with EoFs if you want to, or just grind out arena points every week (don't need to win to get points).