Pedestrian Dead Reckoning (PDR) is the process of calculating one's current location by using the previously known position, and advancing that position over time using established or estimated speeds and trajectories (or alternatively stride lengths and directions). PDR plays an important role in modern life, including tracking locations of people and objects whenever GPS is not available. Self-contained PDR systems do not require an infrastructure, thus they can be used for rapid deployment in situations such as search and rescue, disaster relief or medical emergencies. Wearable sensors are often applied in self-contained PDR, but implementation varies in terms of the number, type and location of sensors used. Many algorithms are designed for PDR in order to reduce the error or drift of the final estimate, with various levels of success. There is a lack of comparison between these different methods and this systematic review of PDR for wearable devices provides a comprehensive overview that can inform further design optimizations. The aim of this paper is to assess the quality of all available PDR literature with a focus on wearable sensors. It provides an outline of the state-of-the-art in the field by comparing the accuracy of different sensor layouts and algorithms. Further directions of research are suggested based on these results. This study also highlights the need for more standardised and robust assessment protocols to capture real-world tracking performance of PDR methods.