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Issuer
Invesco
Inception Date
Oct 8, 2008
Category
Money Market
Leveraged
1x (No leverage)
Index Tracked
FTSE Eurozone Government Bill 0-6 Month Capped Index
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

PJEU.DE Performance Chart

Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.DE) is up 0.9% since the beginning of the year. PJEU.DE is currently trading at €109 per share. Investors who bought €1,000 worth of PJEU.DE shares 5 years ago would now be looking at an investment worth €1,092.


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S&P 500 Index

Returns By Period

Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.DE) has returned 0.88% so far this year and 1.99% over the past 12 months. Over the last ten years, PJEU.DE has returned 0.56% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Invesco Euro Cash 3 Months UCITS ETF Acc

1D
-0.01%
1M
0.14%
6M
0.79%
YTD
0.88%
1Y
1.99%
3Y*
2.87%
5Y*
1.77%
10Y*
0.56%

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJEU.DE Monthly Returns History

Based on dividend-adjusted daily data since Nov 10, 2008, PJEU.DE's average daily return is 0.00%, while the average monthly return is +0.04%. At this rate, an investment would double in approximately 144.4 years.

Historically, 50% of months were positive and 50% were negative. The best month was Oct 2025 with a return of +0.6%, while the worst month was Nov 2025 at -0.2%. The longest winning streak lasted 37 consecutive months, and the longest losing streak was 37 months.

On a daily basis, PJEU.DE closed higher 29% of trading days. The best single day was Dec 2, 2011 with a return of +1.3%, while the worst single day was Dec 1, 2011 at -1.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.07%0.28%0.03%0.43%0.29%-0.16%0.07%0.88%
20250.20%0.24%0.19%0.28%0.13%0.17%0.14%0.17%0.15%0.55%-0.22%0.32%2.33%
20240.26%0.29%0.34%0.27%0.35%0.28%0.33%0.32%0.31%0.23%0.30%0.28%3.61%
20230.10%0.12%0.27%0.15%0.19%0.26%0.24%0.32%0.24%0.36%0.29%0.33%2.91%
2022-0.08%-0.05%-0.08%-0.08%-0.06%-0.08%-0.07%-0.01%-0.11%0.03%0.08%0.07%-0.44%
2021-0.08%-0.06%-0.04%-0.08%-0.05%-0.06%-0.07%-0.07%-0.04%-0.07%-0.02%-0.12%-0.76%

Benchmark Metrics

Invesco Euro Cash 3 Months UCITS ETF Acc has an annualized alpha of 0.56%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 10, 2008.

  • This ETF captured 1.28% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.23%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.00 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.56%
Beta
-0.00
0.00
Upside Capture
1.28%
Downside Capture
-1.23%

Expense Ratio

PJEU.DE has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

PJEU.DE ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PJEU.DE Risk / Return Rank: 5555
Overall Rank
PJEU.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PJEU.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
PJEU.DE Omega Ratio Rank: 5353
Omega Ratio Rank
PJEU.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
PJEU.DE Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.DE) and compare them to S&P 500 Index.

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.


PJEU.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratioReturn relative to maximum drawdown

3.70

3.18

+0.52

Martin ratioReturn relative to average drawdown

10.42

11.76

-1.35

Dividends

Dividend History


Invesco Euro Cash 3 Months UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Euro Cash 3 Months UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Euro Cash 3 Months UCITS ETF Acc was 4.67%, occurring on Sep 27, 2022. Recovery took 441 trading sessions.

The current Invesco Euro Cash 3 Months UCITS ETF Acc drawdown is 0.08%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-4.67%Sep 2022
7y 9mo1y 8mo
9y 5moDec 2014 - Jun 2024
2011 pullback2011
-1.19%Dec 2011
0s1d
1dDec 2011 - Dec 2011
2012 pullback2012
-1.01%Jul 2012
0s1d
1dJul 2012 - Jul 2012
2026 pullback2026
-0.54%Jan 2026
0s2d
2dJan 2026 - Jan 2026
2025 pullback2025
-0.47%Dec 2025
22d27d
1mo 19dNov 2025 - Dec 2025

Drawdown Indicators


PJEU.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.67%

-51.62%

+46.95%

Max Drawdown (1Y)

Largest decline over 1 year

-0.54%

-7.57%

+7.03%

Max Drawdown (3Y)

Largest decline over 3 years

-0.54%

-23.99%

+23.45%

Max Drawdown (5Y)

Largest decline over 5 years

-1.04%

-23.99%

+22.95%

Max Drawdown (10Y)

Largest decline over 10 years

-4.17%

-33.42%

+29.25%

Current Drawdown

Current decline from peak

-0.08%

-0.43%

+0.35%

Average Drawdown

Average peak-to-trough decline

-1.21%

-9.08%

+7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

2.04%

-1.85%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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