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PIMCO Euro Short Maturity UCITS ETF EUR Accumulati...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00BVZ6SP04
Issuer
PIMCO
Inception Date
Jan 11, 2011
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in PIMCO Euro Short Maturity UCITS ETF EUR Accumulation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

PJSR.DE is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) has returned 0.19% so far this year and 2.16% over the past 12 months. Over the last ten years, PJSR.DE has returned 0.64% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.


PIMCO Euro Short Maturity UCITS ETF EUR Accumulation

1D
0.05%
1M
-0.33%
YTD
0.19%
6M
0.76%
1Y
2.16%
3Y*
3.49%
5Y*
1.70%
10Y*
0.64%

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 30, 2015, PJSR.DE's average daily return is 0.00%, while the average monthly return is +0.05%. At this rate, your investment would double in approximately 115.6 years.

Historically, 52% of months were positive and 48% were negative. The best month was Apr 2020 with a return of +0.8%, while the worst month was Mar 2020 at -1.6%. The longest winning streak lasted 40 consecutive months, and the longest losing streak was 11 months.

On a daily basis, PJSR.DE closed higher 40% of trading days. The best single day was Mar 30, 2020 with a return of +0.5%, while the worst single day was Mar 18, 2020 at -0.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.25%0.28%-0.33%0.19%
20250.37%0.34%0.16%0.22%0.25%0.21%0.28%0.21%0.21%0.27%0.11%0.18%2.85%
20240.49%0.38%0.41%0.36%0.43%0.25%0.40%0.35%0.31%0.37%0.25%0.28%4.36%
20230.54%0.11%0.21%0.21%0.26%0.16%0.43%0.31%0.41%0.32%0.51%0.41%3.97%
2022-0.18%-0.48%-0.41%-0.27%-0.20%-0.52%0.26%-0.28%-0.63%-0.16%0.50%0.07%-2.27%
2021-0.03%-0.07%-0.05%-0.01%-0.01%-0.03%0.01%-0.04%-0.09%-0.16%-0.05%-0.05%-0.58%

Benchmark Metrics

PIMCO Euro Short Maturity UCITS ETF EUR Accumulation has an annualized alpha of 0.52%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 04, 2015.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (2.40%) than losses (1.87%) — typical of diversified or defensive 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
0.52%
Beta
0.00
0.00
Upside Capture
2.40%
Downside Capture
1.87%

Expense Ratio

PJSR.DE has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

PJSR.DE ranks 98 for risk / return — in the top 98% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PJSR.DE Risk / Return Rank: 9898
Overall Rank
PJSR.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PJSR.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
PJSR.DE Omega Ratio Rank: 9999
Omega Ratio Rank
PJSR.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
PJSR.DE Martin Ratio Rank: 9898
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 PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) and compare them to a chosen benchmark (S&P 500 Index).


PJSR.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

4.02

0.43

+3.59

Sortino ratio

Return per unit of downside risk

6.30

0.73

+5.57

Omega ratio

Gain probability vs. loss probability

2.04

1.11

+0.92

Calmar ratio

Return relative to maximum drawdown

5.53

0.67

+4.86

Martin ratio

Return relative to average drawdown

28.50

2.80

+25.70

Explore PJSR.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


PIMCO Euro Short Maturity UCITS ETF EUR Accumulation 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 PIMCO Euro Short Maturity UCITS ETF EUR Accumulation. 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 PIMCO Euro Short Maturity UCITS ETF EUR Accumulation was 5.63%, occurring on Oct 14, 2022. Recovery took 363 trading sessions.

The current PIMCO Euro Short Maturity UCITS ETF EUR Accumulation drawdown is 0.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.63%May 22, 20151882Oct 14, 2022363Mar 15, 20242245
-0.39%Feb 27, 202621Mar 27, 2026
-0.25%Apr 7, 20252Apr 8, 20258Apr 22, 202510
-0.14%Aug 5, 20241Aug 5, 20244Aug 9, 20245
-0.08%Mar 5, 20254Mar 10, 20258Mar 20, 202512

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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