2B7S.DE vs. PJSR.DE
2B7S.DE (iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc) and PJSR.DE (PIMCO Euro Short Maturity UCITS ETF EUR Accumulation) are both exchange-traded funds - 2B7S.DE is a Government Bonds fund tracking the ICE US Treasury 1-3 Year (EUR Hedged) Index, while PJSR.DE is a Short-Term Bond fund actively managed by PIMCO. 2B7S.DE is passively managed, while PJSR.DE is actively managed. Over the past 5 years, 2B7S.DE returned -0.00%/yr vs 1.84%/yr for PJSR.DE. At a 0.17 correlation, their price movements are largely independent. 2B7S.DE charges 0.10%/yr vs 0.19%/yr for PJSR.DE.
Performance
2B7S.DE vs. PJSR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7S.DE achieves a -0.08% return, which is significantly lower than PJSR.DE's 0.84% return.
2B7S.DE
- 1D
- 0.09%
- 1M
- -0.09%
- YTD
- -0.08%
- 6M
- 0.08%
- 1Y
- 1.31%
- 3Y*
- 2.30%
- 5Y*
- -0.00%
- 10Y*
- —
PJSR.DE
- 1D
- -0.03%
- 1M
- 0.21%
- YTD
- 0.84%
- 6M
- 1.00%
- 1Y
- 2.31%
- 3Y*
- 3.54%
- 5Y*
- 1.84%
- 10Y*
- 0.70%
2B7S.DE vs. PJSR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
2B7S.DE iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc | -0.08% | 2.92% | 2.36% | 1.95% | -5.70% | -1.18% |
PJSR.DE PIMCO Euro Short Maturity UCITS ETF EUR Accumulation | 0.84% | 2.85% | 4.36% | 3.97% | -2.27% | -0.42% |
Correlation
The correlation between 2B7S.DE and PJSR.DE is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2021 | 0.17 |
The correlation between 2B7S.DE and PJSR.DE shifts across timeframes, from 0.00 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
2B7S.DE vs. PJSR.DE — Risk / Return Rank
2B7S.DE
PJSR.DE
2B7S.DE vs. PJSR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 2B7S.DE | PJSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.67 | ||
| Sortino ratioReturn per unit of downside risk | -6.61 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 2.25 | -1.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 5.83 | -4.32 |
| Martin ratioReturn relative to average drawdown | 4.17 | 28.98 | -24.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B7S.DE | PJSR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 4.67 | -3.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 3.34 | -3.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.96 | -0.96 |
Drawdowns
2B7S.DE vs. PJSR.DE - Drawdown Comparison
The maximum 2B7S.DE drawdown since its inception was -7.76%, which is greater than PJSR.DE's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and PJSR.DE.
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Drawdown Indicators
| 2B7S.DE | PJSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.76% | -5.63% | -2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -0.85% | -0.39% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -1.14% | -0.39% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -7.72% | -3.47% | -4.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.60% | — |
Current DrawdownCurrent decline from peak | -0.58% | -0.03% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -1.38% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 0.08% | +0.23% |
Volatility
2B7S.DE vs. PJSR.DE - Volatility Comparison
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) has a higher volatility of 0.47% compared to PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) at 0.15%. This indicates that 2B7S.DE's price experiences larger fluctuations and is considered to be riskier than PJSR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7S.DE | PJSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.47% | 0.15% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 0.92% | 0.41% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.29% | 0.49% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.99% | 0.54% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.96% | 0.66% | +1.30% |
2B7S.DE vs. PJSR.DE - Expense Ratio Comparison
2B7S.DE has a 0.10% expense ratio, which is lower than PJSR.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
2B7S.DE vs. PJSR.DE - Dividend Comparison
Neither 2B7S.DE nor PJSR.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7S.DE and PJSR.DE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7S.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7S.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for PJSR.DE.
2B7S.DE is categorized as Government Bonds, while PJSR.DE is Short-Term Bond. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.10% for 2B7S.DE and 0.19% for PJSR.DE.
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