COVR.DE vs. PJS1.DE
Compare and contrast key facts about PIMCO Covered Bond UCITS ETF Dist (COVR.DE) and PIMCO Euro Short Maturity UCITS ETF EUR Income (PJS1.DE).
COVR.DE and PJS1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COVR.DE is a passively managed fund by PIMCO that tracks the performance of the PIMCO Covered Bond. It was launched on Dec 17, 2013. PJS1.DE is an actively managed fund by PIMCO. It was launched on Jan 11, 2011.
Performance
COVR.DE vs. PJS1.DE - Performance Comparison
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COVR.DE vs. PJS1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COVR.DE PIMCO Covered Bond UCITS ETF Dist | -0.83% | 2.66% | 3.80% | 6.11% | -12.85% | -2.27% | 3.03% | 3.98% | 0.05% | 2.43% |
PJS1.DE PIMCO Euro Short Maturity UCITS ETF EUR Income | 0.25% | 2.87% | 4.36% | 3.98% | -2.27% | -0.59% | -0.27% | -0.06% | -1.35% | -0.20% |
Returns By Period
In the year-to-date period, COVR.DE achieves a -0.83% return, which is significantly lower than PJS1.DE's 0.25% return. Over the past 10 years, COVR.DE has underperformed PJS1.DE with an annualized return of 0.54%, while PJS1.DE has yielded a comparatively higher 0.64% annualized return.
COVR.DE
- 1D
- 0.11%
- 1M
- -2.15%
- YTD
- -0.83%
- 6M
- -0.72%
- 1Y
- 1.12%
- 3Y*
- 3.46%
- 5Y*
- -0.72%
- 10Y*
- 0.54%
PJS1.DE
- 1D
- 0.10%
- 1M
- -0.22%
- YTD
- 0.25%
- 6M
- 0.84%
- 1Y
- 2.23%
- 3Y*
- 3.52%
- 5Y*
- 1.72%
- 10Y*
- 0.64%
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COVR.DE vs. PJS1.DE - Expense Ratio Comparison
COVR.DE has a 0.43% expense ratio, which is higher than PJS1.DE's 0.35% expense ratio.
Return for Risk
COVR.DE vs. PJS1.DE — Risk / Return Rank
COVR.DE
PJS1.DE
COVR.DE vs. PJS1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Covered Bond UCITS ETF Dist (COVR.DE) and PIMCO Euro Short Maturity UCITS ETF EUR Income (PJS1.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.
| COVR.DE | PJS1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 4.26 | -3.76 |
Sortino ratioReturn per unit of downside risk | 0.68 | 6.74 | -6.06 |
Omega ratioGain probability vs. loss probability | 1.09 | 2.04 | -0.96 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 6.23 | -5.79 |
Martin ratioReturn relative to average drawdown | 1.94 | 29.18 | -27.24 |
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
| COVR.DE | PJS1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 4.26 | -3.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 2.89 | -3.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.99 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.78 | -0.58 |
Correlation
The correlation between COVR.DE and PJS1.DE is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
COVR.DE vs. PJS1.DE - Dividend Comparison
COVR.DE's dividend yield for the trailing twelve months is around 2.51%, less than PJS1.DE's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COVR.DE PIMCO Covered Bond UCITS ETF Dist | 2.51% | 2.43% | 1.66% | 0.56% | 0.00% | 0.00% | 0.42% | 1.20% | 0.78% | 0.57% | 0.74% | 0.86% |
PJS1.DE PIMCO Euro Short Maturity UCITS ETF EUR Income | 2.98% | 3.11% | 3.58% | 2.90% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.05% | 0.19% |
Drawdowns
COVR.DE vs. PJS1.DE - Drawdown Comparison
The maximum COVR.DE drawdown since its inception was -16.36%, which is greater than PJS1.DE's maximum drawdown of -5.79%. Use the drawdown chart below to compare losses from any high point for COVR.DE and PJS1.DE.
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Drawdown Indicators
| COVR.DE | PJS1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.36% | -5.79% | -10.57% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -0.36% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -15.69% | -3.46% | -12.23% |
Max Drawdown (10Y)Largest decline over 10 years | -16.36% | -5.57% | -10.79% |
Current DrawdownCurrent decline from peak | -4.79% | -0.26% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -1.17% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.64% | 0.08% | +0.56% |
Volatility
COVR.DE vs. PJS1.DE - Volatility Comparison
PIMCO Covered Bond UCITS ETF Dist (COVR.DE) has a higher volatility of 1.08% compared to PIMCO Euro Short Maturity UCITS ETF EUR Income (PJS1.DE) at 0.26%. This indicates that COVR.DE's price experiences larger fluctuations and is considered to be riskier than PJS1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COVR.DE | PJS1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 0.26% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 0.37% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.25% | 0.52% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.72% | 0.59% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.95% | 0.64% | +2.31% |