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DBXT.DE vs. PJEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXT.DE vs. PJEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) and Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBXT.DE achieves a 1.02% return, which is significantly higher than PJEU.DE's 0.88% return. Over the past 10 years, DBXT.DE has outperformed PJEU.DE with an annualized return of 0.73%, while PJEU.DE has yielded a comparatively lower 0.56% annualized return.


DBXT.DE

1D
0.02%
1M
0.19%
6M
0.99%
YTD
1.02%
1Y
1.99%
3Y*
2.99%
5Y*
1.99%
10Y*
0.73%

PJEU.DE

1D
-0.01%
1M
0.14%
6M
0.79%
YTD
0.88%
1Y
1.99%
3Y*
2.87%
5Y*
1.77%
10Y*
0.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXT.DE vs. PJEU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXT.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)
1.02%2.22%3.80%3.29%-0.04%-0.58%-0.56%-0.49%-0.48%-0.51%
PJEU.DE
Invesco Euro Cash 3 Months UCITS ETF Acc
0.88%2.33%3.61%2.91%-0.44%-0.76%-0.60%-0.48%-0.71%-0.79%

Correlation

The correlation between DBXT.DE and PJEU.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2008

0.16

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Return for Risk

DBXT.DE vs. PJEU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBXT.DE
DBXT.DE Risk / Return Rank: 9999
Overall Rank
DBXT.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DBXT.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
DBXT.DE Omega Ratio Rank: 9999
Omega Ratio Rank
DBXT.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
DBXT.DE Martin Ratio Rank: 100100
Martin Ratio Rank

PJEU.DE
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: 8484
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.

DBXT.DE vs. PJEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) and Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.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.

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.


DBXT.DEPJEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+9.30

Sortino ratioReturn per unit of downside risk

+23.21

Omega ratioGain probability vs. loss probability

5.49

1.28

+4.21

Calmar ratioReturn relative to maximum drawdown

73.33

3.70

+69.63

Martin ratioReturn relative to average drawdown

349.66

10.42

+339.24

DBXT.DE vs. PJEU.DE - Sharpe Ratio Comparison

The current DBXT.DE Sharpe Ratio is 10.37, which is higher than the PJEU.DE Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of DBXT.DE and PJEU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DBXT.DE vs. PJEU.DE - Drawdown Comparison

The maximum DBXT.DE drawdown since its inception was -4.63%, roughly equal to the maximum PJEU.DE drawdown of -4.67%. Use the drawdown chart below to compare losses from any high point for DBXT.DE and PJEU.DE.


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Drawdown Indicators


DBXT.DEPJEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.63%

-4.67%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-0.54%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-0.12%

-0.54%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-1.59%

-1.04%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-4.14%

-4.17%

+0.03%

Current Drawdown

Current decline from peak

0.00%

-0.08%

+0.08%

Average Drawdown

Average peak-to-trough decline

-0.90%

-1.21%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.19%

-0.18%

Volatility

DBXT.DE vs. PJEU.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) is 0.06%, while Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.DE) has a volatility of 0.24%. This indicates that DBXT.DE experiences smaller price fluctuations and is considered to be less risky than PJEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXT.DEPJEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.24%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

1.43%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

1.86%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.87%

0.88%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.13%

0.67%

+0.46%

DBXT.DE vs. PJEU.DE - Expense Ratio Comparison

DBXT.DE has a 0.10% expense ratio, which is higher than PJEU.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DBXT.DE vs. PJEU.DE - Dividend Comparison

Neither DBXT.DE nor PJEU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBXT.DE and PJEU.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PJEU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PJEU.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for DBXT.DE.

DBXT.DE tracks Solactive €STR +8.5 Daily Index, while PJEU.DE tracks FTSE Eurozone Government Bill 0-6 Month Capped Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.10% for DBXT.DE and 0.09% for PJEU.DE.

Portfolio Optimizer

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