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EGV2.DE vs. PJEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGV2.DE vs. PJEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.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, EGV2.DE achieves a 1.27% return, which is significantly higher than PJEU.DE's 0.88% return.


EGV2.DE

1D
0.04%
1M
0.02%
6M
1.23%
YTD
1.27%
1Y
2.41%
3Y*
3.26%
5Y*
2.20%
10Y*

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)

EGV2.DE vs. PJEU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EGV2.DE
Amundi Smart Overnight Return UCITS ETF (Dist)
1.27%2.48%4.10%3.25%0.17%-0.47%-0.13%
PJEU.DE
Invesco Euro Cash 3 Months UCITS ETF Acc
0.88%2.33%3.61%2.91%-0.44%-0.76%-0.20%

Correlation

The correlation between EGV2.DE and PJEU.DE is -0.01, 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

-0.02

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

0.06

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

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2020

0.17

The correlation between EGV2.DE and PJEU.DE shifts across timeframes, from -0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EGV2.DE vs. PJEU.DE — Risk / Return Rank

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

EGV2.DE
EGV2.DE Risk / Return Rank: 9292
Overall Rank
EGV2.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EGV2.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EGV2.DE Omega Ratio Rank: 9191
Omega Ratio Rank
EGV2.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
EGV2.DE Martin Ratio Rank: 9797
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.

EGV2.DE vs. PJEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.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.


EGV2.DEPJEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.49

1.28

+0.21

Calmar ratioReturn relative to maximum drawdown

7.81

3.70

+4.10

Martin ratioReturn relative to average drawdown

33.51

10.42

+23.09

EGV2.DE vs. PJEU.DE - Sharpe Ratio Comparison

The current EGV2.DE Sharpe Ratio is 2.22, which is higher than the PJEU.DE Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of EGV2.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

EGV2.DE vs. PJEU.DE - Drawdown Comparison

The maximum EGV2.DE drawdown since its inception was -0.86%, smaller than the maximum PJEU.DE drawdown of -4.67%. Use the drawdown chart below to compare losses from any high point for EGV2.DE and PJEU.DE.


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Drawdown Indicators


EGV2.DEPJEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.86%

-4.67%

+3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

-0.54%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-0.31%

-0.54%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-0.48%

-1.04%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-4.17%

Current Drawdown

Current decline from peak

-0.01%

-0.08%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.22%

-1.21%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.19%

-0.12%

Volatility

EGV2.DE vs. PJEU.DE - Volatility Comparison

Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.DE) has a higher volatility of 0.32% compared to Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.DE) at 0.24%. This indicates that EGV2.DE's price experiences larger fluctuations and is considered to be riskier 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


EGV2.DEPJEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.32%

0.24%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

1.43%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

1.86%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.72%

0.88%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.68%

0.67%

+0.01%

EGV2.DE vs. PJEU.DE - Expense Ratio Comparison

EGV2.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

EGV2.DE vs. PJEU.DE - Dividend Comparison

EGV2.DE's dividend yield for the trailing twelve months is around 2.93%, while PJEU.DE has not paid dividends to shareholders.


PositionTTM202520242023
EGV2.DE
Amundi Smart Overnight Return UCITS ETF (Dist)
2.93%2.97%3.91%2.50%
PJEU.DE
Invesco Euro Cash 3 Months UCITS ETF Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


EGV2.DE and PJEU.DE have a correlation of -0.01, 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 EGV2.DE.

EGV2.DE tracks ESTR Compounded Index, while PJEU.DE tracks FTSE Eurozone Government Bill 0-6 Month Capped Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.10% for EGV2.DE and 0.09% for PJEU.DE.

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