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IS3J.DE vs. PJSR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3J.DE vs. PJSR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (IS3J.DE) and PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.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, IS3J.DE achieves a 3.94% return, which is significantly higher than PJSR.DE's 1.12% return. Over the past 10 years, IS3J.DE has outperformed PJSR.DE with an annualized return of 2.17%, while PJSR.DE has yielded a comparatively lower 0.72% annualized return.


IS3J.DE

1D
0.02%
1M
1.83%
6M
3.89%
YTD
3.94%
1Y
6.83%
3Y*
3.68%
5Y*
3.17%
10Y*
2.17%

PJSR.DE

1D
0.00%
1M
0.25%
6M
1.01%
YTD
1.12%
1Y
2.39%
3Y*
3.58%
5Y*
1.90%
10Y*
0.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3J.DE vs. PJSR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3J.DE
iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)
3.94%-5.65%10.87%2.09%1.39%7.75%-4.93%8.80%5.49%-10.32%
PJSR.DE
PIMCO Euro Short Maturity UCITS ETF EUR Accumulation
1.12%2.85%4.36%3.97%-2.27%-0.58%-0.25%-0.07%-1.34%-0.20%

Correlation

The correlation between IS3J.DE and PJSR.DE is 0.06, 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

0.06

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

0.01

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

0.01

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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2015

0.03

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Return for Risk

IS3J.DE vs. PJSR.DE — Risk / Return Rank

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

IS3J.DE
IS3J.DE Risk / Return Rank: 4242
Overall Rank
IS3J.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IS3J.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
IS3J.DE Omega Ratio Rank: 3838
Omega Ratio Rank
IS3J.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
IS3J.DE Martin Ratio Rank: 4141
Martin Ratio Rank

PJSR.DE
PJSR.DE Risk / Return Rank: 9797
Overall Rank
PJSR.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PJSR.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
PJSR.DE Omega Ratio Rank: 9898
Omega Ratio Rank
PJSR.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
PJSR.DE Martin Ratio Rank: 9696
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.

IS3J.DE vs. PJSR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (IS3J.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.

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.


IS3J.DEPJSR.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.97

Sortino ratioReturn per unit of downside risk

-5.24

Omega ratioGain probability vs. loss probability

1.22

2.15

-0.94

Calmar ratioReturn relative to maximum drawdown

2.09

6.06

-3.97

Martin ratioReturn relative to average drawdown

5.54

29.28

-23.74

IS3J.DE vs. PJSR.DE - Sharpe Ratio Comparison

The current IS3J.DE Sharpe Ratio is 1.24, which is lower than the PJSR.DE Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of IS3J.DE and PJSR.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

IS3J.DE vs. PJSR.DE - Drawdown Comparison

The maximum IS3J.DE drawdown since its inception was -27.90%, 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 IS3J.DE and PJSR.DE.


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Drawdown Indicators


IS3J.DEPJSR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.90%

-5.63%

-22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-0.39%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-10.22%

-0.39%

-9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-11.14%

-3.45%

-7.69%

Max Drawdown (10Y)

Largest decline over 10 years

-20.04%

-5.60%

-14.44%

Current Drawdown

Current decline from peak

-4.01%

0.00%

-4.01%

Average Drawdown

Average peak-to-trough decline

-8.43%

-1.38%

-7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.08%

+1.15%

Volatility

IS3J.DE vs. PJSR.DE - Volatility Comparison

iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (IS3J.DE) has a higher volatility of 1.57% compared to PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) at 0.10%. This indicates that IS3J.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


IS3J.DEPJSR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

0.10%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

0.46%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.50%

0.57%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.94%

0.56%

+6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

0.61%

+7.98%

IS3J.DE vs. PJSR.DE - Expense Ratio Comparison

IS3J.DE has a 0.20% expense ratio, which is higher than PJSR.DE's 0.19% 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

IS3J.DE vs. PJSR.DE - Dividend Comparison

IS3J.DE's dividend yield for the trailing twelve months is around 4.34%, while PJSR.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS3J.DE
iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)
4.34%4.43%3.91%3.18%1.87%1.44%2.26%2.64%2.24%1.94%1.68%1.41%
PJSR.DE
PIMCO Euro Short Maturity UCITS ETF EUR Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS3J.DE and PJSR.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PJSR.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PJSR.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for IS3J.DE.

They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.20% for IS3J.DE and 0.19% for PJSR.DE.

Portfolio Optimizer

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