IU0E.DE vs. PJSR.DE
IU0E.DE (iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc)) and PJSR.DE (PIMCO Euro Short Maturity UCITS ETF EUR Accumulation) are both Short-Term Bond funds. IU0E.DE is passively managed, while PJSR.DE is actively managed. Over the past 5 years, IU0E.DE returned 1.03%/yr vs 1.90%/yr for PJSR.DE. At a 0.13 correlation, their price movements are largely independent. IU0E.DE charges 0.17%/yr vs 0.19%/yr for PJSR.DE.
Performance
IU0E.DE vs. PJSR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IU0E.DE achieves a 0.56% return, which is significantly lower than PJSR.DE's 1.12% return.
IU0E.DE
- 1D
- 0.00%
- 1M
- 0.18%
- 6M
- 0.56%
- YTD
- 0.56%
- 1Y
- 1.88%
- 3Y*
- 3.34%
- 5Y*
- 1.03%
- 10Y*
- —
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%
IU0E.DE vs. PJSR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IU0E.DE iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) | 0.56% | 3.05% | 3.56% | 3.27% | -4.30% | -0.97% | 1.77% | 1.60% |
PJSR.DE PIMCO Euro Short Maturity UCITS ETF EUR Accumulation | 1.12% | 2.85% | 4.36% | 3.97% | -2.27% | -0.58% | -0.25% | -0.04% |
Correlation
The correlation between IU0E.DE and PJSR.DE is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | 0.13 |
The correlation between IU0E.DE and PJSR.DE shifts across timeframes, from -0.09 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IU0E.DE vs. PJSR.DE — Risk / Return Rank
IU0E.DE
PJSR.DE
IU0E.DE vs. PJSR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.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.
| IU0E.DE | PJSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.27 | ||
| Sortino ratioReturn per unit of downside risk | -5.68 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 2.15 | -0.95 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 6.06 | -3.52 |
| Martin ratioReturn relative to average drawdown | 7.73 | 29.28 | -21.55 |
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Drawdowns
IU0E.DE vs. PJSR.DE - Drawdown Comparison
The maximum IU0E.DE drawdown since its inception was -8.40%, 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 IU0E.DE and PJSR.DE.
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Drawdown Indicators
| IU0E.DE | PJSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.40% | -5.63% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -0.74% | -0.39% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -0.75% | -0.39% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -6.01% | -3.45% | -2.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.60% | — |
Current DrawdownCurrent decline from peak | -0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -1.38% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 0.08% | +0.16% |
Volatility
IU0E.DE vs. PJSR.DE - Volatility Comparison
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) has a higher volatility of 0.50% compared to PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) at 0.10%. This indicates that IU0E.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
| IU0E.DE | PJSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 0.10% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 0.46% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.99% | 0.57% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.23% | 0.56% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.10% | 0.61% | +2.49% |
IU0E.DE vs. PJSR.DE - Expense Ratio Comparison
IU0E.DE has a 0.17% 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
IU0E.DE vs. PJSR.DE - Dividend Comparison
Neither IU0E.DE nor PJSR.DE has paid dividends to shareholders.
Frequently Asked Questions
IU0E.DE and PJSR.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IU0E.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IU0E.DE is cheaper with a 0.17% expense ratio, compared with 0.19% for PJSR.DE.
They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.17% for IU0E.DE and 0.19% for PJSR.DE.
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