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IU0E.DE vs. PJSR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IU0E.DE vs. PJSR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IU0E.DE vs. PJSR.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

IU0E.DE
IU0E.DE Risk / Return Rank: 4242
Overall Rank
IU0E.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IU0E.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IU0E.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IU0E.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IU0E.DE Martin Ratio Rank: 5454
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.

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.DEPJSR.DEDifference
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

IU0E.DE vs. PJSR.DE - Sharpe Ratio Comparison

The current IU0E.DE Sharpe Ratio is 0.94, which is lower than the PJSR.DE Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of IU0E.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

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.DEPJSR.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.61%

-1.38%

-0.23%

Ulcer Index

Depth 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.DEPJSR.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for IU0E.DE and PJSR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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