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PJSR.DE vs. PJS1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PJSR.DE vs. PJS1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) and PIMCO Euro Short Maturity UCITS ETF EUR Income (PJS1.DE). The values are adjusted to include any dividend payments, if applicable.

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PJSR.DE vs. PJS1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PJSR.DE
PIMCO Euro Short Maturity UCITS ETF EUR Accumulation
0.22%2.85%4.36%3.97%-2.27%-0.58%-0.25%-0.12%-1.38%-0.12%
PJS1.DE
PIMCO Euro Short Maturity UCITS ETF EUR Income
0.25%2.87%4.36%3.98%-2.27%-0.59%-0.27%-0.06%-1.35%-0.20%

Returns By Period

In the year-to-date period, PJSR.DE achieves a 0.22% return, which is significantly lower than PJS1.DE's 0.25% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: PJSR.DE at 0.64% and PJS1.DE at 0.64%.


PJSR.DE

1D
0.02%
1M
-0.30%
YTD
0.22%
6M
0.77%
1Y
2.20%
3Y*
3.50%
5Y*
1.71%
10Y*
0.64%

PJS1.DE

1D
0.10%
1M
-0.22%
YTD
0.25%
6M
0.84%
1Y
2.23%
3Y*
3.52%
5Y*
1.72%
10Y*
0.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PJSR.DE vs. PJS1.DE - Expense Ratio Comparison

PJSR.DE has a 0.19% expense ratio, which is lower than PJS1.DE's 0.35% expense ratio.


Return for Risk

PJSR.DE vs. PJS1.DE — Risk / Return Rank

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

PJSR.DE
PJSR.DE Risk / Return Rank: 9898
Overall Rank
PJSR.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PJSR.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
PJSR.DE Omega Ratio Rank: 9999
Omega Ratio Rank
PJSR.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
PJSR.DE Martin Ratio Rank: 9898
Martin Ratio Rank

PJS1.DE
PJS1.DE Risk / Return Rank: 9898
Overall Rank
PJS1.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PJS1.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
PJS1.DE Omega Ratio Rank: 9999
Omega Ratio Rank
PJS1.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
PJS1.DE Martin Ratio Rank: 9898
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.

PJSR.DE vs. PJS1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) and PIMCO Euro Short Maturity UCITS ETF EUR Income (PJS1.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.


PJSR.DEPJS1.DEDifference

Sharpe ratio

Return per unit of total volatility

4.09

4.26

-0.17

Sortino ratio

Return per unit of downside risk

6.42

6.74

-0.33

Omega ratio

Gain probability vs. loss probability

2.06

2.04

+0.02

Calmar ratio

Return relative to maximum drawdown

5.56

6.23

-0.66

Martin ratio

Return relative to average drawdown

27.77

29.18

-1.41

PJSR.DE vs. PJS1.DE - Sharpe Ratio Comparison

The current PJSR.DE Sharpe Ratio is 4.09, which is comparable to the PJS1.DE Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of PJSR.DE and PJS1.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PJSR.DEPJS1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.09

4.26

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.17

2.89

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.99

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.78

+0.11

Correlation

The correlation between PJSR.DE and PJS1.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PJSR.DE vs. PJS1.DE - Dividend Comparison

PJSR.DE has not paid dividends to shareholders, while PJS1.DE's dividend yield for the trailing twelve months is around 2.98%.


TTM20252024202320222021202020192018201720162015
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%
PJS1.DE
PIMCO Euro Short Maturity UCITS ETF EUR Income
2.98%3.11%3.58%2.90%0.32%0.00%0.00%0.00%0.00%0.02%0.05%0.19%

Drawdowns

PJSR.DE vs. PJS1.DE - Drawdown Comparison

The maximum PJSR.DE drawdown since its inception was -5.63%, roughly equal to the maximum PJS1.DE drawdown of -5.79%. Use the drawdown chart below to compare losses from any high point for PJSR.DE and PJS1.DE.


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Drawdown Indicators


PJSR.DEPJS1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-5.79%

+0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-0.39%

-0.36%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-3.49%

-3.46%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-5.60%

-5.57%

-0.03%

Current Drawdown

Current decline from peak

-0.31%

-0.26%

-0.05%

Average Drawdown

Average peak-to-trough decline

-1.41%

-1.17%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.08%

0.00%

Volatility

PJSR.DE vs. PJS1.DE - Volatility Comparison

The current volatility for PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) is 0.23%, while PIMCO Euro Short Maturity UCITS ETF EUR Income (PJS1.DE) has a volatility of 0.26%. This indicates that PJSR.DE experiences smaller price fluctuations and is considered to be less risky than PJS1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJSR.DEPJS1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

0.26%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.34%

0.37%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

0.54%

0.52%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.53%

0.59%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.65%

0.64%

+0.01%