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PJSR.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJSR.DE vs. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PJSR.DE achieves a 0.84% return, which is significantly higher than VUDP.F's -1.75% return.


PJSR.DE

1D
-0.03%
1M
0.26%
YTD
0.84%
6M
0.98%
1Y
2.30%
3Y*
3.54%
5Y*
1.84%
10Y*
0.70%

VUDP.F

1D
0.10%
1M
-0.36%
YTD
-1.75%
6M
-1.87%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJSR.DE vs. VUDP.F - Yearly Performance Comparison


Correlation

The correlation between PJSR.DE and VUDP.F is 0.00, 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 (All Time)
Calculated using the full available price history since Nov 7, 2025

0.00

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Return for Risk

PJSR.DE vs. VUDP.F — 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: 9696
Overall Rank
PJSR.DE Sharpe Ratio Rank: 9797
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: 9191
Calmar Ratio Rank
PJSR.DE Martin Ratio Rank: 9595
Martin Ratio Rank

VUDP.F
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. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.25

Calmar ratioReturn relative to maximum drawdown

5.83

Martin ratioReturn relative to average drawdown

28.98

PJSR.DE vs. VUDP.F - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PJSR.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

-0.43

+1.39

Drawdowns

PJSR.DE vs. VUDP.F - Drawdown Comparison

The maximum PJSR.DE drawdown since its inception was -5.63%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for PJSR.DE and VUDP.F.


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Drawdown Indicators


PJSR.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-2.16%

-3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-5.60%

Current Drawdown

Current decline from peak

-0.03%

-1.97%

+1.94%

Average Drawdown

Average peak-to-trough decline

-1.38%

-0.82%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

Volatility

PJSR.DE vs. VUDP.F - Volatility Comparison


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Volatility by Period


PJSR.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

0.49%

2.34%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.54%

2.34%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.66%

2.34%

-1.68%

PJSR.DE vs. VUDP.F - Expense Ratio Comparison

PJSR.DE has a 0.19% expense ratio, which is higher than VUDP.F's 0.10% 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

PJSR.DE vs. VUDP.F - Dividend Comparison

Neither PJSR.DE nor VUDP.F has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PJSR.DE and VUDP.F have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUDP.F is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDP.F is cheaper with a 0.10% expense ratio, compared with 0.19% for PJSR.DE.

PJSR.DE is categorized as Short-Term Bond, while VUDP.F is Government Bonds. They also come from different issuers: PIMCO and Vanguard. Their fees differ too: 0.19% for PJSR.DE and 0.10% for VUDP.F.

Portfolio Optimizer

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