PJSR.DE vs. VUDP.F
PJSR.DE (PIMCO Euro Short Maturity UCITS ETF EUR Accumulation) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both exchange-traded funds - PJSR.DE is a Short-Term Bond fund actively managed by PIMCO, while VUDP.F is a Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. PJSR.DE is actively managed, while VUDP.F is passively managed. At a 0.00 correlation, their price movements are largely independent. PJSR.DE charges 0.19%/yr vs 0.10%/yr for VUDP.F.
Performance
PJSR.DE vs. VUDP.F - Performance Comparison
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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*
- —
PJSR.DE vs. VUDP.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PJSR.DE PIMCO Euro Short Maturity UCITS ETF EUR Accumulation | 0.84% | 0.30% |
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing | -1.75% | 1.21% |
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
PJSR.DE
VUDP.F
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.DE | VUDP.F | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PJSR.DE | VUDP.F | Difference | |
|---|---|---|---|
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.DE | VUDP.F | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.03% | -1.97% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -1.38% | -0.82% | -0.56% |
Ulcer IndexDepth 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.DE | VUDP.F | Difference | |
|---|---|---|---|
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.
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.
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