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

Performance

PJSR.DE vs. XYLE.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.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, PJSR.DE achieves a 1.14% return, which is significantly higher than XYLE.DE's -0.25% return.


PJSR.DE

1D
0.01%
1M
0.17%
6M
1.03%
YTD
1.14%
1Y
2.28%
3Y*
3.53%
5Y*
1.90%
10Y*
0.72%

XYLE.DE

1D
0.15%
1M
-0.15%
6M
-0.15%
YTD
-0.25%
1Y
1.87%
3Y*
3.16%
5Y*
-0.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
PJSR.DE
PIMCO Euro Short Maturity UCITS ETF EUR Accumulation
1.14%2.85%4.36%3.97%-2.27%-0.58%-0.25%-0.07%-0.28%
XYLE.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc)
-0.25%4.18%2.66%3.49%-10.24%-0.50%8.38%13.95%-0.37%

Correlation

The correlation between PJSR.DE and XYLE.DE is -0.08, 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

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2018

0.13

The correlation between PJSR.DE and XYLE.DE shifts across timeframes, from -0.08 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PJSR.DE vs. XYLE.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: 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: 9494
Calmar Ratio Rank
PJSR.DE Martin Ratio Rank: 9696
Martin Ratio Rank

XYLE.DE
XYLE.DE Risk / Return Rank: 2828
Overall Rank
XYLE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XYLE.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XYLE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XYLE.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XYLE.DE Martin Ratio Rank: 2929
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. XYLE.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.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.


PJSR.DEXYLE.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.14

Sortino ratioReturn per unit of downside risk

+5.49

Omega ratioGain probability vs. loss probability

2.09

1.16

+0.93

Calmar ratioReturn relative to maximum drawdown

5.76

1.31

+4.45

Martin ratioReturn relative to average drawdown

27.83

3.41

+24.42

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

The current PJSR.DE Sharpe Ratio is 4.02, which is higher than the XYLE.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PJSR.DE and XYLE.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

PJSR.DE vs. XYLE.DE - Drawdown Comparison

The maximum PJSR.DE drawdown since its inception was -5.63%, smaller than the maximum XYLE.DE drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for PJSR.DE and XYLE.DE.


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Drawdown Indicators


PJSR.DEXYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-19.07%

+13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-0.39%

-1.41%

+1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.39%

-1.45%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-3.45%

-13.98%

+10.53%

Max Drawdown (10Y)

Largest decline over 10 years

-5.60%

Current Drawdown

Current decline from peak

-0.02%

-3.01%

+2.99%

Average Drawdown

Average peak-to-trough decline

-1.37%

-5.28%

+3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.55%

-0.47%

Volatility

PJSR.DE vs. XYLE.DE - Volatility Comparison

The current volatility for PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) is 0.08%, while Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.DE) has a volatility of 0.55%. This indicates that PJSR.DE experiences smaller price fluctuations and is considered to be less risky than XYLE.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.DEXYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

0.55%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.40%

1.72%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

0.57%

2.11%

-1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

3.27%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.61%

5.85%

-5.24%

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

PJSR.DE has a 0.19% expense ratio, which is lower than XYLE.DE's 0.21% 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

PJSR.DE vs. XYLE.DE - Dividend Comparison

Neither PJSR.DE nor XYLE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PJSR.DE and XYLE.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PJSR.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PJSR.DE is cheaper with a 0.19% expense ratio, compared with 0.21% for XYLE.DE.

They also come from different issuers: PIMCO and Xtrackers. Their fees differ too: 0.19% for PJSR.DE and 0.21% for XYLE.DE.

Portfolio Optimizer

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