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

Performance

XYLE.DE vs. PJSR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.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, XYLE.DE achieves a -0.10% return, which is significantly lower than PJSR.DE's 1.12% return.


XYLE.DE

1D
0.05%
1M
0.31%
6M
0.15%
YTD
-0.10%
1Y
1.76%
3Y*
3.33%
5Y*
-0.27%
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)

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


2026 (YTD)20252024202320222021202020192018
XYLE.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc)
-0.10%4.18%2.66%3.49%-10.24%-0.50%8.38%13.95%-0.37%
PJSR.DE
PIMCO Euro Short Maturity UCITS ETF EUR Accumulation
1.12%2.85%4.36%3.97%-2.27%-0.58%-0.25%-0.07%-0.28%

Correlation

The correlation between XYLE.DE and PJSR.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

0.01

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

0.14

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

0.13

The correlation between XYLE.DE and PJSR.DE shifts across timeframes, from -0.08 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XYLE.DE
XYLE.DE Risk / Return Rank: 2626
Overall Rank
XYLE.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XYLE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XYLE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XYLE.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
XYLE.DE Martin Ratio Rank: 2828
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.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.


XYLE.DEPJSR.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.37

Sortino ratioReturn per unit of downside risk

-5.90

Omega ratioGain probability vs. loss probability

1.15

2.15

-1.00

Calmar ratioReturn relative to maximum drawdown

1.24

6.06

-4.82

Martin ratioReturn relative to average drawdown

3.32

29.28

-25.96

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

The current XYLE.DE Sharpe Ratio is 0.84, which is lower than the PJSR.DE Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of XYLE.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

XYLE.DE vs. PJSR.DE - Drawdown Comparison

The maximum XYLE.DE drawdown since its inception was -19.07%, 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 XYLE.DE and PJSR.DE.


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Drawdown Indicators


XYLE.DEPJSR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.07%

-5.63%

-13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-1.41%

-0.39%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-1.45%

-0.39%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-13.98%

-3.45%

-10.53%

Max Drawdown (10Y)

Largest decline over 10 years

-5.60%

Current Drawdown

Current decline from peak

-2.86%

0.00%

-2.86%

Average Drawdown

Average peak-to-trough decline

-5.29%

-1.38%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.08%

+0.45%

Volatility

XYLE.DE vs. PJSR.DE - Volatility Comparison

Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.DE) has a higher volatility of 0.54% compared to PIMCO Euro Short Maturity UCITS ETF EUR Accumulation (PJSR.DE) at 0.10%. This indicates that XYLE.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


XYLE.DEPJSR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

0.10%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

0.46%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

2.10%

0.57%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.28%

0.56%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

0.61%

+5.25%

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

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

XYLE.DE vs. PJSR.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XYLE.DE and PJSR.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: Xtrackers and PIMCO. Their fees differ too: 0.21% for XYLE.DE and 0.19% for PJSR.DE.

Portfolio Optimizer

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