Differences have been reported between the X-ray emission of accreting and non-accreting stars. Some observations have suggested that accretion shocks could be responsible for part of the X-ray emission in Classical T Tauri stars (CTTS). We present high-resolution X-ray spectroscopy of nine pre-main sequence stars in order to test the proposed spectroscopic differences between accreting and non-accreting pre-main sequence stars. We use X-ray spectroscopy from the XMM-Newton Reflection Grating Spectrometers and the EPIC instruments. We interpret the spectra using optically thin thermal models with variable abundances, together with an absorption column density. For BP Tau and AB Aur we derive electron densities from the O VII triplets. Using the O VII/O VIII count ratios as a diagnostic for cool plasma, we find that CTTS display a soft excess (with equivalent electron temperatures of ~ 2.5-3 MK) when compared with WTTS or zero-age main-sequence stars. Although the O VII triplet in BP Tau is consistent with a high electron density (3.4 x 10^11 cm^-3), we find a low density for the accreting Herbig star AB Aur (n_e < 10^10 cm^-3). The element abundances of accreting and non-accreting stars are similar. The Ne abundance is found to be high (4-6 times the Fe abundance) in all K and M-type stars. In contrast, for the three G-type stars (SU Aur, HD 283572, and HP Tau/G2), we find an enhanced Fe abundance (0.4-0.8 times solar photospheric values) compared to later-type stars. Adding the results from our sample to former high-resolution studies of T Tauri stars, we find a soft excess in all accreting stars, but in none of the non-accretors. On the other hand, high electron density and high Ne/Fe abundance ratios do not seem to be present in all accreting pre-main sequence stars.