AHYA.DE vs. PRAG.DE
Compare and contrast key facts about Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) and Amundi Prime Global Govies UCITS ETF (PRAG.DE).
AHYA.DE and PRAG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AHYA.DE is a passively managed fund by Amundi that tracks the performance of the JP Morgan Government Bond Global (USD Hedged). It was launched on Jun 1, 2022. PRAG.DE is a passively managed fund by Amundi that tracks the performance of the Solactive Global Developed Government Bond. It was launched on Jan 15, 2020. Both AHYA.DE and PRAG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AHYA.DE vs. PRAG.DE - Performance Comparison
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AHYA.DE vs. PRAG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AHYA.DE Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD | -0.15% | 3.73% | 1.27% | 5.70% | -2.53% |
PRAG.DE Amundi Prime Global Govies UCITS ETF | -1.43% | 7.45% | -3.57% | 4.33% | -2.29% |
Different Trading Currencies
AHYA.DE is traded in USD, while PRAG.DE is traded in EUR. To make them comparable, the PRAG.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AHYA.DE achieves a -0.15% return, which is significantly higher than PRAG.DE's -1.43% return.
AHYA.DE
- 1D
- -0.11%
- 1M
- -1.12%
- YTD
- -0.15%
- 6M
- 0.30%
- 1Y
- 2.16%
- 3Y*
- 2.32%
- 5Y*
- —
- 10Y*
- —
PRAG.DE
- 1D
- -0.60%
- 1M
- -2.24%
- YTD
- -1.43%
- 6M
- -1.68%
- 1Y
- 2.57%
- 3Y*
- 0.88%
- 5Y*
- -3.02%
- 10Y*
- —
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AHYA.DE vs. PRAG.DE - Expense Ratio Comparison
AHYA.DE has a 0.22% expense ratio, which is higher than PRAG.DE's 0.05% 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%.
Return for Risk
AHYA.DE vs. PRAG.DE — Risk / Return Rank
AHYA.DE
PRAG.DE
AHYA.DE vs. PRAG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) and Amundi Prime Global Govies UCITS ETF (PRAG.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.
| AHYA.DE | PRAG.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.33 | +0.28 |
Sortino ratioReturn per unit of downside risk | 0.88 | 0.55 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.06 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.19 | +0.34 |
Martin ratioReturn relative to average drawdown | 1.43 | 0.51 | +0.91 |
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
| AHYA.DE | PRAG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.33 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | -0.19 | +0.63 |
Correlation
The correlation between AHYA.DE and PRAG.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AHYA.DE vs. PRAG.DE - Dividend Comparison
Neither AHYA.DE nor PRAG.DE has paid dividends to shareholders.
Drawdowns
AHYA.DE vs. PRAG.DE - Drawdown Comparison
The maximum AHYA.DE drawdown since its inception was -8.05%, smaller than the maximum PRAG.DE drawdown of -30.61%. Use the drawdown chart below to compare losses from any high point for AHYA.DE and PRAG.DE.
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Drawdown Indicators
| AHYA.DE | PRAG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.05% | -23.63% | +15.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.55% | -5.58% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.70% | — |
Current DrawdownCurrent decline from peak | -1.84% | -21.72% | +19.88% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -15.69% | +13.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 4.06% | -3.12% |
Volatility
AHYA.DE vs. PRAG.DE - Volatility Comparison
The current volatility for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) is 1.47%, while Amundi Prime Global Govies UCITS ETF (PRAG.DE) has a volatility of 2.81%. This indicates that AHYA.DE experiences smaller price fluctuations and is considered to be less risky than PRAG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHYA.DE | PRAG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 2.81% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 4.35% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.52% | 7.82% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.66% | 8.05% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 9.38% | -4.72% |