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AMEA.DE vs. PRAJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEA.DE vs. PRAJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) and Amundi Prime Japan UCITS ETF (PRAJ.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, AMEA.DE achieves a 23.16% return, which is significantly higher than PRAJ.DE's 15.89% return.


AMEA.DE

1D
1.55%
1M
-9.94%
6M
15.40%
YTD
23.16%
1Y
37.53%
3Y*
20.56%
5Y*
7.81%
10Y*
9.38%
ALL TIME*
9.35%

PRAJ.DE

1D
0.93%
1M
-3.29%
6M
9.34%
YTD
15.89%
1Y
34.22%
3Y*
16.02%
5Y*
10.00%
10Y*
ALL TIME*
-48.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEA.DE vs. PRAJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AMEA.DE
Amundi MSCI Emerging Markets Asia UCITS ETF EUR
23.16%18.02%18.95%3.13%-15.22%1.46%13.31%
PRAJ.DE
Amundi Prime Japan UCITS ETF
15.89%12.81%13.75%16.27%-11.68%10.20%-99.15%

Correlation

The correlation between AMEA.DE and PRAJ.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

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

0.49

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.51

The correlation between AMEA.DE and PRAJ.DE has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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Return for Risk

AMEA.DE vs. PRAJ.DE — Risk / Return Rank

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

AMEA.DE
AMEA.DE Risk / Return Rank: 7070
Overall Rank
AMEA.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AMEA.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AMEA.DE Omega Ratio Rank: 6969
Omega Ratio Rank
AMEA.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMEA.DE Martin Ratio Rank: 7070
Martin Ratio Rank

PRAJ.DE
PRAJ.DE Risk / Return Rank: 7878
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 7575
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 8080
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.

AMEA.DE vs. PRAJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) and Amundi Prime Japan UCITS ETF (PRAJ.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.


AMEA.DEPRAJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.30

1.33

-0.03

Calmar ratioReturn relative to maximum drawdown

2.83

3.51

-0.68

Martin ratioReturn relative to average drawdown

9.19

11.25

-2.05

AMEA.DE vs. PRAJ.DE - Sharpe Ratio Comparison

The current AMEA.DE Sharpe Ratio is 1.68, which is comparable to the PRAJ.DE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AMEA.DE and PRAJ.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

AMEA.DE vs. PRAJ.DE - Drawdown Comparison

The maximum AMEA.DE drawdown since its inception was -35.43%, smaller than the maximum PRAJ.DE drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for AMEA.DE and PRAJ.DE.


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Drawdown Indicators


AMEA.DEPRAJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.43%

-99.42%

+63.99%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-9.72%

-3.48%

Max Drawdown (3Y)

Largest decline over 3 years

-20.46%

-16.82%

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-18.65%

-8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.29%

Current Drawdown

Current decline from peak

-11.86%

-98.58%

+86.72%

Average Drawdown

Average peak-to-trough decline

-10.78%

-98.79%

+88.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

3.03%

+1.04%

Volatility

AMEA.DE vs. PRAJ.DE - Volatility Comparison

Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) has a higher volatility of 10.01% compared to Amundi Prime Japan UCITS ETF (PRAJ.DE) at 6.08%. This indicates that AMEA.DE's price experiences larger fluctuations and is considered to be riskier than PRAJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEA.DEPRAJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

6.08%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

15.52%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

19.28%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

16.71%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.20%

42.67%

-23.47%

AMEA.DE vs. PRAJ.DE - Expense Ratio Comparison

AMEA.DE has a 0.20% expense ratio, which is higher than PRAJ.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%.


Dividends

AMEA.DE vs. PRAJ.DE - Dividend Comparison

Neither AMEA.DE nor PRAJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMEA.DE and PRAJ.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for AMEA.DE.

AMEA.DE is categorized as Asia Pacific Equities, while PRAJ.DE is Japan Equities. AMEA.DE tracks MSCI Emerging Markets Asia, while PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap. Their fees differ too: 0.20% for AMEA.DE and 0.05% for PRAJ.DE.

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