AVEM.DE vs. PRAM.DE
AVEM.DE (Avantis Emerging Markets Equity UCITS ETF USD Acc) and PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds. AVEM.DE is actively managed, while PRAM.DE is passively managed. Over the past year, AVEM.DE returned 32.37% vs 37.24% for PRAM.DE. Their correlation of 0.86 suggests significant overlap in exposure. AVEM.DE charges 0.35%/yr vs 0.10%/yr for PRAM.DE.
Performance
AVEM.DE vs. PRAM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AVEM.DE achieves a 17.97% return, which is significantly lower than PRAM.DE's 22.24% return.
AVEM.DE
- 1D
- -1.72%
- 1M
- -6.89%
- 6M
- 12.41%
- YTD
- 17.97%
- 1Y
- 32.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PRAM.DE
- 1D
- 0.00%
- 1M
- -4.68%
- 6M
- 15.33%
- YTD
- 22.24%
- 1Y
- 37.24%
- 3Y*
- 18.62%
- 5Y*
- —
- 10Y*
- —
AVEM.DE vs. PRAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVEM.DE Avantis Emerging Markets Equity UCITS ETF USD Acc | 17.97% | 21.39% | -2.44% |
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 22.24% | 17.03% | -2.09% |
Correlation
The correlation between AVEM.DE and PRAM.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024 | 0.86 |
The correlation between AVEM.DE and PRAM.DE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
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Return for Risk
AVEM.DE vs. PRAM.DE — Risk / Return Rank
AVEM.DE
PRAM.DE
AVEM.DE vs. PRAM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.DE) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.
| AVEM.DE | PRAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.22 | +0.55 |
| Martin ratioReturn relative to average drawdown | 9.84 | 5.04 | +4.80 |
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Drawdowns
AVEM.DE vs. PRAM.DE - Drawdown Comparison
The maximum AVEM.DE drawdown since its inception was -18.44%, smaller than the maximum PRAM.DE drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for AVEM.DE and PRAM.DE.
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Drawdown Indicators
| AVEM.DE | PRAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.44% | -29.89% | +11.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -16.81% | +4.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.02% | — |
Current DrawdownCurrent decline from peak | -9.73% | -8.07% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -2.66% | -15.79% | +13.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 7.39% | -4.00% |
Volatility
AVEM.DE vs. PRAM.DE - Volatility Comparison
Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.DE) has a higher volatility of 9.61% compared to Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) at 8.48%. This indicates that AVEM.DE's price experiences larger fluctuations and is considered to be riskier than PRAM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVEM.DE | PRAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 8.48% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 18.01% | 17.50% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.27% | 28.44% | -8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.56% | 20.70% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 20.70% | -1.14% |
AVEM.DE vs. PRAM.DE - Expense Ratio Comparison
AVEM.DE has a 0.35% expense ratio, which is higher than PRAM.DE's 0.10% expense ratio.
Dividends
AVEM.DE vs. PRAM.DE - Dividend Comparison
Neither AVEM.DE nor PRAM.DE has paid dividends to shareholders.
Frequently Asked Questions
AVEM.DE and PRAM.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for AVEM.DE.
They also come from different issuers: Avantis and Amundi. Their fees differ too: 0.35% for AVEM.DE and 0.10% for PRAM.DE.
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