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AW15.DE vs. PRAJ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AW15.DE vs. PRAJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) and Amundi Prime Japan UCITS ETF (PRAJ.DE). The values are adjusted to include any dividend payments, if applicable.

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AW15.DE vs. PRAJ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW15.DE
UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc
2.15%10.45%2.67%12.34%-19.88%2.52%
PRAJ.DE
Amundi Prime Japan UCITS ETF
8.37%12.84%13.73%16.27%-11.68%3.21%

Returns By Period

In the year-to-date period, AW15.DE achieves a 2.15% return, which is significantly lower than PRAJ.DE's 8.37% return.


AW15.DE

1D
4.22%
1M
-4.13%
YTD
2.15%
6M
6.37%
1Y
17.08%
3Y*
7.30%
5Y*
1.27%
10Y*

PRAJ.DE

1D
4.72%
1M
-2.52%
YTD
8.37%
6M
13.34%
1Y
24.36%
3Y*
15.10%
5Y*
8.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AW15.DE vs. PRAJ.DE - Expense Ratio Comparison

AW15.DE has a 0.12% 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%.


Return for Risk

AW15.DE vs. PRAJ.DE — Risk / Return Rank

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

AW15.DE
AW15.DE Risk / Return Rank: 4545
Overall Rank
AW15.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AW15.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
AW15.DE Omega Ratio Rank: 3838
Omega Ratio Rank
AW15.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
AW15.DE Martin Ratio Rank: 4949
Martin Ratio Rank

PRAJ.DE
PRAJ.DE Risk / Return Rank: 6969
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 6161
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 7474
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.

AW15.DE vs. PRAJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.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.


AW15.DEPRAJ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.20

-0.36

Sortino ratio

Return per unit of downside risk

1.35

1.74

-0.39

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

1.59

2.65

-1.06

Martin ratio

Return relative to average drawdown

5.40

8.71

-3.31

AW15.DE vs. PRAJ.DE - Sharpe Ratio Comparison

The current AW15.DE Sharpe Ratio is 0.84, which is comparable to the PRAJ.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of AW15.DE and PRAJ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AW15.DEPRAJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.20

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.49

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.46

-0.38

Correlation

The correlation between AW15.DE and PRAJ.DE is 0.91, 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

AW15.DE vs. PRAJ.DE - Dividend Comparison

Neither AW15.DE nor PRAJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AW15.DE vs. PRAJ.DE - Drawdown Comparison

The maximum AW15.DE drawdown since its inception was -27.14%, smaller than the maximum PRAJ.DE drawdown of -29.64%. Use the drawdown chart below to compare losses from any high point for AW15.DE and PRAJ.DE.


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Drawdown Indicators


AW15.DEPRAJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.14%

-29.64%

+2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-11.02%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-18.65%

-8.49%

Current Drawdown

Current decline from peak

-6.79%

-4.61%

-2.18%

Average Drawdown

Average peak-to-trough decline

-12.50%

-6.16%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.96%

+0.42%

Volatility

AW15.DE vs. PRAJ.DE - Volatility Comparison

UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) and Amundi Prime Japan UCITS ETF (PRAJ.DE) have volatilities of 8.46% and 8.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW15.DEPRAJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

8.72%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.79%

14.55%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.16%

20.14%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

16.38%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

17.84%

-1.58%