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C101.DE vs. ZPRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C101.DE vs. ZPRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi USD Fed Funds Rate UCITS ETF (Dist) (C101.DE) and State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

C101.DE is traded in EUR, while ZPRM.DE is traded in USD. To make them comparable, the ZPRM.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, C101.DE achieves a 4.81% return, which is significantly lower than ZPRM.DE's 9.57% return.


C101.DE

1D
0.07%
1M
1.74%
6M
3.83%
YTD
4.81%
1Y
5.41%
3Y*
4.08%
5Y*
4.28%
10Y*
2.01%

ZPRM.DE

1D
-0.40%
1M
0.43%
6M
7.29%
YTD
9.57%
1Y
17.32%
3Y*
8.05%
5Y*
13.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

C101.DE vs. ZPRM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
C101.DE
Amundi USD Fed Funds Rate UCITS ETF (Dist)
4.81%-7.37%11.40%1.49%7.85%8.35%-8.62%1.37%
ZPRM.DE
State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc)
9.57%9.28%-1.25%25.81%20.17%10.13%-9.18%14.71%

Correlation

The correlation between C101.DE and ZPRM.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.06

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2019

0.16

The correlation between C101.DE and ZPRM.DE shifts across timeframes, from -0.03 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

C101.DE vs. ZPRM.DE — Risk / Return Rank

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

C101.DE
C101.DE Risk / Return Rank: 3030
Overall Rank
C101.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
C101.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
C101.DE Omega Ratio Rank: 2626
Omega Ratio Rank
C101.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
C101.DE Martin Ratio Rank: 3131
Martin Ratio Rank

ZPRM.DE
ZPRM.DE Risk / Return Rank: 8282
Overall Rank
ZPRM.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ZPRM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
ZPRM.DE Omega Ratio Rank: 8383
Omega Ratio Rank
ZPRM.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ZPRM.DE Martin Ratio Rank: 8484
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.

C101.DE vs. ZPRM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi USD Fed Funds Rate UCITS ETF (Dist) (C101.DE) and State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.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.


C101.DEZPRM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.16

1.44

-0.28

Calmar ratioReturn relative to maximum drawdown

1.56

6.89

-5.32

Martin ratioReturn relative to average drawdown

3.69

22.04

-18.35

C101.DE vs. ZPRM.DE - Sharpe Ratio Comparison

The current C101.DE Sharpe Ratio is 0.89, which is lower than the ZPRM.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of C101.DE and ZPRM.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

C101.DE vs. ZPRM.DE - Drawdown Comparison

The maximum C101.DE drawdown since its inception was -19.75%, smaller than the maximum ZPRM.DE drawdown of -27.92%. Use the drawdown chart below to compare losses from any high point for C101.DE and ZPRM.DE.


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Drawdown Indicators


C101.DEZPRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.75%

-27.92%

+8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-2.50%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-11.67%

-16.86%

+5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-11.67%

-16.86%

+5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-16.21%

Current Drawdown

Current decline from peak

-5.28%

-0.49%

-4.79%

Average Drawdown

Average peak-to-trough decline

-7.31%

-6.41%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

0.78%

+0.68%

Volatility

C101.DE vs. ZPRM.DE - Volatility Comparison

The current volatility for Amundi USD Fed Funds Rate UCITS ETF (Dist) (C101.DE) is 1.58%, while State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) has a volatility of 2.28%. This indicates that C101.DE experiences smaller price fluctuations and is considered to be less risky than ZPRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


C101.DEZPRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

2.28%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

6.06%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

7.86%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

10.79%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.02%

13.87%

-6.85%

C101.DE vs. ZPRM.DE - Expense Ratio Comparison

C101.DE has a 0.10% expense ratio, which is higher than ZPRM.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

C101.DE vs. ZPRM.DE - Dividend Comparison

C101.DE's dividend yield for the trailing twelve months is around 4.30%, while ZPRM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
C101.DE
Amundi USD Fed Funds Rate UCITS ETF (Dist)
4.30%4.51%5.40%4.63%0.37%0.14%1.13%1.83%1.52%
ZPRM.DE
State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


C101.DE and ZPRM.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ZPRM.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for C101.DE.

C101.DE tracks Solactive Fed Funds Effective Rate Total Return Index, while ZPRM.DE tracks Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged). They also come from different issuers: Amundi and State Street. Their fees differ too: 0.10% for C101.DE and 0.05% for ZPRM.DE.

Portfolio Optimizer

Find the right allocation for C101.DE and ZPRM.DE

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