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CEBL.DE vs. PRAM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEBL.DE vs. PRAM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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, CEBL.DE achieves a 34.44% return, which is significantly higher than PRAM.DE's 28.26% return.


CEBL.DE

1D
-0.98%
1M
12.40%
YTD
34.44%
6M
36.85%
1Y
60.35%
3Y*
23.60%
5Y*
9.39%
10Y*
11.36%

PRAM.DE

1D
-1.21%
1M
9.19%
YTD
28.26%
6M
30.13%
1Y
51.43%
3Y*
20.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEBL.DE vs. PRAM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CEBL.DE
iShares MSCI EM Asia UCITS ETF (Acc)
34.44%19.13%18.60%3.15%-15.54%1.45%
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
28.26%17.03%13.52%7.05%-12.45%1.12%

Correlation

The correlation between CEBL.DE and PRAM.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.94

The correlation between CEBL.DE and PRAM.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

CEBL.DE vs. PRAM.DE — Risk / Return Rank

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

CEBL.DE
CEBL.DE Risk / Return Rank: 8888
Overall Rank
CEBL.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CEBL.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
CEBL.DE Omega Ratio Rank: 8686
Omega Ratio Rank
CEBL.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
CEBL.DE Martin Ratio Rank: 8888
Martin Ratio Rank

PRAM.DE
PRAM.DE Risk / Return Rank: 8585
Overall Rank
PRAM.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PRAM.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
PRAM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
PRAM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
PRAM.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.

CEBL.DE vs. PRAM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.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.


CEBL.DEPRAM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.54

1.52

+0.02

Calmar ratioReturn relative to maximum drawdown

5.25

4.85

+0.40

Martin ratioReturn relative to average drawdown

19.24

17.11

+2.14

CEBL.DE vs. PRAM.DE - Sharpe Ratio Comparison

The current CEBL.DE Sharpe Ratio is 3.07, which is comparable to the PRAM.DE Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of CEBL.DE and PRAM.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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Sharpe Ratios by Period


CEBL.DEPRAM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.07

2.89

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.63

-0.20

Drawdowns

CEBL.DE vs. PRAM.DE - Drawdown Comparison

The maximum CEBL.DE drawdown since its inception was -35.09%, which is greater than PRAM.DE's maximum drawdown of -20.90%. Use the drawdown chart below to compare losses from any high point for CEBL.DE and PRAM.DE.


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Drawdown Indicators


CEBL.DEPRAM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.09%

-20.90%

-14.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-10.54%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-20.53%

-19.02%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-0.98%

-1.21%

+0.23%

Average Drawdown

Average peak-to-trough decline

-11.09%

-7.74%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.00%

+0.13%

Volatility

CEBL.DE vs. PRAM.DE - Volatility Comparison

iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) has a higher volatility of 8.23% compared to Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) at 7.15%. This indicates that CEBL.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


CEBL.DEPRAM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

7.15%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

14.89%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.59%

17.75%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

16.83%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.93%

16.83%

+2.10%

CEBL.DE vs. PRAM.DE - Expense Ratio Comparison

CEBL.DE has a 0.20% expense ratio, which is higher than PRAM.DE's 0.10% 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

CEBL.DE vs. PRAM.DE - Dividend Comparison

Neither CEBL.DE nor PRAM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, CEBL.DE and PRAM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.20% for CEBL.DE.

CEBL.DE is categorized as Asia Pacific Equities, while PRAM.DE is Emerging Markets Equities. CEBL.DE tracks MSCI Emerging Markets Asia, while PRAM.DE tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for CEBL.DE and 0.10% for PRAM.DE.

Portfolio Optimizer

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