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CG1G.DE vs. PRAE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CG1G.DE vs. PRAE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) and Amundi Prime Europe UCITS ETF (PRAE.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, CG1G.DE achieves a 4.76% return, which is significantly lower than PRAE.DE's 12.99% return.


CG1G.DE

1D
0.77%
1M
3.96%
6M
4.67%
YTD
4.76%
1Y
7.31%
3Y*
16.60%
5Y*
9.93%
10Y*
9.92%

PRAE.DE

1D
0.68%
1M
5.15%
6M
12.00%
YTD
12.99%
1Y
24.37%
3Y*
15.49%
5Y*
10.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CG1G.DE vs. PRAE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CG1G.DE
Amundi ETF DAX UCITS ETF DR (Acc)
4.76%22.68%18.23%19.47%-12.77%15.19%0.79%
PRAE.DE
Amundi Prime Europe UCITS ETF
12.99%20.48%8.47%15.73%-9.23%25.26%-4.30%

Correlation

The correlation between CG1G.DE and PRAE.DE is 0.86, 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

0.86

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

0.87

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

0.89

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

0.90

The correlation between CG1G.DE and PRAE.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

CG1G.DE vs. PRAE.DE — Risk / Return Rank

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

CG1G.DE
CG1G.DE Risk / Return Rank: 1717
Overall Rank
CG1G.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CG1G.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
CG1G.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CG1G.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
CG1G.DE Martin Ratio Rank: 1919
Martin Ratio Rank

PRAE.DE
PRAE.DE Risk / Return Rank: 6969
Overall Rank
PRAE.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 7272
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 6767
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.

CG1G.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) and Amundi Prime Europe UCITS ETF (PRAE.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.


CG1G.DEPRAE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.09

1.35

-0.26

Calmar ratioReturn relative to maximum drawdown

0.59

2.55

-1.96

Martin ratioReturn relative to average drawdown

1.83

9.98

-8.15

CG1G.DE vs. PRAE.DE - Sharpe Ratio Comparison

The current CG1G.DE Sharpe Ratio is 0.45, which is lower than the PRAE.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CG1G.DE and PRAE.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

CG1G.DE vs. PRAE.DE - Drawdown Comparison

The maximum CG1G.DE drawdown since its inception was -38.41%, roughly equal to the maximum PRAE.DE drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for CG1G.DE and PRAE.DE.


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Drawdown Indicators


CG1G.DEPRAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-37.01%

-1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-9.52%

-2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-15.88%

-16.93%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.68%

-19.59%

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.19%

-5.25%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.44%

+1.54%

Volatility

CG1G.DE vs. PRAE.DE - Volatility Comparison

Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) has a higher volatility of 4.39% compared to Amundi Prime Europe UCITS ETF (PRAE.DE) at 3.31%. This indicates that CG1G.DE's price experiences larger fluctuations and is considered to be riskier than PRAE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CG1G.DEPRAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

3.31%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

10.96%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

13.08%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

14.42%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

17.80%

+0.24%

CG1G.DE vs. PRAE.DE - Expense Ratio Comparison

CG1G.DE has a 0.10% expense ratio, which is higher than PRAE.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

CG1G.DE vs. PRAE.DE - Dividend Comparison

Neither CG1G.DE nor PRAE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CG1G.DE and PRAE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRAE.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for CG1G.DE.

CG1G.DE tracks DAX Index, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. Their fees differ too: 0.10% for CG1G.DE and 0.05% for PRAE.DE.

Portfolio Optimizer

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