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COVR.DE vs. PR1C.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COVR.DE vs. PR1C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in PIMCO Covered Bond UCITS ETF Dist (COVR.DE) and Amundi EUR Corporate Bond UCITS ETF DR EUR (D) (PR1C.DE). The values are adjusted to include any dividend payments, if applicable.

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COVR.DE vs. PR1C.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
COVR.DE
PIMCO Covered Bond UCITS ETF Dist
-0.83%2.66%3.80%6.11%-12.85%-2.27%3.03%3.40%
PR1C.DE
Amundi EUR Corporate Bond UCITS ETF DR EUR (D)
-0.51%3.02%4.32%7.43%-13.89%-1.11%2.40%4.83%

Returns By Period

In the year-to-date period, COVR.DE achieves a -0.83% return, which is significantly lower than PR1C.DE's -0.51% return.


COVR.DE

1D
0.11%
1M
-2.15%
YTD
-0.83%
6M
-0.72%
1Y
1.12%
3Y*
3.46%
5Y*
-0.72%
10Y*
0.54%

PR1C.DE

1D
0.47%
1M
-1.46%
YTD
-0.51%
6M
-0.40%
1Y
2.25%
3Y*
4.23%
5Y*
-0.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COVR.DE vs. PR1C.DE - Expense Ratio Comparison

COVR.DE has a 0.43% expense ratio, which is higher than PR1C.DE's 0.07% expense ratio.


Return for Risk

COVR.DE vs. PR1C.DE — Risk / Return Rank

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

COVR.DE
COVR.DE Risk / Return Rank: 2222
Overall Rank
COVR.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
COVR.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
COVR.DE Omega Ratio Rank: 2121
Omega Ratio Rank
COVR.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
COVR.DE Martin Ratio Rank: 2323
Martin Ratio Rank

PR1C.DE
PR1C.DE Risk / Return Rank: 3838
Overall Rank
PR1C.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PR1C.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
PR1C.DE Omega Ratio Rank: 3636
Omega Ratio Rank
PR1C.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
PR1C.DE Martin Ratio Rank: 4040
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.

COVR.DE vs. PR1C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Covered Bond UCITS ETF Dist (COVR.DE) and Amundi EUR Corporate Bond UCITS ETF DR EUR (D) (PR1C.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.


COVR.DEPR1C.DEDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.84

-0.35

Sortino ratio

Return per unit of downside risk

0.68

1.18

-0.50

Omega ratio

Gain probability vs. loss probability

1.09

1.16

-0.07

Calmar ratio

Return relative to maximum drawdown

0.44

0.92

-0.48

Martin ratio

Return relative to average drawdown

1.94

4.00

-2.06

COVR.DE vs. PR1C.DE - Sharpe Ratio Comparison

The current COVR.DE Sharpe Ratio is 0.49, which is lower than the PR1C.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of COVR.DE and PR1C.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


COVR.DEPR1C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.84

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.07

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.13

+0.06

Correlation

The correlation between COVR.DE and PR1C.DE is 0.70, 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

COVR.DE vs. PR1C.DE - Dividend Comparison

COVR.DE's dividend yield for the trailing twelve months is around 2.51%, less than PR1C.DE's 2.57% yield.


TTM20252024202320222021202020192018201720162015
COVR.DE
PIMCO Covered Bond UCITS ETF Dist
2.51%2.43%1.66%0.56%0.00%0.00%0.42%1.20%0.78%0.57%0.74%0.86%
PR1C.DE
Amundi EUR Corporate Bond UCITS ETF DR EUR (D)
2.57%2.55%2.19%1.80%1.44%1.32%1.38%1.01%0.00%0.00%0.00%0.00%

Drawdowns

COVR.DE vs. PR1C.DE - Drawdown Comparison

The maximum COVR.DE drawdown since its inception was -16.36%, smaller than the maximum PR1C.DE drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for COVR.DE and PR1C.DE.


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Drawdown Indicators


COVR.DEPR1C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.36%

-17.73%

+1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-2.61%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-15.69%

-17.73%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

Current Drawdown

Current decline from peak

-4.79%

-2.79%

-2.00%

Average Drawdown

Average peak-to-trough decline

-4.10%

-5.59%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.60%

+0.04%

Volatility

COVR.DE vs. PR1C.DE - Volatility Comparison

The current volatility for PIMCO Covered Bond UCITS ETF Dist (COVR.DE) is 1.08%, while Amundi EUR Corporate Bond UCITS ETF DR EUR (D) (PR1C.DE) has a volatility of 1.64%. This indicates that COVR.DE experiences smaller price fluctuations and is considered to be less risky than PR1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COVR.DEPR1C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.64%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

2.00%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

2.67%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.72%

4.36%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.95%

5.09%

-2.14%