PortfoliosLab logoPortfoliosLab logo
DBXD.DE vs. PRAE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXD.DE vs. PRAE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers DAX UCITS ETF 1C (DBXD.DE) and Amundi Prime Europe UCITS ETF (PRAE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DBXD.DE achieves a 1.35% return, which is significantly lower than PRAE.DE's 7.71% return.


DBXD.DE

1D
0.50%
1M
-0.04%
YTD
1.35%
6M
3.40%
1Y
2.06%
3Y*
15.51%
5Y*
9.16%
10Y*
8.92%

PRAE.DE

1D
0.23%
1M
0.88%
YTD
7.71%
6M
9.87%
1Y
16.29%
3Y*
13.87%
5Y*
10.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
DBXD.DE
Xtrackers DAX UCITS ETF 1C
1.35%22.65%18.18%19.60%-12.74%15.26%1.12%
PRAE.DE
Amundi Prime Europe UCITS ETF
7.71%20.47%8.49%15.73%-9.25%25.29%-4.31%

Correlation

The correlation between DBXD.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 23, 2020

0.81

The correlation between DBXD.DE and PRAE.DE has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

DBXD.DE
DBXD.DE Risk / Return Rank: 1111
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1111
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1212
Martin Ratio Rank

PRAE.DE
PRAE.DE Risk / Return Rank: 3838
Overall Rank
PRAE.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (DBXD.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.


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

-1.15

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.04

1.24

-0.21

Calmar ratioReturn relative to maximum drawdown

0.19

1.75

-1.56

Martin ratioReturn relative to average drawdown

0.58

6.64

-6.06

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

The current DBXD.DE Sharpe Ratio is 0.14, which is lower than the PRAE.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of DBXD.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.


Loading charts...

Sharpe Ratios by Period


DBXD.DEPRAE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.29

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.69

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.54

-0.23

Drawdowns

DBXD.DE vs. PRAE.DE - Drawdown Comparison

The maximum DBXD.DE drawdown since its inception was -54.98%, which is greater than PRAE.DE's maximum drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for DBXD.DE and PRAE.DE.


Loading charts...

Drawdown Indicators


DBXD.DEPRAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.98%

-32.86%

-22.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-9.54%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-15.92%

-16.94%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

-19.60%

-7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

Current Drawdown

Current decline from peak

-2.23%

-1.63%

-0.60%

Average Drawdown

Average peak-to-trough decline

-11.34%

-5.27%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

2.52%

+1.45%

Volatility

DBXD.DE vs. PRAE.DE - Volatility Comparison

Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a higher volatility of 5.10% compared to Amundi Prime Europe UCITS ETF (PRAE.DE) at 4.39%. This indicates that DBXD.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.


Loading charts...

Volatility by Period


DBXD.DEPRAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

4.39%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

10.66%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

12.97%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

14.42%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

17.22%

+1.13%

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

DBXD.DE has a 0.09% 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

DBXD.DE vs. PRAE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DBXD.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 0.09% for DBXD.DE.

DBXD.DE tracks DAX®, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.09% for DBXD.DE and 0.05% for PRAE.DE.

Portfolio Optimizer

Find the right allocation for DBXD.DE and PRAE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer