DJAD.DE vs. PR1G.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and PR1G.DE (Amundi Prime Global Government Bond UCITS ETF (Dist)) are both Government Bonds funds from Amundi - DJAD.DE tracks the Bloomberg US Long Treasury Index while PR1G.DE tracks the Solactive Global Developed Government Bond Index. Both are passively managed. Over the past 5 years, DJAD.DE returned -5.78%/yr vs -2.72%/yr for PR1G.DE. Their correlation of 0.83 suggests significant overlap in exposure. DJAD.DE charges 0.06%/yr vs 0.05%/yr for PR1G.DE.
Performance
DJAD.DE vs. PR1G.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 1.78% return, which is significantly higher than PR1G.DE's 0.99% return.
DJAD.DE
- 1D
- 0.69%
- 1M
- -0.13%
- 6M
- -0.02%
- YTD
- 1.78%
- 1Y
- 5.49%
- 3Y*
- -1.48%
- 5Y*
- -5.78%
- 10Y*
- -3.16%
PR1G.DE
- 1D
- 0.18%
- 1M
- 0.18%
- 6M
- 0.24%
- YTD
- 0.99%
- 1Y
- 1.22%
- 3Y*
- 0.44%
- 5Y*
- -2.72%
- 10Y*
- —
DJAD.DE vs. PR1G.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 1.78% | -6.15% | -0.86% | -0.75% | -24.23% | 3.18% | 6.09% | 17.10% |
PR1G.DE Amundi Prime Global Government Bond UCITS ETF (Dist) | 0.99% | -4.74% | 2.19% | 1.15% | -13.10% | 0.82% | 0.44% | 7.03% |
Correlation
The correlation between DJAD.DE and PR1G.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2019 | 0.83 |
The correlation between DJAD.DE and PR1G.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
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Return for Risk
DJAD.DE vs. PR1G.DE — Risk / Return Rank
DJAD.DE
PR1G.DE
DJAD.DE vs. PR1G.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) and Amundi Prime Global Government Bond UCITS ETF (Dist) (PR1G.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.
| DJAD.DE | PR1G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.06 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 0.43 | +0.43 |
| Martin ratioReturn relative to average drawdown | 1.82 | 0.87 | +0.94 |
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Drawdowns
DJAD.DE vs. PR1G.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than PR1G.DE's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and PR1G.DE.
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Drawdown Indicators
| DJAD.DE | PR1G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -20.86% | -23.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -2.85% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.68% | -7.94% | -8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -17.71% | -18.83% |
Max Drawdown (10Y)Largest decline over 10 years | -44.43% | — | — |
Current DrawdownCurrent decline from peak | -40.10% | -18.36% | -21.74% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -11.48% | -6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.39% | +1.62% |
Volatility
DJAD.DE vs. PR1G.DE - Volatility Comparison
Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a higher volatility of 2.34% compared to Amundi Prime Global Government Bond UCITS ETF (Dist) (PR1G.DE) at 1.17%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier than PR1G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJAD.DE | PR1G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 1.17% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 3.01% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.78% | 4.05% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 6.47% | +7.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.95% | 6.10% | +7.85% |
DJAD.DE vs. PR1G.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is higher than PR1G.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
DJAD.DE vs. PR1G.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.43%, more than PR1G.DE's 2.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.43% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% |
PR1G.DE Amundi Prime Global Government Bond UCITS ETF (Dist) | 2.93% | 2.96% | 2.34% | 1.99% | 1.74% | 1.50% | 1.77% | 1.23% | 0.00% | 0.00% |
Frequently Asked Questions
DJAD.DE and PR1G.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1G.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1G.DE is cheaper with a 0.05% expense ratio, compared with 0.06% for DJAD.DE.
DJAD.DE tracks Bloomberg US Long Treasury Index, while PR1G.DE tracks Solactive Global Developed Government Bond Index. Their fees differ too: 0.06% for DJAD.DE and 0.05% for PR1G.DE.
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