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EDMW.DE vs. PRAB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDMW.DE vs. PRAB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.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, EDMW.DE achieves a 10.19% return, which is significantly higher than PRAB.DE's 0.87% return.


EDMW.DE

1D
0.06%
1M
4.92%
YTD
10.19%
6M
10.70%
1Y
22.10%
3Y*
16.27%
5Y*
11.55%
10Y*

PRAB.DE

1D
0.06%
1M
0.22%
YTD
0.87%
6M
0.94%
1Y
1.87%
3Y*
2.84%
5Y*
1.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDMW.DE vs. PRAB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EDMW.DE
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)
10.19%6.42%25.12%18.98%-15.82%33.40%10.76%
PRAB.DE
Amundi Prime Euro Government Bonds 0-1Y UCITS ETF
0.87%2.18%3.56%2.85%-0.79%-0.60%-0.12%

Correlation

The correlation between EDMW.DE and PRAB.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.06

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

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2020

0.04

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Return for Risk

EDMW.DE vs. PRAB.DE — Risk / Return Rank

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

EDMW.DE
EDMW.DE Risk / Return Rank: 6161
Overall Rank
EDMW.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EDMW.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
EDMW.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EDMW.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EDMW.DE Martin Ratio Rank: 6767
Martin Ratio Rank

PRAB.DE
PRAB.DE Risk / Return Rank: 9595
Overall Rank
PRAB.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PRAB.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRAB.DE Omega Ratio Rank: 9494
Omega Ratio Rank
PRAB.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
PRAB.DE Martin Ratio Rank: 9898
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.

EDMW.DE vs. PRAB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.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.


EDMW.DEPRAB.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

1.36

1.67

-0.31

Calmar ratioReturn relative to maximum drawdown

3.07

10.66

-7.60

Martin ratioReturn relative to average drawdown

12.11

51.86

-39.76

EDMW.DE vs. PRAB.DE - Sharpe Ratio Comparison

The current EDMW.DE Sharpe Ratio is 1.93, which is lower than the PRAB.DE Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of EDMW.DE and PRAB.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


EDMW.DEPRAB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

3.12

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

3.14

-2.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

2.84

-2.06

Drawdowns

EDMW.DE vs. PRAB.DE - Drawdown Comparison

The maximum EDMW.DE drawdown since its inception was -33.12%, which is greater than PRAB.DE's maximum drawdown of -1.67%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and PRAB.DE.


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Drawdown Indicators


EDMW.DEPRAB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.12%

-1.67%

-31.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-0.18%

-7.00%

Max Drawdown (3Y)

Largest decline over 3 years

-21.20%

-0.18%

-21.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-1.30%

-19.90%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-5.12%

-0.41%

-4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

0.04%

+1.78%

Volatility

EDMW.DE vs. PRAB.DE - Volatility Comparison

iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) has a higher volatility of 2.75% compared to Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) at 0.22%. This indicates that EDMW.DE's price experiences larger fluctuations and is considered to be riskier than PRAB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDMW.DEPRAB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

0.22%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

0.52%

+7.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

0.60%

+10.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

0.55%

+13.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

0.55%

+15.72%

EDMW.DE vs. PRAB.DE - Expense Ratio Comparison

EDMW.DE has a 0.20% expense ratio, which is higher than PRAB.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

EDMW.DE vs. PRAB.DE - Dividend Comparison

Neither EDMW.DE nor PRAB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EDMW.DE and PRAB.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRAB.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for EDMW.DE.

EDMW.DE is categorized as Global Equities, while PRAB.DE is European Government Bonds. EDMW.DE tracks MSCI World ESG Enhanced Focus, while PRAB.DE tracks Solactive Eurozone Government Bond 0-1 Year. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for EDMW.DE and 0.05% for PRAB.DE.

Portfolio Optimizer

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