EL4P.DE vs. PR1R.DE
EL4P.DE (Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF) and PR1R.DE (Amundi Prime Euro Govies UCITS ETF DR (D)) are both European Government Bonds funds - EL4P.DE tracks the iBoxx® EUR Liquid Sovereigns Diversified 7-10 while PR1R.DE tracks the Solactive Eurozone Government Bond. Both are passively managed. Over the past 5 years, EL4P.DE returned -2.34%/yr vs -2.24%/yr for PR1R.DE. Their correlation of 0.94 suggests significant overlap in exposure. EL4P.DE charges 0.15%/yr vs 0.05%/yr for PR1R.DE.
Performance
EL4P.DE vs. PR1R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4P.DE achieves a 0.16% return, which is significantly higher than PR1R.DE's 0.09% return.
EL4P.DE
- 1D
- 0.06%
- 1M
- 0.03%
- YTD
- 0.16%
- 6M
- 0.17%
- 1Y
- 0.76%
- 3Y*
- 2.69%
- 5Y*
- -2.34%
- 10Y*
- -0.11%
PR1R.DE
- 1D
- 0.06%
- 1M
- -0.01%
- YTD
- 0.09%
- 6M
- 0.09%
- 1Y
- 0.27%
- 3Y*
- 2.33%
- 5Y*
- -2.24%
- 10Y*
- —
EL4P.DE vs. PR1R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EL4P.DE Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF | 0.16% | 1.64% | 1.06% | 8.67% | -20.09% | -3.04% | 4.34% | 5.97% |
PR1R.DE Amundi Prime Euro Govies UCITS ETF DR (D) | 0.09% | 0.65% | 1.46% | 6.92% | -18.25% | -3.24% | 4.70% | 6.23% |
Correlation
The correlation between EL4P.DE and PR1R.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.94 |
The correlation between EL4P.DE and PR1R.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
EL4P.DE vs. PR1R.DE — Risk / Return Rank
EL4P.DE
PR1R.DE
EL4P.DE vs. PR1R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE) and Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.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.
| EL4P.DE | PR1R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.00 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | -0.03 | +0.11 |
| Martin ratioReturn relative to average drawdown | 0.21 | -0.08 | +0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EL4P.DE | PR1R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | -0.02 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | -0.35 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | -0.09 | +0.53 |
Drawdowns
EL4P.DE vs. PR1R.DE - Drawdown Comparison
The maximum EL4P.DE drawdown since its inception was -23.50%, which is greater than PR1R.DE's maximum drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for EL4P.DE and PR1R.DE.
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Drawdown Indicators
| EL4P.DE | PR1R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.50% | -22.33% | -1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -4.09% | -3.38% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -4.65% | -4.09% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -21.46% | -1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -23.50% | — | — |
Current DrawdownCurrent decline from peak | -13.76% | -13.94% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -10.28% | +4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 1.35% | +0.18% |
Volatility
EL4P.DE vs. PR1R.DE - Volatility Comparison
Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE) has a higher volatility of 1.99% compared to Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE) at 1.78%. This indicates that EL4P.DE's price experiences larger fluctuations and is considered to be riskier than PR1R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4P.DE | PR1R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 1.78% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 3.64% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.97% | 4.38% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.48% | 6.34% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.06% | 5.92% | +0.14% |
EL4P.DE vs. PR1R.DE - Expense Ratio Comparison
EL4P.DE has a 0.15% expense ratio, which is higher than PR1R.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
EL4P.DE vs. PR1R.DE - Dividend Comparison
EL4P.DE's dividend yield for the trailing twelve months is around 3.64%, more than PR1R.DE's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4P.DE Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF | 3.64% | 2.66% | 1.83% | 1.37% | 0.39% | 0.62% | 0.83% | 1.08% | 0.64% | 1.41% | 1.80% | 2.32% |
PR1R.DE Amundi Prime Euro Govies UCITS ETF DR (D) | 2.72% | 2.72% | 2.08% | 1.90% | 1.87% | 1.55% | 1.66% | 1.05% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, EL4P.DE and PR1R.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, PR1R.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1R.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for EL4P.DE.
EL4P.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 7-10, while PR1R.DE tracks Solactive Eurozone Government Bond. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.15% for EL4P.DE and 0.05% for PR1R.DE.
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