PortfoliosLab logoPortfoliosLab logo
EUN9.DE vs. PRAR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUN9.DE vs. PRAR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 5-7yr UCITS ETF (EUN9.DE) and Amundi Prime Euro Govies UCITS ETF (PRAR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EUN9.DE vs. PRAR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EUN9.DE
iShares Euro Government Bond 5-7yr UCITS ETF
-0.71%2.45%1.87%6.90%-14.78%-1.90%2.51%
PRAR.DE
Amundi Prime Euro Govies UCITS ETF
-0.44%0.65%1.42%6.88%-18.24%-3.08%4.14%

Returns By Period

In the year-to-date period, EUN9.DE achieves a -0.71% return, which is significantly lower than PRAR.DE's -0.44% return.


EUN9.DE

1D
0.00%
1M
-1.55%
YTD
-0.71%
6M
-0.39%
1Y
1.74%
3Y*
2.66%
5Y*
-1.40%
10Y*
0.02%

PRAR.DE

1D
0.05%
1M
-1.49%
YTD
-0.44%
6M
-0.28%
1Y
1.26%
3Y*
1.96%
5Y*
-2.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


EUN9.DE vs. PRAR.DE - Expense Ratio Comparison

EUN9.DE has a 0.15% expense ratio, which is higher than PRAR.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%.


Return for Risk

EUN9.DE vs. PRAR.DE — Risk / Return Rank

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

EUN9.DE
EUN9.DE Risk / Return Rank: 2121
Overall Rank
EUN9.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EUN9.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
EUN9.DE Omega Ratio Rank: 2121
Omega Ratio Rank
EUN9.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EUN9.DE Martin Ratio Rank: 1919
Martin Ratio Rank

PRAR.DE
PRAR.DE Risk / Return Rank: 1717
Overall Rank
PRAR.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PRAR.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
PRAR.DE Omega Ratio Rank: 1616
Omega Ratio Rank
PRAR.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
PRAR.DE Martin Ratio Rank: 1616
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.

EUN9.DE vs. PRAR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 5-7yr UCITS ETF (EUN9.DE) and Amundi Prime Euro Govies UCITS ETF (PRAR.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.


EUN9.DEPRAR.DEDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.32

+0.18

Sortino ratio

Return per unit of downside risk

0.69

0.47

+0.22

Omega ratio

Gain probability vs. loss probability

1.09

1.06

+0.04

Calmar ratio

Return relative to maximum drawdown

0.37

0.25

+0.12

Martin ratio

Return relative to average drawdown

1.50

0.87

+0.63

EUN9.DE vs. PRAR.DE - Sharpe Ratio Comparison

The current EUN9.DE Sharpe Ratio is 0.50, which is higher than the PRAR.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of EUN9.DE and PRAR.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.


Loading graphics...

Sharpe Ratios by Period


EUN9.DEPRAR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.32

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

-0.41

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.30

+0.64

Correlation

The correlation between EUN9.DE and PRAR.DE is 0.91, 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

EUN9.DE vs. PRAR.DE - Dividend Comparison

EUN9.DE's dividend yield for the trailing twelve months is around 2.68%, while PRAR.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EUN9.DE
iShares Euro Government Bond 5-7yr UCITS ETF
2.68%2.66%2.53%0.86%0.00%0.00%0.14%0.49%0.35%0.23%0.53%0.36%
PRAR.DE
Amundi Prime Euro Govies UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EUN9.DE vs. PRAR.DE - Drawdown Comparison

The maximum EUN9.DE drawdown since its inception was -17.43%, smaller than the maximum PRAR.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for EUN9.DE and PRAR.DE.


Loading graphics...

Drawdown Indicators


EUN9.DEPRAR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.43%

-22.34%

+4.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-3.48%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.35%

-21.49%

+4.14%

Max Drawdown (10Y)

Largest decline over 10 years

-17.43%

Current Drawdown

Current decline from peak

-7.65%

-14.39%

+6.74%

Average Drawdown

Average peak-to-trough decline

-3.77%

-11.52%

+7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.99%

-0.15%

Volatility

EUN9.DE vs. PRAR.DE - Volatility Comparison

iShares Euro Government Bond 5-7yr UCITS ETF (EUN9.DE) and Amundi Prime Euro Govies UCITS ETF (PRAR.DE) have volatilities of 1.88% and 1.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EUN9.DEPRAR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

1.95%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

2.72%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

3.90%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

6.13%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.25%

5.78%

-1.53%