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GLAG.MI vs. PRAB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLAG.MI vs. PRAB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist) (GLAG.MI) 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, GLAG.MI achieves a 0.94% return, which is significantly higher than PRAB.DE's 0.87% return.


GLAG.MI

1D
0.02%
1M
0.79%
YTD
0.94%
6M
0.42%
1Y
0.22%
3Y*
0.34%
5Y*
-1.07%
10Y*

PRAB.DE

1D
0.06%
1M
0.23%
YTD
0.87%
6M
0.92%
1Y
1.89%
3Y*
2.84%
5Y*
1.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLAG.MI vs. PRAB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GLAG.MI
SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist)
0.94%-4.81%4.42%1.76%-11.19%2.81%-2.23%
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 GLAG.MI and PRAB.DE is -0.06, 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

-0.06

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

0.08

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

0.16

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

0.14

The correlation between GLAG.MI and PRAB.DE shifts across timeframes, from -0.06 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLAG.MI vs. PRAB.DE — Risk / Return Rank

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

GLAG.MI
GLAG.MI Risk / Return Rank: 1010
Overall Rank
GLAG.MI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GLAG.MI Sortino Ratio Rank: 99
Sortino Ratio Rank
GLAG.MI Omega Ratio Rank: 99
Omega Ratio Rank
GLAG.MI Calmar Ratio Rank: 1010
Calmar Ratio Rank
GLAG.MI Martin Ratio Rank: 1010
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.

GLAG.MI vs. PRAB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist) (GLAG.MI) 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.


GLAG.MIPRAB.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.06

Sortino ratioReturn per unit of downside risk

-4.84

Omega ratioGain probability vs. loss probability

1.01

1.67

-0.66

Calmar ratioReturn relative to maximum drawdown

0.10

10.66

-10.56

Martin ratioReturn relative to average drawdown

0.20

51.86

-51.67

GLAG.MI vs. PRAB.DE - Sharpe Ratio Comparison

The current GLAG.MI Sharpe Ratio is 0.06, which is lower than the PRAB.DE Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of GLAG.MI 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


GLAG.MIPRAB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

3.12

-3.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

3.14

-3.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

2.84

-2.70

Drawdowns

GLAG.MI vs. PRAB.DE - Drawdown Comparison

The maximum GLAG.MI drawdown since its inception was -16.12%, 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 GLAG.MI and PRAB.DE.


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Drawdown Indicators


GLAG.MIPRAB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-1.67%

-14.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.30%

-0.18%

-2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-7.59%

-0.18%

-7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.05%

-1.30%

-13.75%

Current Drawdown

Current decline from peak

-11.60%

0.00%

-11.60%

Average Drawdown

Average peak-to-trough decline

-7.11%

-0.41%

-6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

0.04%

+1.15%

Volatility

GLAG.MI vs. PRAB.DE - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist) (GLAG.MI) has a higher volatility of 0.98% compared to Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) at 0.22%. This indicates that GLAG.MI'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


GLAG.MIPRAB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.22%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

0.52%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

0.60%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

0.55%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

0.55%

+5.06%

GLAG.MI vs. PRAB.DE - Expense Ratio Comparison

GLAG.MI has a 0.10% 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

GLAG.MI vs. PRAB.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
GLAG.MI
SPDR Bloomberg Global Aggregate Bond UCITS ETF (Dist)
2.68%2.96%2.46%1.86%1.39%0.98%1.40%1.50%0.81%
PRAB.DE
Amundi Prime Euro Government Bonds 0-1Y UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLAG.MI and PRAB.DE have a correlation of -0.06, 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 0.10% for GLAG.MI.

GLAG.MI is categorized as Global Bonds, while PRAB.DE is European Government Bonds. GLAG.MI tracks Bloomberg Global Aggregate Bond Index, while PRAB.DE tracks Solactive Eurozone Government Bond 0-1 Year. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.10% for GLAG.MI and 0.05% for PRAB.DE.

Portfolio Optimizer

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