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HGGA.DE vs. PRAG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HGGA.DE vs. PRAG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) and Amundi Prime Global Govies UCITS ETF (PRAG.DE). The values are adjusted to include any dividend payments, if applicable.

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HGGA.DE vs. PRAG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
1.36%-4.17%5.69%0.16%-1.86%
PRAG.DE
Amundi Prime Global Govies UCITS ETF
0.36%-4.82%2.27%1.13%-12.09%

Returns By Period

In the year-to-date period, HGGA.DE achieves a 1.36% return, which is significantly higher than PRAG.DE's 0.36% return.


HGGA.DE

1D
0.38%
1M
-0.17%
YTD
1.36%
6M
1.22%
1Y
-1.80%
3Y*
0.90%
5Y*
10Y*

PRAG.DE

1D
-0.14%
1M
-1.61%
YTD
0.36%
6M
-0.16%
1Y
-3.55%
3Y*
-1.03%
5Y*
-2.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HGGA.DE vs. PRAG.DE - Expense Ratio Comparison

HGGA.DE has a 0.18% expense ratio, which is higher than PRAG.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

HGGA.DE vs. PRAG.DE — Risk / Return Rank

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

HGGA.DE
HGGA.DE Risk / Return Rank: 55
Overall Rank
HGGA.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HGGA.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
HGGA.DE Omega Ratio Rank: 44
Omega Ratio Rank
HGGA.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
HGGA.DE Martin Ratio Rank: 88
Martin Ratio Rank

PRAG.DE
PRAG.DE Risk / Return Rank: 33
Overall Rank
PRAG.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PRAG.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
PRAG.DE Omega Ratio Rank: 22
Omega Ratio Rank
PRAG.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
PRAG.DE Martin Ratio Rank: 55
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.

HGGA.DE vs. PRAG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) and Amundi Prime Global Govies UCITS ETF (PRAG.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.


HGGA.DEPRAG.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.44

-0.66

+0.22

Sortino ratio

Return per unit of downside risk

-0.57

-0.83

+0.26

Omega ratio

Gain probability vs. loss probability

0.93

0.89

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.26

-0.63

+0.37

Martin ratio

Return relative to average drawdown

-0.39

-0.86

+0.47

HGGA.DE vs. PRAG.DE - Sharpe Ratio Comparison

The current HGGA.DE Sharpe Ratio is -0.44, which is higher than the PRAG.DE Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of HGGA.DE and PRAG.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.


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Sharpe Ratios by Period


HGGA.DEPRAG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

-0.66

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

-0.30

+0.34

Correlation

The correlation between HGGA.DE and PRAG.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HGGA.DE vs. PRAG.DE - Dividend Comparison

Neither HGGA.DE nor PRAG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HGGA.DE vs. PRAG.DE - Drawdown Comparison

The maximum HGGA.DE drawdown since its inception was -8.58%, smaller than the maximum PRAG.DE drawdown of -23.63%. Use the drawdown chart below to compare losses from any high point for HGGA.DE and PRAG.DE.


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Drawdown Indicators


HGGA.DEPRAG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.58%

-23.63%

+15.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-5.58%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

Current Drawdown

Current decline from peak

-4.51%

-21.72%

+17.21%

Average Drawdown

Average peak-to-trough decline

-4.15%

-15.69%

+11.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

4.06%

-1.33%

Volatility

HGGA.DE vs. PRAG.DE - Volatility Comparison

The current volatility for HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) is 1.20%, while Amundi Prime Global Govies UCITS ETF (PRAG.DE) has a volatility of 1.86%. This indicates that HGGA.DE experiences smaller price fluctuations and is considered to be less risky than PRAG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGGA.DEPRAG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.86%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

3.01%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

5.37%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.06%

6.69%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.06%

7.94%

-2.88%