PortfoliosLab logoPortfoliosLab logo
IE3E.DE vs. PR1C.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IE3E.DE vs. PR1C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.DE) and Amundi EUR Corporate Bond UCITS ETF DR EUR (D) (PR1C.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IE3E.DE vs. PR1C.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IE3E.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc
-0.18%3.04%4.31%4.16%-1.80%
PR1C.DE
Amundi EUR Corporate Bond UCITS ETF DR EUR (D)
-0.52%3.02%4.32%7.43%-5.85%

Returns By Period

In the year-to-date period, IE3E.DE achieves a -0.18% return, which is significantly higher than PR1C.DE's -0.52% return.


IE3E.DE

1D
0.11%
1M
-0.24%
YTD
-0.18%
6M
0.35%
1Y
1.98%
3Y*
3.53%
5Y*
10Y*

PR1C.DE

1D
-0.01%
1M
-1.03%
YTD
-0.52%
6M
-0.48%
1Y
2.39%
3Y*
4.13%
5Y*
-0.33%
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.


IE3E.DE vs. PR1C.DE - Expense Ratio Comparison

IE3E.DE has a 0.12% expense ratio, which is higher than PR1C.DE's 0.07% 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

IE3E.DE vs. PR1C.DE — Risk / Return Rank

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

IE3E.DE
IE3E.DE Risk / Return Rank: 7575
Overall Rank
IE3E.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IE3E.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
IE3E.DE Omega Ratio Rank: 7878
Omega Ratio Rank
IE3E.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
IE3E.DE Martin Ratio Rank: 7272
Martin Ratio Rank

PR1C.DE
PR1C.DE Risk / Return Rank: 3737
Overall Rank
PR1C.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PR1C.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
PR1C.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PR1C.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
PR1C.DE Martin Ratio Rank: 3333
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.

IE3E.DE vs. PR1C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.DE) and Amundi EUR Corporate Bond UCITS ETF DR EUR (D) (PR1C.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.


IE3E.DEPR1C.DEDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.90

+0.62

Sortino ratio

Return per unit of downside risk

2.26

1.25

+1.01

Omega ratio

Gain probability vs. loss probability

1.31

1.17

+0.15

Calmar ratio

Return relative to maximum drawdown

1.99

0.86

+1.13

Martin ratio

Return relative to average drawdown

9.10

3.70

+5.40

IE3E.DE vs. PR1C.DE - Sharpe Ratio Comparison

The current IE3E.DE Sharpe Ratio is 1.51, which is higher than the PR1C.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IE3E.DE and PR1C.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


IE3E.DEPR1C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.90

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

0.13

+1.42

Correlation

The correlation between IE3E.DE and PR1C.DE is 0.73, 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

IE3E.DE vs. PR1C.DE - Dividend Comparison

IE3E.DE has not paid dividends to shareholders, while PR1C.DE's dividend yield for the trailing twelve months is around 2.57%.


TTM2025202420232022202120202019
IE3E.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PR1C.DE
Amundi EUR Corporate Bond UCITS ETF DR EUR (D)
2.57%2.55%2.19%1.80%1.44%1.32%1.38%1.01%

Drawdowns

IE3E.DE vs. PR1C.DE - Drawdown Comparison

The maximum IE3E.DE drawdown since its inception was -3.12%, smaller than the maximum PR1C.DE drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for IE3E.DE and PR1C.DE.


Loading graphics...

Drawdown Indicators


IE3E.DEPR1C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.12%

-17.73%

+14.61%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-2.61%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

Current Drawdown

Current decline from peak

-0.65%

-2.81%

+2.16%

Average Drawdown

Average peak-to-trough decline

-0.57%

-5.59%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.61%

-0.40%

Volatility

IE3E.DE vs. PR1C.DE - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.DE) is 0.67%, while Amundi EUR Corporate Bond UCITS ETF DR EUR (D) (PR1C.DE) has a volatility of 1.57%. This indicates that IE3E.DE experiences smaller price fluctuations and is considered to be less risky than PR1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IE3E.DEPR1C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

1.57%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

1.11%

2.00%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

1.31%

2.66%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.56%

4.36%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.56%

5.09%

-3.53%