PortfoliosLab logoPortfoliosLab logo
IEXA.DE vs. PRAC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEXA.DE vs. PRAC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) and Invesco Preferred Shares UCITS ETF A (PRAC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with IEXA.DE having a 1.30% return and PRAC.DE slightly lower at 1.29%.


IEXA.DE

1D
0.00%
1M
0.74%
YTD
1.30%
6M
1.48%
1Y
2.24%
3Y*
4.16%
5Y*
10Y*

PRAC.DE

1D
0.10%
1M
0.79%
YTD
1.29%
6M
1.49%
1Y
2.57%
3Y*
4.75%
5Y*
0.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEXA.DE vs. PRAC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEXA.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc
1.30%2.47%3.54%7.38%-5.39%
PRAC.DE
Invesco Preferred Shares UCITS ETF A
1.29%3.07%4.27%7.52%-5.63%

Correlation

The correlation between IEXA.DE and PRAC.DE is 0.81, 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

0.81

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

0.84

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.87

The correlation between IEXA.DE and PRAC.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

IEXA.DE vs. PRAC.DE — Risk / Return Rank

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

IEXA.DE
IEXA.DE Risk / Return Rank: 2121
Overall Rank
IEXA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEXA.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEXA.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IEXA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEXA.DE Martin Ratio Rank: 2323
Martin Ratio Rank

PRAC.DE
PRAC.DE Risk / Return Rank: 2323
Overall Rank
PRAC.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PRAC.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
PRAC.DE Omega Ratio Rank: 2222
Omega Ratio Rank
PRAC.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
PRAC.DE Martin Ratio Rank: 2626
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.

IEXA.DE vs. PRAC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) and Invesco Preferred Shares UCITS ETF A (PRAC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEXA.DEPRAC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.14

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

0.87

0.95

-0.07

Martin ratioReturn relative to average drawdown

2.79

3.23

-0.44

IEXA.DE vs. PRAC.DE - Sharpe Ratio Comparison

The current IEXA.DE Sharpe Ratio is 0.69, which is comparable to the PRAC.DE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IEXA.DE and PRAC.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.


Loading charts...

Drawdowns

IEXA.DE vs. PRAC.DE - Drawdown Comparison

The maximum IEXA.DE drawdown since its inception was -9.06%, smaller than the maximum PRAC.DE drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for IEXA.DE and PRAC.DE.


Loading charts...

Drawdown Indicators


IEXA.DEPRAC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.06%

-17.87%

+8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

-2.70%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-2.56%

-2.70%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

Current Drawdown

Current decline from peak

0.00%

-0.97%

+0.97%

Average Drawdown

Average peak-to-trough decline

-2.24%

-6.21%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.79%

+0.01%

Volatility

IEXA.DE vs. PRAC.DE - Volatility Comparison

iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) and Invesco Preferred Shares UCITS ETF A (PRAC.DE) have volatilities of 0.78% and 0.82%, 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 charts...

Volatility by Period


IEXA.DEPRAC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.82%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

2.73%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.26%

3.24%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

4.56%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

4.79%

-0.02%

IEXA.DE vs. PRAC.DE - Expense Ratio Comparison

IEXA.DE has a 0.20% expense ratio, which is lower than PRAC.DE's 0.50% expense ratio.


Dividends

IEXA.DE vs. PRAC.DE - Dividend Comparison

Neither IEXA.DE nor PRAC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IEXA.DE and PRAC.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEXA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEXA.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for PRAC.DE.

IEXA.DE tracks Bloomberg Euro Corporate ex-Financials Bond, while PRAC.DE tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IEXA.DE and 0.50% for PRAC.DE.

Portfolio Optimizer

Find the right allocation for IEXA.DE and PRAC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer