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JBEM.DE vs. PRAB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBEM.DE vs. PRAB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE) 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

As of year-to-date, both investments have demonstrated similar returns, with JBEM.DE at 0.95% and PRAB.DE at 0.95%.


JBEM.DE

1D
-0.00%
1M
0.84%
YTD
0.95%
6M
1.05%
1Y
0.52%
3Y*
2.22%
5Y*
-2.17%
10Y*

PRAB.DE

1D
0.00%
1M
0.19%
YTD
0.95%
6M
0.95%
1Y
1.88%
3Y*
2.85%
5Y*
1.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBEM.DE vs. PRAB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JBEM.DE
BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF
0.95%0.42%1.18%6.64%-18.24%-3.43%1.10%
PRAB.DE
Amundi Prime Euro Government Bonds 0-1Y UCITS ETF
0.95%2.18%3.56%2.85%-0.81%-0.57%-0.07%

Correlation

The correlation between JBEM.DE and PRAB.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.20

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

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2020

0.26

The correlation between JBEM.DE and PRAB.DE shifts across timeframes, from 0.18 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JBEM.DE vs. PRAB.DE — Risk / Return Rank

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

JBEM.DE
JBEM.DE Risk / Return Rank: 1111
Overall Rank
JBEM.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JBEM.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
JBEM.DE Omega Ratio Rank: 1010
Omega Ratio Rank
JBEM.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
JBEM.DE Martin Ratio Rank: 1111
Martin Ratio Rank

PRAB.DE
PRAB.DE Risk / Return Rank: 9595
Overall Rank
PRAB.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PRAB.DE Sortino Ratio Rank: 9595
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.

JBEM.DE vs. PRAB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE) 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.

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.


JBEM.DEPRAB.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.82

Sortino ratioReturn per unit of downside risk

-4.47

Omega ratioGain probability vs. loss probability

1.03

1.64

-0.61

Calmar ratioReturn relative to maximum drawdown

0.23

10.63

-10.40

Martin ratioReturn relative to average drawdown

0.55

50.59

-50.04

JBEM.DE vs. PRAB.DE - Sharpe Ratio Comparison

The current JBEM.DE Sharpe Ratio is 0.18, which is lower than the PRAB.DE Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of JBEM.DE 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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Drawdowns

JBEM.DE vs. PRAB.DE - Drawdown Comparison

The maximum JBEM.DE drawdown since its inception was -22.48%, 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 JBEM.DE and PRAB.DE.


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Drawdown Indicators


JBEM.DEPRAB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-1.67%

-20.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-0.18%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-3.95%

-0.18%

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

-1.31%

-20.18%

Current Drawdown

Current decline from peak

-14.03%

0.00%

-14.03%

Average Drawdown

Average peak-to-trough decline

-10.59%

-0.39%

-10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

0.04%

+1.29%

Volatility

JBEM.DE vs. PRAB.DE - Volatility Comparison

BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE) has a higher volatility of 1.09% compared to Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) at 0.25%. This indicates that JBEM.DE'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


JBEM.DEPRAB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.25%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

0.55%

+2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

0.63%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.18%

0.54%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

0.53%

+5.19%

JBEM.DE vs. PRAB.DE - Expense Ratio Comparison

JBEM.DE has a 0.15% 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

JBEM.DE vs. PRAB.DE - Dividend Comparison

Neither JBEM.DE nor PRAB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JBEM.DE and PRAB.DE have a correlation of 0.18, 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 0.15% for JBEM.DE.

JBEM.DE tracks J.P. Morgan ESG EMU Government Bond IG Index, while PRAB.DE tracks Solactive Eurozone Government Bond 0-1 Year. They also come from different issuers: BNP Paribas Easy and Amundi. Their fees differ too: 0.15% for JBEM.DE and 0.05% for PRAB.DE.

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