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

Performance

JBEM.DE vs. PRAR.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 Govies UCITS ETF (PRAR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JBEM.DE having a 0.95% return and PRAR.DE slightly lower at 0.94%.


JBEM.DE

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

PRAR.DE

1D
0.22%
1M
0.89%
YTD
0.94%
6M
1.11%
1Y
0.72%
3Y*
2.44%
5Y*
-2.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBEM.DE vs. PRAR.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%4.24%
PRAR.DE
Amundi Prime Euro Govies UCITS ETF
0.94%0.61%1.42%6.90%-18.22%-3.07%4.10%

Correlation

The correlation between JBEM.DE and PRAR.DE is 0.93, 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

0.93

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.96

The correlation between JBEM.DE and PRAR.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

JBEM.DE vs. PRAR.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

PRAR.DE
PRAR.DE Risk / Return Rank: 1010
Overall Rank
PRAR.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PRAR.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
PRAR.DE Omega Ratio Rank: 99
Omega Ratio Rank
PRAR.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRAR.DE Martin Ratio Rank: 1111
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. PRAR.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 Govies UCITS ETF (PRAR.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.DEPRAR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.03

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

0.23

0.20

+0.03

Martin ratioReturn relative to average drawdown

0.55

0.52

+0.04

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

The current JBEM.DE Sharpe Ratio is 0.18, which is comparable to the PRAR.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of JBEM.DE and PRAR.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. PRAR.DE - Drawdown Comparison

The maximum JBEM.DE drawdown since its inception was -22.48%, roughly equal to the maximum PRAR.DE drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for JBEM.DE and PRAR.DE.


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Drawdown Indicators


JBEM.DEPRAR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-22.33%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-3.53%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-3.95%

-4.01%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

-21.47%

-0.02%

Current Drawdown

Current decline from peak

-14.03%

-13.22%

-0.81%

Average Drawdown

Average peak-to-trough decline

-10.59%

-11.59%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.39%

-0.06%

Volatility

JBEM.DE vs. PRAR.DE - Volatility Comparison

The current volatility for BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE) is 1.09%, while Amundi Prime Euro Govies UCITS ETF (PRAR.DE) has a volatility of 1.18%. This indicates that JBEM.DE experiences smaller price fluctuations and is considered to be less risky than PRAR.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.DEPRAR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.18%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

3.70%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

4.39%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.18%

6.24%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

5.92%

-0.20%

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

JBEM.DE has a 0.15% expense ratio, which is higher than PRAR.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. PRAR.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, JBEM.DE and PRAR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PRAR.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAR.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 PRAR.DE tracks Solactive Eurozone Government Bond. They also come from different issuers: BNP Paribas Easy and Amundi. Their fees differ too: 0.15% for JBEM.DE and 0.05% for PRAR.DE.

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