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OM3M.DE vs. PRAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OM3M.DE vs. PRAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and Amundi Prime US Treasury UCITS ETF (PRAS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OM3M.DE achieves a 0.54% return, which is significantly lower than PRAS.DE's 1.07% return.


OM3M.DE

1D
0.06%
1M
0.59%
YTD
0.54%
6M
-0.08%
1Y
0.83%
3Y*
0.55%
5Y*
1.05%
10Y*

PRAS.DE

1D
0.03%
1M
0.83%
YTD
1.07%
6M
0.30%
1Y
1.60%
3Y*
0.10%
5Y*
0.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OM3M.DE vs. PRAS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
0.54%-4.89%7.50%0.56%-3.84%5.66%-5.67%
PRAS.DE
Amundi Prime US Treasury UCITS ETF
1.07%-5.52%6.51%0.42%-6.75%6.02%-5.49%

Correlation

The correlation between OM3M.DE and PRAS.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2020

0.94

The correlation between OM3M.DE and PRAS.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

OM3M.DE vs. PRAS.DE — Risk / Return Rank

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

OM3M.DE
OM3M.DE Risk / Return Rank: 1111
Overall Rank
OM3M.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
OM3M.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
OM3M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
OM3M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
OM3M.DE Martin Ratio Rank: 1111
Martin Ratio Rank

PRAS.DE
PRAS.DE Risk / Return Rank: 1313
Overall Rank
PRAS.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PRAS.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
PRAS.DE Omega Ratio Rank: 1212
Omega Ratio Rank
PRAS.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
PRAS.DE Martin Ratio Rank: 1414
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.

OM3M.DE vs. PRAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and Amundi Prime US Treasury UCITS ETF (PRAS.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.


OM3M.DEPRAS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.03

1.05

-0.02

Calmar ratioReturn relative to maximum drawdown

0.20

0.41

-0.20

Martin ratioReturn relative to average drawdown

0.51

1.00

-0.49

OM3M.DE vs. PRAS.DE - Sharpe Ratio Comparison

The current OM3M.DE Sharpe Ratio is 0.16, which is lower than the PRAS.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of OM3M.DE and PRAS.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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Sharpe Ratios by Period


OM3M.DEPRAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.29

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.07

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

-0.09

+0.34

Drawdowns

OM3M.DE vs. PRAS.DE - Drawdown Comparison

The maximum OM3M.DE drawdown since its inception was -13.79%, smaller than the maximum PRAS.DE drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for OM3M.DE and PRAS.DE.


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Drawdown Indicators


OM3M.DEPRAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-17.44%

+3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-3.91%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-9.94%

-11.09%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-12.25%

-12.89%

+0.64%

Current Drawdown

Current decline from peak

-7.74%

-12.85%

+5.11%

Average Drawdown

Average peak-to-trough decline

-6.62%

-11.40%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.60%

+0.03%

Volatility

OM3M.DE vs. PRAS.DE - Volatility Comparison

iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and Amundi Prime US Treasury UCITS ETF (PRAS.DE) have volatilities of 0.81% and 0.80%, 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.


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Volatility by Period


OM3M.DEPRAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

0.80%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.63%

3.73%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

5.25%

5.45%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

8.00%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.18%

8.04%

-0.86%

OM3M.DE vs. PRAS.DE - Expense Ratio Comparison

OM3M.DE has a 0.07% expense ratio, which is higher than PRAS.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

OM3M.DE vs. PRAS.DE - Dividend Comparison

OM3M.DE's dividend yield for the trailing twelve months is around 3.38%, while PRAS.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
3.38%3.78%3.19%2.59%1.31%0.83%1.81%2.08%
PRAS.DE
Amundi Prime US Treasury UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, OM3M.DE and PRAS.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, PRAS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAS.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for OM3M.DE.

OM3M.DE tracks ICE US Treasury 3-7 Year Bond Index, while PRAS.DE tracks Solactive US Treasury Bond. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for OM3M.DE and 0.05% for PRAS.DE.

Portfolio Optimizer

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