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PR1C.DE vs. XLIQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR1C.DE vs. XLIQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EUR Corporate Bond UCITS ETF DR EUR (D) (PR1C.DE) and Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PR1C.DE

1D
0.09%
1M
0.30%
YTD
0.63%
6M
0.56%
1Y
2.23%
3Y*
4.56%
5Y*
-0.04%
10Y*

XLIQ.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
PR1C.DE
Amundi EUR Corporate Bond UCITS ETF DR EUR (D)
0.63%3.02%4.32%7.43%-13.89%-1.11%2.40%4.83%
XLIQ.DE
Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF
0.27%1.87%2.30%6.61%-18.10%-3.39%2.42%4.49%

Correlation

The correlation between PR1C.DE and XLIQ.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.44

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

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2019

0.36

Over the past year, PR1C.DE and XLIQ.DE have become more correlated (0.69) than their long-term average of 0.36, meaning their price movements have been converging.

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Return for Risk

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

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

PR1C.DE
PR1C.DE Risk / Return Rank: 2020
Overall Rank
PR1C.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PR1C.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
PR1C.DE Omega Ratio Rank: 2020
Omega Ratio Rank
PR1C.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
PR1C.DE Martin Ratio Rank: 2222
Martin Ratio Rank

XLIQ.DE
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond UCITS ETF DR EUR (D) (PR1C.DE) and Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.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.


PR1C.DEXLIQ.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.76

Martin ratioReturn relative to average drawdown

2.59

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


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Sharpe Ratios by Period


PR1C.DEXLIQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

Drawdowns

PR1C.DE vs. XLIQ.DE - Drawdown Comparison


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Drawdown Indicators


PR1C.DEXLIQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

Current Drawdown

Current decline from peak

-1.67%

Average Drawdown

Average peak-to-trough decline

-5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

PR1C.DE vs. XLIQ.DE - Volatility Comparison


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Volatility by Period


PR1C.DEXLIQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

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

PR1C.DE has a 0.07% expense ratio, which is lower than XLIQ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PR1C.DE vs. XLIQ.DE - Dividend Comparison

PR1C.DE's dividend yield for the trailing twelve months is around 2.54%, while XLIQ.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
PR1C.DE
Amundi EUR Corporate Bond UCITS ETF DR EUR (D)
2.54%2.55%2.19%1.80%1.44%1.32%1.38%1.01%
XLIQ.DE
Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PR1C.DE and XLIQ.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1C.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1C.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for XLIQ.DE.

PR1C.DE tracks Bloomberg Euro Corporate Bond, while XLIQ.DE tracks iBoxx® EUR Liquid Covered Bond. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.07% for PR1C.DE and 0.20% for XLIQ.DE.

Portfolio Optimizer

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