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PR1G.DE vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PR1G.DE and SCHD is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

PR1G.DE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Prime Global Govies UCITS ETF DR (D) (PR1G.DE) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-4.22%
4.26%
PR1G.DE
SCHD

Key characteristics

Sharpe Ratio

PR1G.DE:

0.87

SCHD:

1.19

Sortino Ratio

PR1G.DE:

1.41

SCHD:

1.76

Omega Ratio

PR1G.DE:

1.16

SCHD:

1.21

Calmar Ratio

PR1G.DE:

0.24

SCHD:

1.70

Martin Ratio

PR1G.DE:

3.75

SCHD:

4.36

Ulcer Index

PR1G.DE:

1.23%

SCHD:

3.10%

Daily Std Dev

PR1G.DE:

5.28%

SCHD:

11.38%

Max Drawdown

PR1G.DE:

-20.86%

SCHD:

-33.37%

Current Drawdown

PR1G.DE:

-13.86%

SCHD:

-3.68%

Returns By Period

In the year-to-date period, PR1G.DE achieves a 1.50% return, which is significantly lower than SCHD's 3.15% return.


PR1G.DE

YTD

1.50%

1M

1.30%

6M

3.07%

1Y

4.81%

5Y*

-2.35%

10Y*

N/A

SCHD

YTD

3.15%

1M

0.68%

6M

4.27%

1Y

13.92%

5Y*

11.66%

10Y*

11.18%

*Annualized

Compare stocks, funds, or ETFs

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


PR1G.DE vs. SCHD - Expense Ratio Comparison

PR1G.DE has a 0.05% expense ratio, which is lower than SCHD's 0.06% 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%.


SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for PR1G.DE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PR1G.DE vs. SCHD — Risk-Adjusted Performance Rank

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

PR1G.DE
The Risk-Adjusted Performance Rank of PR1G.DE is 3131
Overall Rank
The Sharpe Ratio Rank of PR1G.DE is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of PR1G.DE is 3636
Sortino Ratio Rank
The Omega Ratio Rank of PR1G.DE is 3232
Omega Ratio Rank
The Calmar Ratio Rank of PR1G.DE is 1414
Calmar Ratio Rank
The Martin Ratio Rank of PR1G.DE is 3939
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4848
Overall Rank
The Sharpe Ratio Rank of SCHD is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PR1G.DE vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global Govies UCITS ETF DR (D) (PR1G.DE) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for PR1G.DE, currently valued at 0.08, compared to the broader market0.002.004.000.081.16
The chart of Sortino ratio for PR1G.DE, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.0010.0012.000.171.71
The chart of Omega ratio for PR1G.DE, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.20
The chart of Calmar ratio for PR1G.DE, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.021.64
The chart of Martin ratio for PR1G.DE, currently valued at 0.15, compared to the broader market0.0020.0040.0060.0080.00100.000.154.14
PR1G.DE
SCHD

The current PR1G.DE Sharpe Ratio is 0.87, which is comparable to the SCHD Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of PR1G.DE and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.08
1.16
PR1G.DE
SCHD

Dividends

PR1G.DE vs. SCHD - Dividend Comparison

PR1G.DE's dividend yield for the trailing twelve months is around 2.30%, less than SCHD's 3.53% yield.


TTM20242023202220212020201920182017201620152014
PR1G.DE
Amundi Prime Global Govies UCITS ETF DR (D)
2.30%2.34%1.99%1.75%1.49%1.77%1.23%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.53%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PR1G.DE vs. SCHD - Drawdown Comparison

The maximum PR1G.DE drawdown since its inception was -20.86%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PR1G.DE and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.68%
-3.68%
PR1G.DE
SCHD

Volatility

PR1G.DE vs. SCHD - Volatility Comparison

The current volatility for Amundi Prime Global Govies UCITS ETF DR (D) (PR1G.DE) is 1.57%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.33%. This indicates that PR1G.DE experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
1.57%
3.33%
PR1G.DE
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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