PortfoliosLab logoPortfoliosLab logo
PR1J.DE vs. SXR8.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PR1J.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PR1J.DE vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
8.40%12.92%13.38%16.35%-11.58%10.23%5.13%13.63%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
-3.01%4.73%32.32%22.47%-14.31%40.74%6.80%18.54%

Returns By Period

In the year-to-date period, PR1J.DE achieves a 8.40% return, which is significantly higher than SXR8.DE's -3.01% return.


PR1J.DE

1D
4.89%
1M
-2.48%
YTD
8.40%
6M
13.39%
1Y
24.37%
3Y*
15.22%
5Y*
8.11%
10Y*

SXR8.DE

1D
1.70%
1M
-3.07%
YTD
-3.01%
6M
0.06%
1Y
10.20%
3Y*
16.07%
5Y*
12.10%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PR1J.DE vs. SXR8.DE - Expense Ratio Comparison

PR1J.DE has a 0.05% expense ratio, which is lower than SXR8.DE's 0.12% 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%.


Return for Risk

PR1J.DE vs. SXR8.DE — Risk / Return Rank

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

PR1J.DE
PR1J.DE Risk / Return Rank: 6868
Overall Rank
PR1J.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PR1J.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
PR1J.DE Omega Ratio Rank: 5959
Omega Ratio Rank
PR1J.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
PR1J.DE Martin Ratio Rank: 7373
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 3636
Overall Rank
SXR8.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 3131
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 4545
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.

PR1J.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.


PR1J.DESXR8.DEDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.59

+0.59

Sortino ratio

Return per unit of downside risk

1.72

0.90

+0.82

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

2.50

1.22

+1.29

Martin ratio

Return relative to average drawdown

8.49

4.41

+4.08

PR1J.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current PR1J.DE Sharpe Ratio is 1.18, which is higher than the SXR8.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PR1J.DE and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PR1J.DESXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.59

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.79

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.74

-0.21

Correlation

The correlation between PR1J.DE and SXR8.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PR1J.DE vs. SXR8.DE - Dividend Comparison

PR1J.DE's dividend yield for the trailing twelve months is around 1.62%, while SXR8.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
1.62%1.75%1.91%1.90%2.21%1.79%1.73%1.88%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PR1J.DE vs. SXR8.DE - Drawdown Comparison

The maximum PR1J.DE drawdown since its inception was -28.08%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for PR1J.DE and SXR8.DE.


Loading graphics...

Drawdown Indicators


PR1J.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.08%

-33.78%

+5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-13.42%

+2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

-23.32%

+4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

-5.00%

-5.21%

+0.21%

Average Drawdown

Average peak-to-trough decline

-5.59%

-5.22%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.32%

+0.72%

Volatility

PR1J.DE vs. SXR8.DE - Volatility Comparison

Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) has a higher volatility of 8.90% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.77%. This indicates that PR1J.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PR1J.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

3.77%

+5.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.89%

8.64%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

17.20%

+3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

15.19%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

16.14%

+1.22%