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PR1J.DE vs. XCS3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR1J.DE vs. XCS3.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 Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.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, PR1J.DE achieves a 17.40% return, which is significantly higher than XCS3.DE's 6.71% return.


PR1J.DE

1D
-0.81%
1M
0.47%
6M
10.34%
YTD
17.40%
1Y
37.15%
3Y*
17.06%
5Y*
10.15%
10Y*

XCS3.DE

1D
-0.39%
1M
1.35%
6M
2.09%
YTD
6.71%
1Y
25.44%
3Y*
13.41%
5Y*
6.81%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PR1J.DE vs. XCS3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
17.40%12.92%13.38%16.35%-11.58%10.23%5.10%-99.07%
XCS3.DE
Xtrackers MSCI Malaysia UCITS ETF (Acc)
6.71%3.11%26.75%-7.60%1.23%-1.02%-6.99%-0.19%

Correlation

The correlation between PR1J.DE and XCS3.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.29

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2019

0.35

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Return for Risk

PR1J.DE vs. XCS3.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: 7777
Overall Rank
PR1J.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PR1J.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
PR1J.DE Omega Ratio Rank: 7474
Omega Ratio Rank
PR1J.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
PR1J.DE Martin Ratio Rank: 7878
Martin Ratio Rank

XCS3.DE
XCS3.DE Risk / Return Rank: 6969
Overall Rank
XCS3.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XCS3.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XCS3.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XCS3.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XCS3.DE Martin Ratio Rank: 6262
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. XCS3.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 Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.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.


PR1J.DEXCS3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.03

Calmar ratioReturn relative to maximum drawdown

3.59

3.22

+0.37

Martin ratioReturn relative to average drawdown

11.74

8.69

+3.05

PR1J.DE vs. XCS3.DE - Sharpe Ratio Comparison

The current PR1J.DE Sharpe Ratio is 1.88, which is comparable to the XCS3.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of PR1J.DE and XCS3.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

PR1J.DE vs. XCS3.DE - Drawdown Comparison

The maximum PR1J.DE drawdown since its inception was -99.34%, which is greater than XCS3.DE's maximum drawdown of -43.32%. Use the drawdown chart below to compare losses from any high point for PR1J.DE and XCS3.DE.


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Drawdown Indicators


PR1J.DEXCS3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.34%

-43.32%

-56.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-7.85%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-21.83%

+5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

-21.83%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

Current Drawdown

Current decline from peak

-98.40%

-3.93%

-94.47%

Average Drawdown

Average peak-to-trough decline

-97.50%

-17.42%

-80.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.92%

+0.24%

Volatility

PR1J.DE vs. XCS3.DE - Volatility Comparison

Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) has a higher volatility of 6.03% compared to Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.DE) at 3.80%. This indicates that PR1J.DE's price experiences larger fluctuations and is considered to be riskier than XCS3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PR1J.DEXCS3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

3.80%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

15.96%

10.88%

+5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

14.01%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

13.14%

+3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.16%

15.01%

+25.15%

PR1J.DE vs. XCS3.DE - Expense Ratio Comparison

PR1J.DE has a 0.05% expense ratio, which is lower than XCS3.DE's 0.50% expense ratio.


Dividends

PR1J.DE vs. XCS3.DE - Dividend Comparison

PR1J.DE's dividend yield for the trailing twelve months is around 1.49%, while XCS3.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
1.49%1.75%1.91%1.90%2.21%1.80%1.73%1.87%
XCS3.DE
Xtrackers MSCI Malaysia UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PR1J.DE and XCS3.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1J.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1J.DE is cheaper with a 0.05% expense ratio, compared with 0.50% for XCS3.DE.

PR1J.DE is categorized as Japan Equities, while XCS3.DE is Asia Pacific Equities. PR1J.DE tracks Solactive GBS Japan Large & Mid Cap, while XCS3.DE tracks MSCI Malaysia Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.05% for PR1J.DE and 0.50% for XCS3.DE.

Portfolio Optimizer

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