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PR1P.DE vs. VAGY.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PR1P.DE vs. VAGY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime US Corporates UCITS ETF DR (D) (PR1P.DE) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE). The values are adjusted to include any dividend payments, if applicable.

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PR1P.DE vs. VAGY.DE - Yearly Performance Comparison


2026 (YTD)202520242023
PR1P.DE
Amundi Prime US Corporates UCITS ETF DR (D)
1.06%-3.91%7.65%3.27%
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
2.18%-5.79%11.38%0.78%

Returns By Period

In the year-to-date period, PR1P.DE achieves a 1.06% return, which is significantly lower than VAGY.DE's 2.18% return.


PR1P.DE

1D
-0.43%
1M
-0.51%
YTD
1.06%
6M
1.32%
1Y
-2.32%
3Y*
2.58%
5Y*
0.93%
10Y*

VAGY.DE

1D
0.50%
1M
0.07%
YTD
2.18%
6M
2.76%
1Y
-1.69%
3Y*
3.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PR1P.DE vs. VAGY.DE - Expense Ratio Comparison

PR1P.DE has a 0.05% expense ratio, which is lower than VAGY.DE's 0.09% 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

PR1P.DE vs. VAGY.DE — Risk / Return Rank

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

PR1P.DE
PR1P.DE Risk / Return Rank: 77
Overall Rank
PR1P.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PR1P.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
PR1P.DE Omega Ratio Rank: 66
Omega Ratio Rank
PR1P.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
PR1P.DE Martin Ratio Rank: 77
Martin Ratio Rank

VAGY.DE
VAGY.DE Risk / Return Rank: 88
Overall Rank
VAGY.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VAGY.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
VAGY.DE Omega Ratio Rank: 66
Omega Ratio Rank
VAGY.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
VAGY.DE Martin Ratio Rank: 1010
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.

PR1P.DE vs. VAGY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Corporates UCITS ETF DR (D) (PR1P.DE) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.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.


PR1P.DEVAGY.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.22

-0.25

+0.03

Sortino ratio

Return per unit of downside risk

-0.22

-0.29

+0.07

Omega ratio

Gain probability vs. loss probability

0.97

0.96

0.00

Calmar ratio

Return relative to maximum drawdown

-0.29

-0.02

-0.27

Martin ratio

Return relative to average drawdown

-0.60

-0.03

-0.57

PR1P.DE vs. VAGY.DE - Sharpe Ratio Comparison

The current PR1P.DE Sharpe Ratio is -0.22, which is comparable to the VAGY.DE Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of PR1P.DE and VAGY.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.


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Sharpe Ratios by Period


PR1P.DEVAGY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

-0.25

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.39

-0.31

Correlation

The correlation between PR1P.DE and VAGY.DE is 0.65, 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

PR1P.DE vs. VAGY.DE - Dividend Comparison

PR1P.DE's dividend yield for the trailing twelve months is around 4.69%, while VAGY.DE has not paid dividends to shareholders.


TTM202520242023202220212020
PR1P.DE
Amundi Prime US Corporates UCITS ETF DR (D)
4.69%4.74%4.35%4.15%4.21%3.32%3.35%
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PR1P.DE vs. VAGY.DE - Drawdown Comparison

The maximum PR1P.DE drawdown since its inception was -14.46%, which is greater than VAGY.DE's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for PR1P.DE and VAGY.DE.


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Drawdown Indicators


PR1P.DEVAGY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.46%

-10.58%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-6.00%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-13.45%

Current Drawdown

Current decline from peak

-5.65%

-5.88%

+0.23%

Average Drawdown

Average peak-to-trough decline

-5.80%

-3.50%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

3.49%

+0.38%

Volatility

PR1P.DE vs. VAGY.DE - Volatility Comparison

Amundi Prime US Corporates UCITS ETF DR (D) (PR1P.DE) has a higher volatility of 2.22% compared to Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) at 1.86%. This indicates that PR1P.DE's price experiences larger fluctuations and is considered to be riskier than VAGY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PR1P.DEVAGY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

1.86%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.34%

3.89%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

8.89%

6.86%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.37%

6.56%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.36%

6.56%

+2.80%