PortfoliosLab logoPortfoliosLab logo
PR1P.DE vs. VUSC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PR1P.DE vs. VUSC.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 Bond UCITS ETF Distributing (VUSC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)2025202420232022202120202019
PR1P.DE
Amundi Prime US Corporates UCITS ETF DR (D)
1.06%-3.91%7.65%4.71%-10.23%6.47%0.59%-0.61%
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
1.55%-6.35%11.06%1.80%1.89%8.17%-5.89%-1.27%

Returns By Period

In the year-to-date period, PR1P.DE achieves a 1.06% return, which is significantly lower than VUSC.DE's 1.55% 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*

VUSC.DE

1D
-0.61%
1M
0.38%
YTD
1.55%
6M
2.25%
1Y
-3.34%
3Y*
2.52%
5Y*
2.57%
10Y*
*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.


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

PR1P.DE has a 0.05% expense ratio, which is lower than VUSC.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. VUSC.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

VUSC.DE
VUSC.DE Risk / Return Rank: 55
Overall Rank
VUSC.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VUSC.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
VUSC.DE Omega Ratio Rank: 44
Omega Ratio Rank
VUSC.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
VUSC.DE Martin Ratio Rank: 66
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. VUSC.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 Bond UCITS ETF Distributing (VUSC.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.DEVUSC.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.22

-0.48

+0.27

Sortino ratio

Return per unit of downside risk

-0.22

-0.60

+0.38

Omega ratio

Gain probability vs. loss probability

0.97

0.92

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.29

-0.45

+0.16

Martin ratio

Return relative to average drawdown

-0.60

-0.72

+0.12

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

The current PR1P.DE Sharpe Ratio is -0.22, which is higher than the VUSC.DE Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of PR1P.DE and VUSC.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


PR1P.DEVUSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

-0.48

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.36

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.35

-0.28

Correlation

The correlation between PR1P.DE and VUSC.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. VUSC.DE - Dividend Comparison

PR1P.DE's dividend yield for the trailing twelve months is around 4.69%, more than VUSC.DE's 4.05% yield.


TTM2025202420232022202120202019
PR1P.DE
Amundi Prime US Corporates UCITS ETF DR (D)
4.69%4.74%4.35%4.15%4.21%3.32%3.35%0.00%
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
4.05%4.49%4.42%4.11%1.92%0.85%1.90%0.92%

Drawdowns

PR1P.DE vs. VUSC.DE - Drawdown Comparison

The maximum PR1P.DE drawdown since its inception was -14.46%, which is greater than VUSC.DE's maximum drawdown of -11.44%. Use the drawdown chart below to compare losses from any high point for PR1P.DE and VUSC.DE.


Loading graphics...

Drawdown Indicators


PR1P.DEVUSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.46%

-11.44%

-3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-6.71%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-13.45%

-11.44%

-2.01%

Current Drawdown

Current decline from peak

-5.65%

-6.99%

+1.34%

Average Drawdown

Average peak-to-trough decline

-5.80%

-4.60%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

3.87%

0.00%

Volatility

PR1P.DE vs. VUSC.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 Bond UCITS ETF Distributing (VUSC.DE) at 1.73%. This indicates that PR1P.DE's price experiences larger fluctuations and is considered to be riskier than VUSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PR1P.DEVUSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

1.73%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.34%

3.78%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.89%

6.87%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.37%

7.16%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.36%

6.99%

+2.37%