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PR1R.DE vs. XYP1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PR1R.DE vs. XYP1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE). The values are adjusted to include any dividend payments, if applicable.

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PR1R.DE vs. XYP1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PR1R.DE
Amundi Prime Euro Govies UCITS ETF DR (D)
-0.34%0.65%1.46%6.92%-18.25%-3.24%4.70%6.23%
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
-0.48%2.37%3.44%3.75%-4.62%-0.71%0.54%1.23%

Returns By Period

In the year-to-date period, PR1R.DE achieves a -0.34% return, which is significantly higher than XYP1.DE's -0.48% return.


PR1R.DE

1D
0.25%
1M
-1.93%
YTD
-0.34%
6M
-0.12%
1Y
1.10%
3Y*
2.12%
5Y*
-2.54%
10Y*

XYP1.DE

1D
-0.03%
1M
-0.67%
YTD
-0.48%
6M
-0.10%
1Y
1.07%
3Y*
2.71%
5Y*
0.74%
10Y*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PR1R.DE vs. XYP1.DE - Expense Ratio Comparison

PR1R.DE has a 0.05% expense ratio, which is lower than XYP1.DE's 0.15% 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

PR1R.DE vs. XYP1.DE — Risk / Return Rank

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

PR1R.DE
PR1R.DE Risk / Return Rank: 1818
Overall Rank
PR1R.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PR1R.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
PR1R.DE Omega Ratio Rank: 1515
Omega Ratio Rank
PR1R.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
PR1R.DE Martin Ratio Rank: 2020
Martin Ratio Rank

XYP1.DE
XYP1.DE Risk / Return Rank: 3535
Overall Rank
XYP1.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XYP1.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XYP1.DE Omega Ratio Rank: 4242
Omega Ratio Rank
XYP1.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XYP1.DE Martin Ratio Rank: 2828
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.

PR1R.DE vs. XYP1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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.


PR1R.DEXYP1.DEDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.90

-0.62

Sortino ratio

Return per unit of downside risk

0.41

1.18

-0.77

Omega ratio

Gain probability vs. loss probability

1.05

1.18

-0.13

Calmar ratio

Return relative to maximum drawdown

0.41

0.65

-0.24

Martin ratio

Return relative to average drawdown

1.40

2.91

-1.51

PR1R.DE vs. XYP1.DE - Sharpe Ratio Comparison

The current PR1R.DE Sharpe Ratio is 0.28, which is lower than the XYP1.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PR1R.DE and XYP1.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


PR1R.DEXYP1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.90

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.43

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.45

-0.55

Correlation

The correlation between PR1R.DE and XYP1.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PR1R.DE vs. XYP1.DE - Dividend Comparison

PR1R.DE's dividend yield for the trailing twelve months is around 2.73%, while XYP1.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
PR1R.DE
Amundi Prime Euro Govies UCITS ETF DR (D)
2.73%2.72%2.08%1.90%1.87%1.55%1.66%1.05%
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PR1R.DE vs. XYP1.DE - Drawdown Comparison

The maximum PR1R.DE drawdown since its inception was -22.33%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for PR1R.DE and XYP1.DE.


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Drawdown Indicators


PR1R.DEXYP1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.33%

-5.77%

-16.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-1.39%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-5.53%

-15.93%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

Current Drawdown

Current decline from peak

-14.32%

-1.12%

-13.20%

Average Drawdown

Average peak-to-trough decline

-10.18%

-0.93%

-9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.31%

+0.67%

Volatility

PR1R.DE vs. XYP1.DE - Volatility Comparison

Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE) has a higher volatility of 1.98% compared to Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) at 0.75%. This indicates that PR1R.DE's price experiences larger fluctuations and is considered to be riskier than XYP1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PR1R.DEXYP1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

0.75%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

0.97%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

1.19%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

1.71%

+4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.90%

2.00%

+3.90%