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PRAB.DE vs. SC04.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAB.DE vs. SC04.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) and Invesco European Household Sector UCITS ETF (SC04.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, PRAB.DE achieves a 0.87% return, which is significantly higher than SC04.DE's -10.69% return.


PRAB.DE

1D
0.06%
1M
0.23%
YTD
0.87%
6M
0.92%
1Y
1.89%
3Y*
2.84%
5Y*
1.66%
10Y*

SC04.DE

1D
-0.09%
1M
2.35%
YTD
-10.69%
6M
-10.49%
1Y
-4.17%
3Y*
-0.12%
5Y*
0.82%
10Y*
4.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAB.DE vs. SC04.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAB.DE
Amundi Prime Euro Government Bonds 0-1Y UCITS ETF
0.87%2.18%3.56%2.85%-0.79%-0.60%-0.12%
SC04.DE
Invesco European Household Sector UCITS ETF
-10.69%7.57%7.08%8.48%-10.95%19.37%13.82%

Correlation

The correlation between PRAB.DE and SC04.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.12

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

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2020

0.07

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Return for Risk

PRAB.DE vs. SC04.DE — Risk / Return Rank

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

PRAB.DE
PRAB.DE Risk / Return Rank: 9595
Overall Rank
PRAB.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PRAB.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRAB.DE Omega Ratio Rank: 9494
Omega Ratio Rank
PRAB.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
PRAB.DE Martin Ratio Rank: 9898
Martin Ratio Rank

SC04.DE
SC04.DE Risk / Return Rank: 66
Overall Rank
SC04.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC04.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
SC04.DE Omega Ratio Rank: 66
Omega Ratio Rank
SC04.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SC04.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.

PRAB.DE vs. SC04.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) and Invesco European Household Sector UCITS ETF (SC04.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.


PRAB.DESC04.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.38

Sortino ratioReturn per unit of downside risk

+5.22

Omega ratioGain probability vs. loss probability

1.67

0.97

+0.70

Calmar ratioReturn relative to maximum drawdown

10.66

-0.27

+10.93

Martin ratioReturn relative to average drawdown

51.86

-0.63

+52.49

PRAB.DE vs. SC04.DE - Sharpe Ratio Comparison

The current PRAB.DE Sharpe Ratio is 3.12, which is higher than the SC04.DE Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of PRAB.DE and SC04.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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Sharpe Ratios by Period


PRAB.DESC04.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

-0.25

+3.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.14

0.05

+3.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

2.84

0.58

+2.26

Drawdowns

PRAB.DE vs. SC04.DE - Drawdown Comparison

The maximum PRAB.DE drawdown since its inception was -1.67%, smaller than the maximum SC04.DE drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for PRAB.DE and SC04.DE.


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Drawdown Indicators


PRAB.DESC04.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.67%

-29.42%

+27.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-15.34%

+15.16%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-17.60%

+17.42%

Max Drawdown (5Y)

Largest decline over 5 years

-1.30%

-22.04%

+20.74%

Max Drawdown (10Y)

Largest decline over 10 years

-29.42%

Current Drawdown

Current decline from peak

0.00%

-12.83%

+12.83%

Average Drawdown

Average peak-to-trough decline

-0.41%

-5.57%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

6.64%

-6.60%

Volatility

PRAB.DE vs. SC04.DE - Volatility Comparison

The current volatility for Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) is 0.22%, while Invesco European Household Sector UCITS ETF (SC04.DE) has a volatility of 5.37%. This indicates that PRAB.DE experiences smaller price fluctuations and is considered to be less risky than SC04.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAB.DESC04.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

5.37%

-5.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.52%

13.25%

-12.73%

Volatility (1Y)

Calculated over the trailing 1-year period

0.60%

16.34%

-15.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.55%

17.15%

-16.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.55%

16.97%

-16.42%

PRAB.DE vs. SC04.DE - Expense Ratio Comparison

PRAB.DE has a 0.05% expense ratio, which is lower than SC04.DE's 0.20% 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%.


Dividends

PRAB.DE vs. SC04.DE - Dividend Comparison

Neither PRAB.DE nor SC04.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PRAB.DE and SC04.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRAB.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for SC04.DE.

PRAB.DE is categorized as European Government Bonds, while SC04.DE is Consumer Staples Equities. PRAB.DE tracks Solactive Eurozone Government Bond 0-1 Year, while SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.05% for PRAB.DE and 0.20% for SC04.DE.

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