PRAB.DE vs. TI5G.L
Compare and contrast key facts about Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L).
PRAB.DE and TI5G.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRAB.DE is a passively managed fund by Amundi that tracks the performance of the Solactive Eurozone Government Bond 0-1 Year. It was launched on Oct 8, 2020. TI5G.L is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury Inflation Linked Bond Index 0-5. It was launched on Mar 5, 2018. Both PRAB.DE and TI5G.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRAB.DE or TI5G.L.
Key characteristics
| PRAB.DE | TI5G.L | |
|---|---|---|
| YTD Return | 3.15% | 4.22% |
| 1Y Return | 3.71% | 5.57% |
| 3Y Return (Ann) | 1.64% | 1.28% |
| Sharpe Ratio | 6.55 | 2.29 |
| Sortino Ratio | 12.26 | 3.73 |
| Omega Ratio | 3.10 | 1.50 |
| Calmar Ratio | 24.64 | 2.06 |
| Martin Ratio | 134.26 | 18.98 |
| Ulcer Index | 0.03% | 0.30% |
| Daily Std Dev | 0.57% | 2.52% |
| Max Drawdown | -1.67% | -5.63% |
| Current Drawdown | 0.00% | -0.64% |
Correlation
The correlation between PRAB.DE and TI5G.L is 0.69, 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.
Performance
PRAB.DE vs. TI5G.L - Performance Comparison
In the year-to-date period, PRAB.DE achieves a 3.15% return, which is significantly lower than TI5G.L's 4.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRAB.DE vs. TI5G.L - Expense Ratio Comparison
PRAB.DE has a 0.05% expense ratio, which is lower than TI5G.L's 0.12% 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%.
Risk-Adjusted Performance
PRAB.DE vs. TI5G.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L). 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.
Dividends
PRAB.DE vs. TI5G.L - Dividend Comparison
PRAB.DE has not paid dividends to shareholders, while TI5G.L's dividend yield for the trailing twelve months is around 7.70%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
PRAB.DE Amundi Prime Euro Government Bonds 0-1Y UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 7.70% | 5.19% | 31.51% | 34.35% | 3.06% | 3.28% | 70.29% |
Drawdowns
PRAB.DE vs. TI5G.L - Drawdown Comparison
The maximum PRAB.DE drawdown since its inception was -1.67%, smaller than the maximum TI5G.L drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for PRAB.DE and TI5G.L. For additional features, visit the drawdowns tool.
Volatility
PRAB.DE vs. TI5G.L - Volatility Comparison
Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) have volatilities of 2.66% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.