PortfoliosLab logoPortfoliosLab logo
PRAB.DE vs. XRS2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAB.DE vs. XRS2.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 Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PRAB.DE achieves a 0.87% return, which is significantly lower than XRS2.DE's 19.79% return.


PRAB.DE

1D
0.06%
1M
0.25%
YTD
0.87%
6M
0.93%
1Y
1.88%
3Y*
2.84%
5Y*
1.66%
10Y*

XRS2.DE

1D
0.37%
1M
6.68%
YTD
19.79%
6M
19.32%
1Y
41.04%
3Y*
15.43%
5Y*
6.97%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAB.DE vs. XRS2.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%-0.09%
XRS2.DE
Xtrackers Russell 2000 UCITS ETF 1C
19.79%1.29%15.81%14.81%-16.50%24.61%21.55%

Correlation

The correlation between PRAB.DE and XRS2.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.06

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

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PRAB.DE vs. XRS2.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

XRS2.DE
XRS2.DE Risk / Return Rank: 7373
Overall Rank
XRS2.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XRS2.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XRS2.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XRS2.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XRS2.DE Martin Ratio Rank: 8181
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. XRS2.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 Xtrackers Russell 2000 UCITS ETF 1C (XRS2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRAB.DEXRS2.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.67

1.37

+0.31

Calmar ratioReturn relative to maximum drawdown

10.66

4.43

+6.23

Martin ratioReturn relative to average drawdown

51.86

15.00

+36.86

PRAB.DE vs. XRS2.DE - Sharpe Ratio Comparison

The current PRAB.DE Sharpe Ratio is 3.12, which is higher than the XRS2.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of PRAB.DE and XRS2.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.


Loading charts...

Drawdowns

PRAB.DE vs. XRS2.DE - Drawdown Comparison

The maximum PRAB.DE drawdown since its inception was -1.67%, smaller than the maximum XRS2.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for PRAB.DE and XRS2.DE.


Loading charts...

Drawdown Indicators


PRAB.DEXRS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.67%

-41.13%

+39.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-9.23%

+9.05%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-32.77%

+32.59%

Max Drawdown (5Y)

Largest decline over 5 years

-1.30%

-32.77%

+31.47%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.41%

-10.92%

+10.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

2.73%

-2.69%

Volatility

PRAB.DE vs. XRS2.DE - Volatility Comparison

The current volatility for Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) is 0.22%, while Xtrackers Russell 2000 UCITS ETF 1C (XRS2.DE) has a volatility of 5.74%. This indicates that PRAB.DE experiences smaller price fluctuations and is considered to be less risky than XRS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PRAB.DEXRS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

5.74%

-5.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.52%

13.67%

-13.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.60%

19.44%

-18.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.55%

21.24%

-20.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.55%

22.37%

-21.82%

PRAB.DE vs. XRS2.DE - Expense Ratio Comparison

PRAB.DE has a 0.05% expense ratio, which is lower than XRS2.DE's 0.30% expense ratio.


Dividends

PRAB.DE vs. XRS2.DE - Dividend Comparison

Neither PRAB.DE nor XRS2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PRAB.DE and XRS2.DE have a correlation of 0.09, 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 0.30% for XRS2.DE.

PRAB.DE is categorized as European Government Bonds, while XRS2.DE is Small Cap Blend Equities. PRAB.DE tracks Solactive Eurozone Government Bond 0-1 Year, while XRS2.DE tracks Russell 2000®. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.05% for PRAB.DE and 0.30% for XRS2.DE.

Portfolio Optimizer

Find the right allocation for PRAB.DE and XRS2.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer