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PRAC.DE vs. EUNA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAC.DE vs. EUNA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Preferred Shares UCITS ETF A (PRAC.DE) and iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE). The values are adjusted to include any dividend payments, if applicable.

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PRAC.DE vs. EUNA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAC.DE
Invesco Preferred Shares UCITS ETF A
-0.55%3.03%4.31%7.53%-13.95%-1.04%1.51%
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.50%2.79%1.60%4.36%-13.52%-2.37%2.61%

Returns By Period

In the year-to-date period, PRAC.DE achieves a -0.55% return, which is significantly lower than EUNA.DE's -0.50% return.


PRAC.DE

1D
0.51%
1M
-1.53%
YTD
-0.55%
6M
-0.38%
1Y
2.28%
3Y*
4.24%
5Y*
-0.32%
10Y*

EUNA.DE

1D
0.51%
1M
-1.38%
YTD
-0.50%
6M
0.00%
1Y
1.34%
3Y*
2.07%
5Y*
-1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRAC.DE vs. EUNA.DE - Expense Ratio Comparison

PRAC.DE has a 0.50% expense ratio, which is higher than EUNA.DE's 0.10% expense ratio.


Return for Risk

PRAC.DE vs. EUNA.DE — Risk / Return Rank

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

PRAC.DE
PRAC.DE Risk / Return Rank: 3434
Overall Rank
PRAC.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PRAC.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
PRAC.DE Omega Ratio Rank: 3030
Omega Ratio Rank
PRAC.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
PRAC.DE Martin Ratio Rank: 3939
Martin Ratio Rank

EUNA.DE
EUNA.DE Risk / Return Rank: 2121
Overall Rank
EUNA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 2121
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.

PRAC.DE vs. EUNA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Preferred Shares UCITS ETF A (PRAC.DE) and iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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.


PRAC.DEEUNA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.37

+0.36

Sortino ratio

Return per unit of downside risk

1.06

0.53

+0.53

Omega ratio

Gain probability vs. loss probability

1.13

1.07

+0.07

Calmar ratio

Return relative to maximum drawdown

0.93

0.52

+0.41

Martin ratio

Return relative to average drawdown

4.11

1.37

+2.73

PRAC.DE vs. EUNA.DE - Sharpe Ratio Comparison

The current PRAC.DE Sharpe Ratio is 0.73, which is higher than the EUNA.DE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of PRAC.DE and EUNA.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


PRAC.DEEUNA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.37

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.27

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.05

+0.03

Correlation

The correlation between PRAC.DE and EUNA.DE is 0.64, 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

PRAC.DE vs. EUNA.DE - Dividend Comparison

Neither PRAC.DE nor EUNA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PRAC.DE vs. EUNA.DE - Drawdown Comparison

The maximum PRAC.DE drawdown since its inception was -17.86%, roughly equal to the maximum EUNA.DE drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for PRAC.DE and EUNA.DE.


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Drawdown Indicators


PRAC.DEEUNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.86%

-17.79%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-2.57%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-17.86%

-17.03%

-0.83%

Current Drawdown

Current decline from peak

-2.80%

-8.69%

+5.89%

Average Drawdown

Average peak-to-trough decline

-6.39%

-6.72%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.97%

-0.36%

Volatility

PRAC.DE vs. EUNA.DE - Volatility Comparison

Invesco Preferred Shares UCITS ETF A (PRAC.DE) and iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) have volatilities of 1.71% and 1.74%, 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.


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Volatility by Period


PRAC.DEEUNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.74%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

2.38%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

3.60%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.48%

4.58%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

4.27%

+0.46%