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

Performance

PRAC.DE vs. IEXA.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 EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PRAC.DE having a 1.29% return and IEXA.DE slightly higher at 1.30%.


PRAC.DE

1D
0.10%
1M
0.79%
YTD
1.29%
6M
1.49%
1Y
2.57%
3Y*
4.75%
5Y*
0.13%
10Y*

IEXA.DE

1D
0.00%
1M
0.74%
YTD
1.30%
6M
1.48%
1Y
2.24%
3Y*
4.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
PRAC.DE
Invesco Preferred Shares UCITS ETF A
1.29%3.07%4.27%7.52%-5.63%
IEXA.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc
1.30%2.47%3.54%7.38%-5.39%

Correlation

The correlation between PRAC.DE and IEXA.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.84

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.87

The correlation between PRAC.DE and IEXA.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

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Return for Risk

PRAC.DE vs. IEXA.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: 2323
Overall Rank
PRAC.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PRAC.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
PRAC.DE Omega Ratio Rank: 2222
Omega Ratio Rank
PRAC.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
PRAC.DE Martin Ratio Rank: 2626
Martin Ratio Rank

IEXA.DE
IEXA.DE Risk / Return Rank: 2121
Overall Rank
IEXA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEXA.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEXA.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IEXA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEXA.DE Martin Ratio Rank: 2323
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. IEXA.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 EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.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.


PRAC.DEIEXA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.15

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

0.95

0.87

+0.07

Martin ratioReturn relative to average drawdown

3.23

2.79

+0.44

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

The current PRAC.DE Sharpe Ratio is 0.79, which is comparable to the IEXA.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PRAC.DE and IEXA.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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Drawdowns

PRAC.DE vs. IEXA.DE - Drawdown Comparison

The maximum PRAC.DE drawdown since its inception was -17.87%, which is greater than IEXA.DE's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for PRAC.DE and IEXA.DE.


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Drawdown Indicators


PRAC.DEIEXA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-9.06%

-8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-2.56%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-2.70%

-2.56%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

Current Drawdown

Current decline from peak

-0.97%

0.00%

-0.97%

Average Drawdown

Average peak-to-trough decline

-6.21%

-2.24%

-3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.80%

-0.01%

Volatility

PRAC.DE vs. IEXA.DE - Volatility Comparison

Invesco Preferred Shares UCITS ETF A (PRAC.DE) has a higher volatility of 0.82% compared to iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) at 0.78%. This indicates that PRAC.DE's price experiences larger fluctuations and is considered to be riskier than IEXA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAC.DEIEXA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

0.78%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

2.77%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

3.26%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.56%

4.77%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

4.77%

+0.02%

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

PRAC.DE has a 0.50% expense ratio, which is higher than IEXA.DE's 0.20% expense ratio.


Dividends

PRAC.DE vs. IEXA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PRAC.DE and IEXA.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEXA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEXA.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for PRAC.DE.

PRAC.DE tracks Bloomberg Euro Corp TR EUR, while IEXA.DE tracks Bloomberg Euro Corporate ex-Financials Bond. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.50% for PRAC.DE and 0.20% for IEXA.DE.

Portfolio Optimizer

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