PRAC.DE vs. IG35.DE

Last updated Jun 5, 2026

PRAC.DE (Invesco Preferred Shares UCITS ETF A) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds - PRAC.DE tracks the Bloomberg Euro Corp TR EUR while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. Their correlation of 0.81 suggests significant overlap in exposure. PRAC.DE charges 0.50%/yr vs 0.12%/yr for IG35.DE.

Performance

PRAC.DE vs. IG35.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 iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRAC.DE achieves a 0.60% return, which is significantly lower than IG35.DE's 0.90% return.

PRAC.DE

• 1D: 0.12%
• 1M: 0.31%
• YTD: 0.60%
• 6M: 0.63%
• 1Y: 2.36%
• 3Y*: 4.57%
• 5Y*: -0.04%
• 10Y*: —

IG35.DE

• 1D: 0.25%
• 1M: 0.47%
• YTD: 0.90%
• 6M: 0.78%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAC.DE vs. IG35.DE - Yearly Performance Comparison

	2026 (YTD)	2025
PRAC.DE Invesco Preferred Shares UCITS ETF A	0.60%	-0.13%
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)	0.90%	-0.54%

Correlation

The correlation between PRAC.DE and IG35.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 (All Time) Calculated using the full available price history since Oct 15, 2025	0.81

Return for Risk

PRAC.DE vs. IG35.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: 20
PRAC.DE Sharpe Ratio Rank: 20
PRAC.DE Sortino Ratio Rank: 19
PRAC.DE Omega Ratio Rank: 19
PRAC.DE Calmar Ratio Rank: 19
PRAC.DE Martin Ratio Rank: 22

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. IG35.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 iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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.DE	IG35.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.63	—	—
Sortino ratio: Return per unit of downside risk	0.95	—	—
Omega ratio: Gain probability vs. loss probability	1.12	—	—
Calmar ratio: Return relative to maximum drawdown	0.76	—	—
Martin ratio: Return relative to average drawdown	2.65	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PRAC.DE	IG35.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.11	-0.09

Drawdowns

PRAC.DE vs. IG35.DE - Drawdown Comparison

The maximum PRAC.DE drawdown since its inception was -17.86%, which is greater than IG35.DE's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for PRAC.DE and IG35.DE.

Drawdown Indicators

	PRAC.DE	IG35.DE	Difference
Max Drawdown Largest peak-to-trough decline	-17.86%	-4.08%	-13.78%
Max Drawdown (1Y) Largest decline over 1 year	-2.70%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-2.70%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.86%	—	—
Current Drawdown Current decline from peak	-1.69%	-1.08%	-0.61%
Average Drawdown Average peak-to-trough decline	-6.27%	-1.38%	-4.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.78%	—	—

Volatility

Volatility by Period

	PRAC.DE	IG35.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.99%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.77%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.26%	5.22%	-1.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.55%	5.22%	-0.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.73%	5.22%	-0.49%

PRAC.DE vs. IG35.DE - Expense Ratio Comparison

PRAC.DE has a 0.50% expense ratio, which is higher than IG35.DE's 0.12% expense ratio.

Dividends

PRAC.DE vs. IG35.DE - Dividend Comparison

Neither PRAC.DE nor IG35.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PRAC.DE and IG35.DE in my portfolio?

PRAC.DE and IG35.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.

Which ETF is better, PRAC.DE or IG35.DE?

On fees, IG35.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRAC.DE or IG35.DE?

IG35.DE is cheaper with a 0.12% expense ratio, compared with 0.50% for PRAC.DE.

What is the main difference between PRAC.DE and IG35.DE?

PRAC.DE tracks Bloomberg Euro Corp TR EUR, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.50% for PRAC.DE and 0.12% for IG35.DE.