PortfoliosLab logoPortfoliosLab logo
PRAC.DE vs. JER5.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAC.DE vs. JER5.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 JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRAC.DE vs. JER5.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%
JER5.DE
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF
-0.40%3.43%4.31%6.22%-7.82%-0.27%0.57%

Returns By Period

In the year-to-date period, PRAC.DE achieves a -0.55% return, which is significantly lower than JER5.DE's -0.40% 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*

JER5.DE

1D
0.45%
1M
-1.16%
YTD
-0.40%
6M
-0.04%
1Y
2.28%
3Y*
4.11%
5Y*
0.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PRAC.DE vs. JER5.DE - Expense Ratio Comparison

PRAC.DE has a 0.50% expense ratio, which is higher than JER5.DE's 0.04% expense ratio.


Return for Risk

PRAC.DE vs. JER5.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

JER5.DE
JER5.DE Risk / Return Rank: 5959
Overall Rank
JER5.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
JER5.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
JER5.DE Omega Ratio Rank: 6565
Omega Ratio Rank
JER5.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
JER5.DE Martin Ratio Rank: 5151
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. JER5.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 JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.DEJER5.DEDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.29

-0.55

Sortino ratio

Return per unit of downside risk

1.06

1.86

-0.80

Omega ratio

Gain probability vs. loss probability

1.13

1.25

-0.12

Calmar ratio

Return relative to maximum drawdown

0.93

1.16

-0.23

Martin ratio

Return relative to average drawdown

4.11

5.51

-1.41

PRAC.DE vs. JER5.DE - Sharpe Ratio Comparison

The current PRAC.DE Sharpe Ratio is 0.73, which is lower than the JER5.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of PRAC.DE and JER5.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.


Loading graphics...

Sharpe Ratios by Period


PRAC.DEJER5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.29

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.38

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.36

-0.38

Correlation

The correlation between PRAC.DE and JER5.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRAC.DE vs. JER5.DE - Dividend Comparison

Neither PRAC.DE nor JER5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PRAC.DE vs. JER5.DE - Drawdown Comparison

The maximum PRAC.DE drawdown since its inception was -17.86%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for PRAC.DE and JER5.DE.


Loading graphics...

Drawdown Indicators


PRAC.DEJER5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.86%

-10.17%

-7.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-1.98%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-17.86%

-10.17%

-7.69%

Current Drawdown

Current decline from peak

-2.80%

-1.33%

-1.47%

Average Drawdown

Average peak-to-trough decline

-6.39%

-2.29%

-4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.42%

+0.19%

Volatility

PRAC.DE vs. JER5.DE - Volatility Comparison

Invesco Preferred Shares UCITS ETF A (PRAC.DE) has a higher volatility of 1.71% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 1.13%. This indicates that PRAC.DE's price experiences larger fluctuations and is considered to be riskier than JER5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRAC.DEJER5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.13%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

1.43%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

1.76%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.48%

2.50%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

3.10%

+1.63%