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

Performance

PRAC.DE vs. PRAS.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 Amundi Prime US Treasury UCITS ETF (PRAS.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
PRAC.DE
Invesco Preferred Shares UCITS ETF A
-1.06%3.03%4.31%7.53%-13.95%-1.04%1.27%
PRAS.DE
Amundi Prime US Treasury UCITS ETF
1.94%-5.52%6.51%0.42%-6.75%6.02%-5.49%

Returns By Period

In the year-to-date period, PRAC.DE achieves a -1.06% return, which is significantly lower than PRAS.DE's 1.94% return.


PRAC.DE

1D
0.19%
1M
-2.28%
YTD
-1.06%
6M
-0.86%
1Y
2.01%
3Y*
4.06%
5Y*
-0.42%
10Y*

PRAS.DE

1D
-0.56%
1M
0.80%
YTD
1.94%
6M
2.57%
1Y
-3.28%
3Y*
0.66%
5Y*
0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

PRAC.DE has a 0.50% expense ratio, which is higher than PRAS.DE's 0.05% expense ratio.


Return for Risk

PRAC.DE vs. PRAS.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: 3131
Overall Rank
PRAC.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PRAC.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRAC.DE Omega Ratio Rank: 2929
Omega Ratio Rank
PRAC.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
PRAC.DE Martin Ratio Rank: 3232
Martin Ratio Rank

PRAS.DE
PRAS.DE Risk / Return Rank: 55
Overall Rank
PRAS.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PRAS.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
PRAS.DE Omega Ratio Rank: 44
Omega Ratio Rank
PRAS.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
PRAS.DE Martin Ratio Rank: 66
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. PRAS.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 Amundi Prime US Treasury UCITS ETF (PRAS.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.DEPRAS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.65

-0.44

+1.09

Sortino ratio

Return per unit of downside risk

0.94

-0.53

+1.47

Omega ratio

Gain probability vs. loss probability

1.12

0.93

+0.19

Calmar ratio

Return relative to maximum drawdown

0.65

-0.46

+1.11

Martin ratio

Return relative to average drawdown

2.92

-0.71

+3.63

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

The current PRAC.DE Sharpe Ratio is 0.65, which is higher than the PRAS.DE Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of PRAC.DE and PRAS.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.DEPRAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

-0.44

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.03

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

-0.08

+0.04

Correlation

The correlation between PRAC.DE and PRAS.DE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRAC.DE vs. PRAS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

PRAC.DE vs. PRAS.DE - Drawdown Comparison

The maximum PRAC.DE drawdown since its inception was -17.86%, roughly equal to the maximum PRAS.DE drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for PRAC.DE and PRAS.DE.


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Drawdown Indicators


PRAC.DEPRAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.86%

-17.44%

-0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-8.41%

+5.71%

Max Drawdown (5Y)

Largest decline over 5 years

-17.86%

-12.89%

-4.97%

Current Drawdown

Current decline from peak

-3.30%

-12.10%

+8.80%

Average Drawdown

Average peak-to-trough decline

-6.39%

-11.34%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

5.16%

-4.56%

Volatility

PRAC.DE vs. PRAS.DE - Volatility Comparison

The current volatility for Invesco Preferred Shares UCITS ETF A (PRAC.DE) is 1.62%, while Amundi Prime US Treasury UCITS ETF (PRAS.DE) has a volatility of 1.97%. This indicates that PRAC.DE experiences smaller price fluctuations and is considered to be less risky than PRAS.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.DEPRAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.97%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.13%

3.83%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.07%

7.44%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

8.03%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

8.12%

-3.39%