PRAG.DE vs. AHYA.DE
Compare and contrast key facts about Amundi Prime Global Govies UCITS ETF (PRAG.DE) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE).
PRAG.DE and AHYA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRAG.DE is a passively managed fund by Amundi that tracks the performance of the Solactive Global Developed Government Bond. It was launched on Jan 15, 2020. AHYA.DE is a passively managed fund by Amundi that tracks the performance of the JP Morgan Government Bond Global (USD Hedged). It was launched on Jun 1, 2022. Both PRAG.DE and AHYA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PRAG.DE vs. AHYA.DE - Performance Comparison
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PRAG.DE vs. AHYA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PRAG.DE Amundi Prime Global Govies UCITS ETF | 0.36% | -4.82% | 2.27% | 1.13% | -4.02% |
AHYA.DE Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD | 1.66% | -8.09% | 7.38% | 2.53% | -4.29% |
Different Trading Currencies
PRAG.DE is traded in EUR, while AHYA.DE is traded in USD. To make them comparable, the AHYA.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PRAG.DE achieves a 0.36% return, which is significantly lower than AHYA.DE's 1.66% return.
PRAG.DE
- 1D
- -0.14%
- 1M
- -1.61%
- YTD
- 0.36%
- 6M
- -0.16%
- 1Y
- -3.55%
- 3Y*
- -1.03%
- 5Y*
- -2.63%
- 10Y*
- —
AHYA.DE
- 1D
- 0.34%
- 1M
- -0.47%
- YTD
- 1.66%
- 6M
- 1.88%
- 1Y
- -4.11%
- 3Y*
- 0.40%
- 5Y*
- —
- 10Y*
- —
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PRAG.DE vs. AHYA.DE - Expense Ratio Comparison
PRAG.DE has a 0.05% expense ratio, which is lower than AHYA.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
PRAG.DE vs. AHYA.DE — Risk / Return Rank
PRAG.DE
AHYA.DE
PRAG.DE vs. AHYA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global Govies UCITS ETF (PRAG.DE) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.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.
| PRAG.DE | AHYA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.66 | -0.56 | -0.10 |
Sortino ratioReturn per unit of downside risk | -0.83 | -0.71 | -0.12 |
Omega ratioGain probability vs. loss probability | 0.89 | 0.91 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.36 | -0.26 |
Martin ratioReturn relative to average drawdown | -0.86 | -0.54 | -0.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRAG.DE | AHYA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | -0.56 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.30 | -0.05 | -0.25 |
Correlation
The correlation between PRAG.DE and AHYA.DE is 0.65, 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
PRAG.DE vs. AHYA.DE - Dividend Comparison
Neither PRAG.DE nor AHYA.DE has paid dividends to shareholders.
Drawdowns
PRAG.DE vs. AHYA.DE - Drawdown Comparison
The maximum PRAG.DE drawdown since its inception was -23.63%, which is greater than AHYA.DE's maximum drawdown of -13.10%. Use the drawdown chart below to compare losses from any high point for PRAG.DE and AHYA.DE.
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Drawdown Indicators
| PRAG.DE | AHYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.63% | -8.05% | -15.58% |
Max Drawdown (1Y)Largest decline over 1 year | -5.58% | -2.55% | -3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -17.70% | — | — |
Current DrawdownCurrent decline from peak | -21.72% | -1.84% | -19.88% |
Average DrawdownAverage peak-to-trough decline | -15.69% | -2.54% | -13.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 0.94% | +3.12% |
Volatility
PRAG.DE vs. AHYA.DE - Volatility Comparison
The current volatility for Amundi Prime Global Govies UCITS ETF (PRAG.DE) is 1.86%, while Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) has a volatility of 2.25%. This indicates that PRAG.DE experiences smaller price fluctuations and is considered to be less risky than AHYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRAG.DE | AHYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 2.25% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 4.30% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.37% | 7.30% | -1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.69% | 7.93% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 7.93% | +0.01% |