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PRAG.DE vs. AHYH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAG.DE vs. AHYH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global Govies UCITS ETF (PRAG.DE) and Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRAG.DE achieves a 0.07% return, which is significantly higher than AHYH.DE's -0.20% return.


PRAG.DE

1D
-0.04%
1M
0.31%
YTD
0.07%
6M
-0.49%
1Y
-1.47%
3Y*
-0.93%
5Y*
-2.34%
10Y*

AHYH.DE

1D
-0.01%
1M
0.13%
YTD
-0.20%
6M
-0.09%
1Y
1.03%
3Y*
2.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAG.DE vs. AHYH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
PRAG.DE
Amundi Prime Global Govies UCITS ETF
0.07%-4.82%2.27%1.13%-4.24%
AHYH.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR
-0.20%3.12%2.55%3.20%0.34%

Correlation

The correlation between PRAG.DE and AHYH.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.46

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Return for Risk

PRAG.DE vs. AHYH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRAG.DE
PRAG.DE Risk / Return Rank: 55
Overall Rank
PRAG.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PRAG.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
PRAG.DE Omega Ratio Rank: 55
Omega Ratio Rank
PRAG.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
PRAG.DE Martin Ratio Rank: 55
Martin Ratio Rank

AHYH.DE
AHYH.DE Risk / Return Rank: 1616
Overall Rank
AHYH.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AHYH.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
AHYH.DE Omega Ratio Rank: 1515
Omega Ratio Rank
AHYH.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
AHYH.DE Martin Ratio Rank: 1818
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.

PRAG.DE vs. AHYH.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 Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.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.DEAHYH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

0.95

1.08

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.50

0.65

-1.15

Martin ratioReturn relative to average drawdown

-0.96

1.89

-2.85

PRAG.DE vs. AHYH.DE - Sharpe Ratio Comparison

The current PRAG.DE Sharpe Ratio is -0.33, which is lower than the AHYH.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of PRAG.DE and AHYH.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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Sharpe Ratios by Period


PRAG.DEAHYH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

0.45

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.80

-1.10

Drawdowns

PRAG.DE vs. AHYH.DE - Drawdown Comparison

The maximum PRAG.DE drawdown since its inception was -23.63%, which is greater than AHYH.DE's maximum drawdown of -1.86%. Use the drawdown chart below to compare losses from any high point for PRAG.DE and AHYH.DE.


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Drawdown Indicators


PRAG.DEAHYH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.63%

-1.86%

-21.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-1.59%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-1.59%

-6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

Current Drawdown

Current decline from peak

-21.95%

-0.94%

-21.01%

Average Drawdown

Average peak-to-trough decline

-15.85%

-0.49%

-15.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

0.55%

+0.97%

Volatility

PRAG.DE vs. AHYH.DE - Volatility Comparison

Amundi Prime Global Govies UCITS ETF (PRAG.DE) has a higher volatility of 1.17% compared to Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE) at 0.61%. This indicates that PRAG.DE's price experiences larger fluctuations and is considered to be riskier than AHYH.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.DEAHYH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

0.61%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

2.00%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

2.27%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

3.07%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.87%

3.07%

+4.80%

PRAG.DE vs. AHYH.DE - Expense Ratio Comparison

PRAG.DE has a 0.05% expense ratio, which is lower than AHYH.DE's 0.16% 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%.


Dividends

PRAG.DE vs. AHYH.DE - Dividend Comparison

Neither PRAG.DE nor AHYH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PRAG.DE and AHYH.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAG.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAG.DE is cheaper with a 0.05% expense ratio, compared with 0.16% for AHYH.DE.

PRAG.DE tracks Solactive Global Developed Government Bond, while AHYH.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI 1-5 Year Sector Neutral (EUR Hedged). Their fees differ too: 0.05% for PRAG.DE and 0.16% for AHYH.DE.

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