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

Performance

PRAG.DE vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global Govies UCITS ETF (PRAG.DE) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

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PRAG.DE vs. AVUV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAG.DE
Amundi Prime Global Govies UCITS ETF
0.36%-4.82%2.27%1.13%-13.23%0.83%-0.63%
AVUV
Avantis US Small Cap Value ETF
11.52%-5.31%16.50%19.13%0.98%52.83%-0.26%
Different Trading Currencies

PRAG.DE is traded in EUR, while AVUV is traded in USD. To make them comparable, the AVUV 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 AVUV's 10.48% 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*

AVUV

1D
0.00%
1M
-0.85%
YTD
10.48%
6M
13.01%
1Y
18.39%
3Y*
13.68%
5Y*
10.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRAG.DE vs. AVUV - Expense Ratio Comparison

PRAG.DE has a 0.05% expense ratio, which is lower than AVUV's 0.25% 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. AVUV — 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: 33
Overall Rank
PRAG.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PRAG.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
PRAG.DE Omega Ratio Rank: 22
Omega Ratio Rank
PRAG.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
PRAG.DE Martin Ratio Rank: 55
Martin Ratio Rank

AVUV
AVUV Risk / Return Rank: 6363
Overall Rank
AVUV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 6464
Sortino Ratio Rank
AVUV Omega Ratio Rank: 6060
Omega Ratio Rank
AVUV Calmar Ratio Rank: 6464
Calmar Ratio Rank
AVUV Martin Ratio Rank: 6464
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. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global Govies UCITS ETF (PRAG.DE) and Avantis US Small Cap Value ETF (AVUV). 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.DEAVUVDifference

Sharpe ratio

Return per unit of total volatility

-0.66

0.72

-1.39

Sortino ratio

Return per unit of downside risk

-0.83

1.12

-1.95

Omega ratio

Gain probability vs. loss probability

0.89

1.17

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.63

1.20

-1.82

Martin ratio

Return relative to average drawdown

-0.86

4.24

-5.10

PRAG.DE vs. AVUV - Sharpe Ratio Comparison

The current PRAG.DE Sharpe Ratio is -0.66, which is lower than the AVUV Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PRAG.DE and AVUV, 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


PRAG.DEAVUVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

0.72

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.48

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.48

-0.79

Correlation

The correlation between PRAG.DE and AVUV is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PRAG.DE vs. AVUV - Dividend Comparison

PRAG.DE has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.39%.


TTM2025202420232022202120202019
PRAG.DE
Amundi Prime Global Govies UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVUV
Avantis US Small Cap Value ETF
1.39%1.58%1.61%1.65%1.74%1.28%1.21%0.38%

Drawdowns

PRAG.DE vs. AVUV - Drawdown Comparison

The maximum PRAG.DE drawdown since its inception was -23.63%, smaller than the maximum AVUV drawdown of -48.56%. Use the drawdown chart below to compare losses from any high point for PRAG.DE and AVUV.


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Drawdown Indicators


PRAG.DEAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-23.63%

-49.42%

+25.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.58%

-7.95%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

-28.79%

+11.09%

Current Drawdown

Current decline from peak

-21.72%

-3.32%

-18.40%

Average Drawdown

Average peak-to-trough decline

-15.69%

-8.14%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

3.92%

+0.14%

Volatility

PRAG.DE vs. AVUV - Volatility Comparison

The current volatility for Amundi Prime Global Govies UCITS ETF (PRAG.DE) is 1.86%, while Avantis US Small Cap Value ETF (AVUV) has a volatility of 4.47%. This indicates that PRAG.DE experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAG.DEAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

4.47%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

13.34%

-10.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.37%

25.51%

-20.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

22.55%

-15.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

28.47%

-20.53%