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PRAG.DE vs. EUN3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAG.DE vs. EUN3.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 iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.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 EUN3.DE's -1.67% 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*

EUN3.DE

1D
0.03%
1M
0.52%
YTD
-1.67%
6M
-2.37%
1Y
-3.32%
3Y*
-1.80%
5Y*
-2.76%
10Y*
-1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAG.DE vs. EUN3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAG.DE
Amundi Prime Global Govies UCITS ETF
0.07%-4.82%2.27%1.13%-13.23%0.83%-0.63%
EUN3.DE
iShares Global Government Bond UCITS ETF USD (Dist)
-1.67%-5.37%2.25%0.44%-12.65%1.09%-1.46%

Correlation

The correlation between PRAG.DE and EUN3.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2020

0.84

The correlation between PRAG.DE and EUN3.DE shifts across timeframes, from 0.80 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PRAG.DE vs. EUN3.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

EUN3.DE
EUN3.DE Risk / Return Rank: 33
Overall Rank
EUN3.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EUN3.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
EUN3.DE Omega Ratio Rank: 33
Omega Ratio Rank
EUN3.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
EUN3.DE Martin Ratio Rank: 22
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. EUN3.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 iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.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.DEEUN3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

0.95

0.88

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.50

-0.70

+0.20

Martin ratioReturn relative to average drawdown

-0.96

-1.37

+0.41

PRAG.DE vs. EUN3.DE - Sharpe Ratio Comparison

The current PRAG.DE Sharpe Ratio is -0.33, which is higher than the EUN3.DE Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of PRAG.DE and EUN3.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.DEEUN3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

-0.74

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.40

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.17

-0.47

Drawdowns

PRAG.DE vs. EUN3.DE - Drawdown Comparison

The maximum PRAG.DE drawdown since its inception was -23.63%, roughly equal to the maximum EUN3.DE drawdown of -22.74%. Use the drawdown chart below to compare losses from any high point for PRAG.DE and EUN3.DE.


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Drawdown Indicators


PRAG.DEEUN3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.63%

-22.74%

-0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-4.71%

+1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-10.14%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

-18.98%

+1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-21.95%

-21.83%

-0.12%

Average Drawdown

Average peak-to-trough decline

-15.85%

-9.52%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

2.42%

-0.90%

Volatility

PRAG.DE vs. EUN3.DE - Volatility Comparison

Amundi Prime Global Govies UCITS ETF (PRAG.DE) and iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.DE) have volatilities of 1.17% and 1.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAG.DEEUN3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.12%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

3.34%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

4.44%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

6.83%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.87%

6.23%

+1.64%

PRAG.DE vs. EUN3.DE - Expense Ratio Comparison

PRAG.DE has a 0.05% expense ratio, which is lower than EUN3.DE's 0.20% 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. EUN3.DE - Dividend Comparison

PRAG.DE has not paid dividends to shareholders, while EUN3.DE's dividend yield for the trailing twelve months is around 1.50%.


PositionTTM20252024202320222021202020192018201720162015
EUN3.DE
iShares Global Government Bond UCITS ETF USD (Dist)
1.50%3.09%2.40%1.47%0.79%0.60%1.08%1.20%1.04%1.01%1.04%0.59%
PRAG.DE
Amundi Prime Global Govies UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PRAG.DE and EUN3.DE have a correlation of 0.80, 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 0.20% for EUN3.DE.

PRAG.DE tracks Solactive Global Developed Government Bond, while EUN3.DE tracks FTSE G7 Government Bond. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRAG.DE and 0.20% for EUN3.DE.

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