PRAG.DE vs. QDVE.DE
Compare and contrast key facts about Amundi Prime Global Govies UCITS ETF (PRAG.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
PRAG.DE and QDVE.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. QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both PRAG.DE and QDVE.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. QDVE.DE - Performance Comparison
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PRAG.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PRAG.DE Amundi Prime Global Govies UCITS ETF | 0.51% | -4.82% | 2.27% | 1.13% | -13.23% | 0.83% | -0.63% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | -7.30% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 20.72% |
Returns By Period
In the year-to-date period, PRAG.DE achieves a 0.51% return, which is significantly higher than QDVE.DE's -7.30% return.
PRAG.DE
- 1D
- -0.13%
- 1M
- -1.29%
- YTD
- 0.51%
- 6M
- -0.02%
- 1Y
- -3.94%
- 3Y*
- -0.87%
- 5Y*
- -2.60%
- 10Y*
- —
QDVE.DE
- 1D
- 0.35%
- 1M
- -1.59%
- YTD
- -7.30%
- 6M
- -6.37%
- 1Y
- 20.81%
- 3Y*
- 24.28%
- 5Y*
- 18.23%
- 10Y*
- 22.30%
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PRAG.DE vs. QDVE.DE - Expense Ratio Comparison
PRAG.DE has a 0.05% expense ratio, which is lower than QDVE.DE's 0.15% 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. QDVE.DE — Risk / Return Rank
PRAG.DE
QDVE.DE
PRAG.DE vs. QDVE.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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.73 | 0.83 | -1.56 |
Sortino ratioReturn per unit of downside risk | -0.92 | 1.27 | -2.18 |
Omega ratioGain probability vs. loss probability | 0.88 | 1.17 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.96 | -2.58 |
Martin ratioReturn relative to average drawdown | -0.84 | 5.33 | -6.17 |
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 | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 0.83 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.80 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.30 | 0.93 | -1.23 |
Correlation
The correlation between PRAG.DE and QDVE.DE is -0.01. 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. QDVE.DE - Dividend Comparison
Neither PRAG.DE nor QDVE.DE has paid dividends to shareholders.
Drawdowns
PRAG.DE vs. QDVE.DE - Drawdown Comparison
The maximum PRAG.DE drawdown since its inception was -23.63%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for PRAG.DE and QDVE.DE.
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Drawdown Indicators
| PRAG.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.63% | -31.45% | +7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -5.58% | -15.59% | +10.01% |
Max Drawdown (5Y)Largest decline over 5 years | -17.70% | -29.83% | +12.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -21.61% | -12.60% | -9.01% |
Average DrawdownAverage peak-to-trough decline | -15.68% | -5.86% | -9.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 5.74% | -1.69% |
Volatility
PRAG.DE vs. QDVE.DE - Volatility Comparison
The current volatility for Amundi Prime Global Govies UCITS ETF (PRAG.DE) is 1.86%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 5.32%. This indicates that PRAG.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 5.32% | -3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 15.20% | -12.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.40% | 24.97% | -19.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.69% | 22.51% | -15.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 21.65% | -13.71% |