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PRAJ.DE vs. AW15.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAJ.DE vs. AW15.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Japan UCITS ETF (PRAJ.DE) and UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE). The values are adjusted to include any dividend payments, if applicable.

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PRAJ.DE vs. AW15.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRAJ.DE
Amundi Prime Japan UCITS ETF
8.37%12.84%13.73%16.27%-11.68%3.21%
AW15.DE
UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc
2.15%10.45%2.67%12.34%-19.88%2.52%

Returns By Period

In the year-to-date period, PRAJ.DE achieves a 8.37% return, which is significantly higher than AW15.DE's 2.15% return.


PRAJ.DE

1D
4.72%
1M
-2.52%
YTD
8.37%
6M
13.34%
1Y
24.36%
3Y*
15.10%
5Y*
8.12%
10Y*

AW15.DE

1D
4.22%
1M
-4.13%
YTD
2.15%
6M
6.37%
1Y
17.08%
3Y*
7.30%
5Y*
1.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRAJ.DE vs. AW15.DE - Expense Ratio Comparison

PRAJ.DE has a 0.05% expense ratio, which is lower than AW15.DE's 0.12% 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

PRAJ.DE vs. AW15.DE — Risk / Return Rank

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

PRAJ.DE
PRAJ.DE Risk / Return Rank: 6969
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 6161
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 7474
Martin Ratio Rank

AW15.DE
AW15.DE Risk / Return Rank: 4545
Overall Rank
AW15.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AW15.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
AW15.DE Omega Ratio Rank: 3838
Omega Ratio Rank
AW15.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
AW15.DE Martin Ratio Rank: 4949
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.

PRAJ.DE vs. AW15.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF (PRAJ.DE) and UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.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.


PRAJ.DEAW15.DEDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.84

+0.36

Sortino ratio

Return per unit of downside risk

1.74

1.35

+0.39

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

2.65

1.59

+1.06

Martin ratio

Return relative to average drawdown

8.71

5.40

+3.31

PRAJ.DE vs. AW15.DE - Sharpe Ratio Comparison

The current PRAJ.DE Sharpe Ratio is 1.20, which is higher than the AW15.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of PRAJ.DE and AW15.DE, 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


PRAJ.DEAW15.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.84

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.08

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.08

+0.38

Correlation

The correlation between PRAJ.DE and AW15.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRAJ.DE vs. AW15.DE - Dividend Comparison

Neither PRAJ.DE nor AW15.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PRAJ.DE vs. AW15.DE - Drawdown Comparison

The maximum PRAJ.DE drawdown since its inception was -29.64%, which is greater than AW15.DE's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and AW15.DE.


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Drawdown Indicators


PRAJ.DEAW15.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.64%

-27.14%

-2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-11.48%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-27.14%

+8.49%

Current Drawdown

Current decline from peak

-4.61%

-6.79%

+2.18%

Average Drawdown

Average peak-to-trough decline

-6.16%

-12.50%

+6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.38%

-0.42%

Volatility

PRAJ.DE vs. AW15.DE - Volatility Comparison

Amundi Prime Japan UCITS ETF (PRAJ.DE) and UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) have volatilities of 8.72% and 8.46%, 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


PRAJ.DEAW15.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

8.46%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

14.79%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.14%

20.16%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

16.26%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

16.26%

+1.58%