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PRAJ.DE vs. EM1C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAJ.DE vs. EM1C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Japan UCITS ETF (PRAJ.DE) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.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, PRAJ.DE achieves a 18.28% return, which is significantly higher than EM1C.DE's 4.70% return.


PRAJ.DE

1D
0.36%
1M
2.93%
YTD
18.28%
6M
18.63%
1Y
36.23%
3Y*
17.10%
5Y*
10.33%
10Y*

EM1C.DE

1D
0.31%
1M
2.78%
YTD
4.70%
6M
5.14%
1Y
10.45%
3Y*
4.89%
5Y*
2.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAJ.DE vs. EM1C.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAJ.DE
Amundi Prime Japan UCITS ETF
18.28%12.81%13.75%16.27%-11.68%10.20%-99.15%
EM1C.DE
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
4.70%4.52%3.70%6.43%-4.55%-2.31%-7.10%

Correlation

The correlation between PRAJ.DE and EM1C.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.34

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.36

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Return for Risk

PRAJ.DE vs. EM1C.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: 7171
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 6969
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 7373
Martin Ratio Rank

EM1C.DE
EM1C.DE Risk / Return Rank: 7272
Overall Rank
EM1C.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EM1C.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EM1C.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EM1C.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EM1C.DE 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.

PRAJ.DE vs. EM1C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF (PRAJ.DE) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRAJ.DEEM1C.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.03

Calmar ratioReturn relative to maximum drawdown

3.71

3.04

+0.68

Martin ratioReturn relative to average drawdown

11.97

10.21

+1.76

PRAJ.DE vs. EM1C.DE - Sharpe Ratio Comparison

The current PRAJ.DE Sharpe Ratio is 1.90, which is comparable to the EM1C.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PRAJ.DE and EM1C.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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Drawdowns

PRAJ.DE vs. EM1C.DE - Drawdown Comparison

The maximum PRAJ.DE drawdown since its inception was -99.42%, which is greater than EM1C.DE's maximum drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and EM1C.DE.


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Drawdown Indicators


PRAJ.DEEM1C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.42%

-23.47%

-75.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-3.43%

-6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

-7.21%

-9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-8.70%

-9.95%

Current Drawdown

Current decline from peak

-98.55%

-2.75%

-95.80%

Average Drawdown

Average peak-to-trough decline

-98.79%

-13.90%

-84.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.02%

+2.00%

Volatility

PRAJ.DE vs. EM1C.DE - Volatility Comparison

Amundi Prime Japan UCITS ETF (PRAJ.DE) has a higher volatility of 5.43% compared to VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) at 1.32%. This indicates that PRAJ.DE's price experiences larger fluctuations and is considered to be riskier than EM1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAJ.DEEM1C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

1.32%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

4.27%

+11.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

5.09%

+13.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

7.05%

+9.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.85%

10.13%

+32.72%

PRAJ.DE vs. EM1C.DE - Expense Ratio Comparison

PRAJ.DE has a 0.05% expense ratio, which is lower than EM1C.DE's 0.30% expense ratio.


Dividends

PRAJ.DE vs. EM1C.DE - Dividend Comparison

Neither PRAJ.DE nor EM1C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PRAJ.DE and EM1C.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for EM1C.DE.

PRAJ.DE is categorized as Japan Equities, while EM1C.DE is Emerging Markets Bonds. PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap, while EM1C.DE tracks JP Morgan GBI-Emerging Markets Global Core. They also come from different issuers: Amundi and VanEck. Their fees differ too: 0.05% for PRAJ.DE and 0.30% for EM1C.DE.

Portfolio Optimizer

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