PRAJ.DE vs. SCHK

Last updated Jun 5, 2026

PRAJ.DE (Amundi Prime Japan UCITS ETF) and SCHK (Schwab 1000 Index ETF) are both exchange-traded funds - PRAJ.DE is a Japan Equities fund tracking the Solactive GBS Japan Large & Mid Cap, while SCHK is a Large Cap Growth Equities fund tracking the Schwab 1000 Index. Both are passively managed. Over the past 5 years, PRAJ.DE returned 9.98%/yr vs 14.30%/yr for SCHK. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.05% expense ratio.

Performance

PRAJ.DE vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Japan UCITS ETF (PRAJ.DE) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

PRAJ.DE is traded in EUR, while SCHK is traded in USD. To make them comparable, the SCHK values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRAJ.DE achieves a 15.60% return, which is significantly higher than SCHK's 12.87% return.

PRAJ.DE

• 1D: -0.27%
• 1M: 5.81%
• YTD: 15.60%
• 6M: 15.62%
• 1Y: 29.05%
• 3Y*: 15.18%
• 5Y*: 9.98%
• 10Y*: —

SCHK

• 1D: 0.36%
• 1M: 5.43%
• YTD: 12.87%
• 6M: 11.69%
• 1Y: 26.20%
• 3Y*: 19.31%
• 5Y*: 14.30%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAJ.DE vs. SCHK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PRAJ.DE Amundi Prime Japan UCITS ETF	15.60%	12.84%	13.73%	16.27%	-11.68%	10.20%	4.34%
SCHK Schwab 1000 Index ETF	12.87%	3.31%	32.70%	22.83%	-14.52%	35.61%	7.11%

Correlation

The correlation between PRAJ.DE and SCHK is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jan 29, 2020	0.39

Return for Risk

PRAJ.DE vs. SCHK — 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: 52
PRAJ.DE Sharpe Ratio Rank: 45
PRAJ.DE Sortino Ratio Rank: 49
PRAJ.DE Omega Ratio Rank: 49
PRAJ.DE Calmar Ratio Rank: 61
PRAJ.DE Martin Ratio Rank: 56

SCHK

SCHK Risk / Return Rank: 72
SCHK Sharpe Ratio Rank: 73
SCHK Sortino Ratio Rank: 72
SCHK Omega Ratio Rank: 72
SCHK Calmar Ratio Rank: 65
SCHK Martin Ratio Rank: 77

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. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF (PRAJ.DE) and Schwab 1000 Index ETF (SCHK). 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.DE	SCHK	Difference
Sharpe ratio: Return per unit of total volatility	1.57	2.11	-0.54
Sortino ratio: Return per unit of downside risk	2.37	2.74	-0.37
Omega ratio: Gain probability vs. loss probability	1.30	1.39	-0.08
Calmar ratio: Return relative to maximum drawdown	2.97	3.51	-0.54
Martin ratio: Return relative to average drawdown	9.64	13.10	-3.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRAJ.DE vs. SCHK - Sharpe Ratio Comparison

The current PRAJ.DE Sharpe Ratio is 1.57, which is comparable to the SCHK Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of PRAJ.DE and SCHK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRAJ.DE	SCHK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	2.11	-0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.84	-0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.78	-0.27

Drawdowns

PRAJ.DE vs. SCHK - Drawdown Comparison

The maximum PRAJ.DE drawdown since its inception was -29.64%, smaller than the maximum SCHK drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and SCHK.

Drawdown Indicators

	PRAJ.DE	SCHK	Difference
Max Drawdown Largest peak-to-trough decline	-29.64%	-34.30%	+4.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.73%	-7.49%	-2.24%
Max Drawdown (3Y) Largest decline over 3 years	-16.80%	-24.16%	+7.36%
Max Drawdown (5Y) Largest decline over 5 years	-18.65%	-24.16%	+5.51%
Current Drawdown Current decline from peak	-0.27%	-0.11%	-0.16%
Average Drawdown Average peak-to-trough decline	-6.07%	-4.58%	-1.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.01%	+1.00%

Volatility

PRAJ.DE vs. SCHK - Volatility Comparison

Amundi Prime Japan UCITS ETF (PRAJ.DE) has a higher volatility of 3.41% compared to Schwab 1000 Index ETF (SCHK) at 2.31%. This indicates that PRAJ.DE's price experiences larger fluctuations and is considered to be riskier than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRAJ.DE	SCHK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.41%	2.31%	+1.10%
Volatility (6M) Calculated over the trailing 6-month period	14.72%	8.77%	+5.95%
Volatility (1Y) Calculated over the trailing 1-year period	18.48%	12.49%	+5.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.53%	17.06%	-0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.88%	19.38%	-1.50%

PRAJ.DE vs. SCHK - Expense Ratio Comparison

Both PRAJ.DE and SCHK have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

PRAJ.DE vs. SCHK - Dividend Comparison

PRAJ.DE has not paid dividends to shareholders, while SCHK's dividend yield for the trailing twelve months is around 1.00%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRAJ.DE Amundi Prime Japan UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHK Schwab 1000 Index ETF	1.00%	1.09%	1.20%	1.38%	1.57%	1.17%	1.58%	1.82%	1.80%	0.31%

Frequently Asked Questions

Can I hold both PRAJ.DE and SCHK in my portfolio?

PRAJ.DE and SCHK have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRAJ.DE or SCHK?

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRAJ.DE or SCHK?

PRAJ.DE and SCHK have the same expense ratio: 0.05% per year.

What is the main difference between PRAJ.DE and SCHK?

PRAJ.DE is categorized as Japan Equities, while SCHK is Large Cap Growth Equities. PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap, while SCHK tracks Schwab 1000 Index. They also come from different issuers: Amundi and Charles Schwab.