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

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.

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PRAJ.DE vs. SCHK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAJ.DE
Amundi Prime Japan UCITS ETF
6.52%12.84%13.73%16.27%-11.68%10.20%4.34%
SCHK
Schwab 1000 Index ETF
-1.61%3.31%32.70%22.83%-14.52%35.61%7.11%
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 6.52% return, which is significantly higher than SCHK's -1.61% return.


PRAJ.DE

1D
-1.70%
1M
0.64%
YTD
6.52%
6M
11.65%
1Y
23.62%
3Y*
14.63%
5Y*
7.75%
10Y*

SCHK

1D
0.61%
1M
-2.64%
YTD
-1.61%
6M
0.09%
1Y
10.27%
3Y*
16.10%
5Y*
11.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 7070
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 6060
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 7878
Martin Ratio Rank

SCHK
SCHK Risk / Return Rank: 5353
Overall Rank
SCHK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 5151
Sortino Ratio Rank
SCHK Omega Ratio Rank: 5555
Omega Ratio Rank
SCHK Calmar Ratio Rank: 4949
Calmar Ratio Rank
SCHK Martin Ratio Rank: 6161
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. 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.DESCHKDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.49

+0.67

Sortino ratio

Return per unit of downside risk

1.69

0.81

+0.87

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

3.09

0.74

+2.34

Martin ratio

Return relative to average drawdown

10.22

3.09

+7.13

PRAJ.DE vs. SCHK - Sharpe Ratio Comparison

The current PRAJ.DE Sharpe Ratio is 1.17, which is higher than the SCHK Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of PRAJ.DE and SCHK, 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.DESCHKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.49

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.68

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.70

-0.25

Correlation

The correlation between PRAJ.DE and SCHK is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 1.16%.


TTM202520242023202220212020201920182017
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
1.16%1.09%1.20%1.38%1.57%1.17%1.58%1.82%1.80%0.31%

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.


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Drawdown Indicators


PRAJ.DESCHKDifference

Max Drawdown

Largest peak-to-trough decline

-29.64%

-34.80%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-8.97%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-25.44%

+6.79%

Current Drawdown

Current decline from peak

-6.24%

-5.40%

-0.84%

Average Drawdown

Average peak-to-trough decline

-6.16%

-5.27%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.62%

+0.32%

Volatility

PRAJ.DE vs. SCHK - Volatility Comparison

Amundi Prime Japan UCITS ETF (PRAJ.DE) has a higher volatility of 8.30% compared to Schwab 1000 Index ETF (SCHK) at 4.52%. 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.


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Volatility by Period


PRAJ.DESCHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

4.52%

+3.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

10.14%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

20.21%

20.93%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

17.07%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

19.52%

-1.67%