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

Performance

PRAJ.DE vs. SXRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Japan UCITS ETF (PRAJ.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.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 18.35% return, which is significantly lower than SXRS.DE's 21.18% return.


PRAJ.DE

1D
-1.06%
1M
1.72%
6M
12.18%
YTD
18.35%
1Y
37.22%
3Y*
17.23%
5Y*
10.34%
10Y*

SXRS.DE

1D
-0.12%
1M
2.94%
6M
17.95%
YTD
21.18%
1Y
31.82%
3Y*
11.79%
5Y*
10.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
PRAJ.DE
Amundi Prime Japan UCITS ETF
18.35%12.81%13.75%16.27%-11.68%10.20%-99.15%
SXRS.DE
iShares Diversified Commodity Swap UCITS ETF
21.18%4.68%11.06%-10.49%20.61%40.00%-11.63%

Correlation

The correlation between PRAJ.DE and SXRS.DE is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

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

0.03

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

0.09

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

0.13

The correlation between PRAJ.DE and SXRS.DE shifts across timeframes, from -0.19 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PRAJ.DE vs. SXRS.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: 7979
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 7676
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 8080
Martin Ratio Rank

SXRS.DE
SXRS.DE Risk / Return Rank: 6060
Overall Rank
SXRS.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 6262
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5656
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. SXRS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF (PRAJ.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.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.DESXRS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.06

Calmar ratioReturn relative to maximum drawdown

3.81

2.56

+1.26

Martin ratioReturn relative to average drawdown

12.39

7.81

+4.58

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

The current PRAJ.DE Sharpe Ratio is 1.93, which is comparable to the SXRS.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of PRAJ.DE and SXRS.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. SXRS.DE - Drawdown Comparison

The maximum PRAJ.DE drawdown since its inception was -99.42%, which is greater than SXRS.DE's maximum drawdown of -37.23%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and SXRS.DE.


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Drawdown Indicators


PRAJ.DESXRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.42%

-37.23%

-62.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-12.39%

+2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

-15.96%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-27.58%

+8.93%

Current Drawdown

Current decline from peak

-98.54%

-6.97%

-91.57%

Average Drawdown

Average peak-to-trough decline

-98.79%

-16.37%

-82.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

4.06%

-1.06%

Volatility

PRAJ.DE vs. SXRS.DE - Volatility Comparison

Amundi Prime Japan UCITS ETF (PRAJ.DE) has a higher volatility of 5.88% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 4.39%. This indicates that PRAJ.DE's price experiences larger fluctuations and is considered to be riskier than SXRS.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.DESXRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

4.39%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

16.72%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

19.20%

18.90%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

17.20%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.70%

16.59%

+26.11%

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

PRAJ.DE has a 0.05% expense ratio, which is lower than SXRS.DE's 0.19% 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%.


Dividends

PRAJ.DE vs. SXRS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PRAJ.DE and SXRS.DE have a correlation of -0.19, 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 0.19% for SXRS.DE.

PRAJ.DE is categorized as Japan Equities, while SXRS.DE is Commodities. PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRAJ.DE and 0.19% for SXRS.DE.

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