PRAJ.DE vs. SXRS.DE
PRAJ.DE (Amundi Prime Japan UCITS ETF) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - PRAJ.DE is a Japan Equities fund tracking the Solactive GBS Japan Large & Mid Cap, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, PRAJ.DE returned 10.34%/yr vs 10.87%/yr for SXRS.DE. At a 0.13 correlation, their price movements are largely independent. PRAJ.DE charges 0.05%/yr vs 0.19%/yr for SXRS.DE.
Performance
PRAJ.DE vs. SXRS.DE - Performance Comparison
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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*
- —
PRAJ.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
PRAJ.DE
SXRS.DE
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.DE | SXRS.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -98.54% | -6.97% | -91.57% |
Average DrawdownAverage peak-to-trough decline | -98.79% | -16.37% | -82.42% |
Ulcer IndexDepth 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.DE | SXRS.DE | Difference | |
|---|---|---|---|
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.
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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