PortfoliosLab logoPortfoliosLab logo
PRAJ.DE vs. XCHA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAJ.DE vs. XCHA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Japan UCITS ETF (PRAJ.DE) and Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with PRAJ.DE having a 18.28% return and XCHA.DE slightly lower at 17.62%.


PRAJ.DE

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

XCHA.DE

1D
1.81%
1M
4.79%
YTD
17.62%
6M
19.04%
1Y
44.57%
3Y*
15.80%
5Y*
3.97%
10Y*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAJ.DE vs. XCHA.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%
XCHA.DE
Xtrackers CSI 300 Swap UCITS ETF 1C
17.62%14.66%24.36%-14.24%-19.19%13.31%28.11%

Correlation

The correlation between PRAJ.DE and XCHA.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.24

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

0.24

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

0.27

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PRAJ.DE vs. XCHA.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

XCHA.DE
XCHA.DE Risk / Return Rank: 9191
Overall Rank
XCHA.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XCHA.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
XCHA.DE Omega Ratio Rank: 8888
Omega Ratio Rank
XCHA.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
XCHA.DE Martin Ratio Rank: 9191
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. XCHA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF (PRAJ.DE) and Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.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.DEXCHA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.36

1.47

-0.12

Calmar ratioReturn relative to maximum drawdown

3.71

7.46

-3.75

Martin ratioReturn relative to average drawdown

11.97

19.02

-7.05

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

The current PRAJ.DE Sharpe Ratio is 1.90, which is comparable to the XCHA.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of PRAJ.DE and XCHA.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.


Loading charts...

Drawdowns

PRAJ.DE vs. XCHA.DE - Drawdown Comparison

The maximum PRAJ.DE drawdown since its inception was -99.42%, which is greater than XCHA.DE's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and XCHA.DE.


Loading charts...

Drawdown Indicators


PRAJ.DEXCHA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.42%

-52.27%

-47.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-5.94%

-3.78%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

-26.34%

+9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-37.05%

+18.40%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

Current Drawdown

Current decline from peak

-98.55%

-0.66%

-97.89%

Average Drawdown

Average peak-to-trough decline

-98.79%

-24.44%

-74.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.33%

+0.69%

Volatility

PRAJ.DE vs. XCHA.DE - Volatility Comparison

The current volatility for Amundi Prime Japan UCITS ETF (PRAJ.DE) is 5.43%, while Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) has a volatility of 6.20%. This indicates that PRAJ.DE experiences smaller price fluctuations and is considered to be less risky than XCHA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PRAJ.DEXCHA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

6.20%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

11.58%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

16.44%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

21.32%

-4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.85%

22.20%

+20.65%

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

PRAJ.DE has a 0.05% expense ratio, which is lower than XCHA.DE's 0.50% expense ratio.


Dividends

PRAJ.DE vs. XCHA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PRAJ.DE and XCHA.DE have a correlation of 0.32, 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 0.50% for XCHA.DE.

PRAJ.DE is categorized as Japan Equities, while XCHA.DE is China Equities. PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap, while XCHA.DE tracks MSCI China A Onshore NR CNY. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.05% for PRAJ.DE and 0.50% for XCHA.DE.

Portfolio Optimizer

Find the right allocation for PRAJ.DE and XCHA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer