PRAJ.DE vs. XCS3.DE
PRAJ.DE (Amundi Prime Japan UCITS ETF) and XCS3.DE (Xtrackers MSCI Malaysia UCITS ETF (Acc)) are both exchange-traded funds - PRAJ.DE is a Japan Equities fund tracking the Solactive GBS Japan Large & Mid Cap, while XCS3.DE is a Asia Pacific Equities fund tracking the MSCI Malaysia Index. Both are passively managed. Over the past 5 years, PRAJ.DE returned 10.34%/yr vs 6.89%/yr for XCS3.DE. At a 0.33 correlation, their price movements are largely independent. PRAJ.DE charges 0.05%/yr vs 0.50%/yr for XCS3.DE.
Performance
PRAJ.DE vs. XCS3.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 higher than XCS3.DE's 7.13% 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*
- —
XCS3.DE
- 1D
- 0.31%
- 1M
- 1.75%
- 6M
- 3.40%
- YTD
- 7.13%
- 1Y
- 23.98%
- 3Y*
- 13.47%
- 5Y*
- 6.89%
- 10Y*
- 1.83%
PRAJ.DE vs. XCS3.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% |
XCS3.DE Xtrackers MSCI Malaysia UCITS ETF (Acc) | 7.13% | 3.11% | 26.75% | -7.60% | 1.23% | -1.02% | -6.64% |
Correlation
The correlation between PRAJ.DE and XCS3.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020 | 0.33 |
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Return for Risk
PRAJ.DE vs. XCS3.DE — Risk / Return Rank
PRAJ.DE
XCS3.DE
PRAJ.DE vs. XCS3.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 MSCI Malaysia UCITS ETF (Acc) (XCS3.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 | XCS3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 3.04 | +0.77 |
| Martin ratioReturn relative to average drawdown | 12.39 | 8.22 | +4.17 |
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Drawdowns
PRAJ.DE vs. XCS3.DE - Drawdown Comparison
The maximum PRAJ.DE drawdown since its inception was -99.42%, which is greater than XCS3.DE's maximum drawdown of -43.32%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and XCS3.DE.
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Drawdown Indicators
| PRAJ.DE | XCS3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.42% | -43.32% | -56.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -7.85% | -1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -21.83% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -18.65% | -21.83% | +3.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.49% | — |
Current DrawdownCurrent decline from peak | -98.54% | -3.55% | -94.99% |
Average DrawdownAverage peak-to-trough decline | -98.79% | -17.42% | -81.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.91% | +0.09% |
Volatility
PRAJ.DE vs. XCS3.DE - Volatility Comparison
Amundi Prime Japan UCITS ETF (PRAJ.DE) has a higher volatility of 5.88% compared to Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.DE) at 3.83%. This indicates that PRAJ.DE's price experiences larger fluctuations and is considered to be riskier than XCS3.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 | XCS3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 3.83% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.47% | 10.87% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.20% | 14.00% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 13.14% | +3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.70% | 15.01% | +27.69% |
PRAJ.DE vs. XCS3.DE - Expense Ratio Comparison
PRAJ.DE has a 0.05% expense ratio, which is lower than XCS3.DE's 0.50% expense ratio.
Dividends
PRAJ.DE vs. XCS3.DE - Dividend Comparison
Neither PRAJ.DE nor XCS3.DE has paid dividends to shareholders.
Frequently Asked Questions
PRAJ.DE and XCS3.DE have a correlation of 0.36, 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 XCS3.DE.
PRAJ.DE is categorized as Japan Equities, while XCS3.DE is Asia Pacific Equities. PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap, while XCS3.DE tracks MSCI Malaysia Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.05% for PRAJ.DE and 0.50% for XCS3.DE.
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