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PRAM.DE vs. AE5A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAM.DE vs. AE5A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) and Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PRAM.DE having a 26.47% return and AE5A.DE slightly higher at 27.41%.


PRAM.DE

1D
-1.40%
1M
5.50%
YTD
26.47%
6M
28.34%
1Y
47.88%
3Y*
20.14%
5Y*
10Y*

AE5A.DE

1D
-1.54%
1M
6.05%
YTD
27.41%
6M
29.44%
1Y
49.88%
3Y*
20.90%
5Y*
8.49%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAM.DE vs. AE5A.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
26.47%17.03%13.52%7.05%-12.45%1.12%
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
27.41%19.26%14.36%5.58%-14.19%0.87%

Correlation

The correlation between PRAM.DE and AE5A.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.94

The correlation between PRAM.DE and AE5A.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

PRAM.DE vs. AE5A.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRAM.DE
PRAM.DE Risk / Return Rank: 8282
Overall Rank
PRAM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PRAM.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRAM.DE Omega Ratio Rank: 8181
Omega Ratio Rank
PRAM.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
PRAM.DE Martin Ratio Rank: 8181
Martin Ratio Rank

AE5A.DE
AE5A.DE Risk / Return Rank: 8585
Overall Rank
AE5A.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AE5A.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
AE5A.DE Omega Ratio Rank: 8585
Omega Ratio Rank
AE5A.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
AE5A.DE Martin Ratio Rank: 8585
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.

PRAM.DE vs. AE5A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) and Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.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.


PRAM.DEAE5A.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.48

1.50

-0.03

Calmar ratioReturn relative to maximum drawdown

4.52

4.80

-0.28

Martin ratioReturn relative to average drawdown

15.90

17.35

-1.45

PRAM.DE vs. AE5A.DE - Sharpe Ratio Comparison

The current PRAM.DE Sharpe Ratio is 2.68, which is comparable to the AE5A.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of PRAM.DE and AE5A.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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Sharpe Ratios by Period


PRAM.DEAE5A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

2.79

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.42

+0.20

Drawdowns

PRAM.DE vs. AE5A.DE - Drawdown Comparison

The maximum PRAM.DE drawdown since its inception was -20.90%, smaller than the maximum AE5A.DE drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and AE5A.DE.


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Drawdown Indicators


PRAM.DEAE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.90%

-36.16%

+15.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-10.34%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-19.22%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-23.47%

Max Drawdown (10Y)

Largest decline over 10 years

-32.24%

Current Drawdown

Current decline from peak

-2.59%

-2.56%

-0.03%

Average Drawdown

Average peak-to-trough decline

-7.74%

-9.72%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.87%

+0.13%

Volatility

PRAM.DE vs. AE5A.DE - Volatility Comparison

Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) and Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) have volatilities of 7.09% and 7.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAM.DEAE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

7.32%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

14.97%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

17.82%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

17.23%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

19.05%

-2.21%

PRAM.DE vs. AE5A.DE - Expense Ratio Comparison

PRAM.DE has a 0.10% expense ratio, which is lower than AE5A.DE's 0.14% 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

PRAM.DE vs. AE5A.DE - Dividend Comparison

PRAM.DE has not paid dividends to shareholders, while AE5A.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
1.69%2.15%3.38%3.80%2.44%1.62%1.71%2.01%2.17%
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, PRAM.DE and AE5A.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.14% for AE5A.DE.

PRAM.DE tracks MSCI EM NR USD, while AE5A.DE tracks MSCI Emerging Markets Index. Their fees differ too: 0.10% for PRAM.DE and 0.14% for AE5A.DE.

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