PRAM.DE vs. AVWS.DE
PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) and AVWS.DE (Avantis Global Small Cap Value UCITS ETF USD Acc EUR) are both exchange-traded funds - PRAM.DE is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while AVWS.DE is a Foreign Small & Mid Cap Equities fund actively managed by Avantis. PRAM.DE is passively managed, while AVWS.DE is actively managed. Over the past year, PRAM.DE returned 47.88% vs 34.95% for AVWS.DE. At a 0.49 correlation, their price movements are largely independent. PRAM.DE charges 0.10%/yr vs 0.39%/yr for AVWS.DE.
Performance
PRAM.DE vs. AVWS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PRAM.DE achieves a 26.47% return, which is significantly higher than AVWS.DE's 18.30% return.
PRAM.DE
- 1D
- -1.40%
- 1M
- 5.50%
- YTD
- 26.47%
- 6M
- 28.34%
- 1Y
- 47.88%
- 3Y*
- 20.14%
- 5Y*
- —
- 10Y*
- —
AVWS.DE
- 1D
- 0.39%
- 1M
- 1.51%
- YTD
- 18.30%
- 6M
- 18.97%
- 1Y
- 34.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PRAM.DE vs. AVWS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 26.47% | 17.03% | -1.65% |
AVWS.DE Avantis Global Small Cap Value UCITS ETF USD Acc EUR | 18.30% | 7.87% | 5.65% |
Correlation
The correlation between PRAM.DE and AVWS.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024 | 0.49 |
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Return for Risk
PRAM.DE vs. AVWS.DE — Risk / Return Rank
PRAM.DE
AVWS.DE
PRAM.DE vs. AVWS.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 Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.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.DE | AVWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.42 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 5.44 | -0.92 |
| Martin ratioReturn relative to average drawdown | 15.90 | 20.29 | -4.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRAM.DE | AVWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 2.40 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.08 | -0.47 |
Drawdowns
PRAM.DE vs. AVWS.DE - Drawdown Comparison
The maximum PRAM.DE drawdown since its inception was -20.90%, smaller than the maximum AVWS.DE drawdown of -25.21%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and AVWS.DE.
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Drawdown Indicators
| PRAM.DE | AVWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.90% | -25.21% | +4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -6.39% | -4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | — | — |
Current DrawdownCurrent decline from peak | -2.59% | -0.39% | -2.20% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -5.13% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.72% | +1.28% |
Volatility
PRAM.DE vs. AVWS.DE - Volatility Comparison
Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a higher volatility of 7.09% compared to Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) at 3.27%. This indicates that PRAM.DE's price experiences larger fluctuations and is considered to be riskier than AVWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRAM.DE | AVWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 3.27% | +3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 14.98% | 9.60% | +5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 14.48% | +3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 18.12% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 18.12% | -1.28% |
PRAM.DE vs. AVWS.DE - Expense Ratio Comparison
PRAM.DE has a 0.10% expense ratio, which is lower than AVWS.DE's 0.39% expense ratio.
Dividends
PRAM.DE vs. AVWS.DE - Dividend Comparison
Neither PRAM.DE nor AVWS.DE has paid dividends to shareholders.
Frequently Asked Questions
PRAM.DE and AVWS.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.39% for AVWS.DE.
PRAM.DE is categorized as Emerging Markets Equities, while AVWS.DE is Foreign Small & Mid Cap Equities. They also come from different issuers: Amundi and Avantis. Their fees differ too: 0.10% for PRAM.DE and 0.39% for AVWS.DE.
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