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PRAM.DE vs. H410.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAM.DE vs. H410.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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.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 stocks are quite close, with PRAM.DE having a 27.40% return and H410.DE slightly lower at 27.39%.


PRAM.DE

1D
0.00%
1M
1.21%
YTD
27.40%
6M
29.16%
1Y
45.89%
3Y*
20.71%
5Y*
10Y*

H410.DE

1D
-1.24%
1M
0.53%
YTD
27.39%
6M
29.46%
1Y
46.98%
3Y*
20.80%
5Y*
7.83%
10Y*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAM.DE vs. H410.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
27.40%17.03%13.52%7.05%-12.45%-15.96%
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
27.39%18.65%13.95%4.67%-13.87%-2.26%

Correlation

The correlation between PRAM.DE and H410.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2021

0.95

The correlation between PRAM.DE and H410.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

PRAM.DE vs. H410.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: 5959
Overall Rank
PRAM.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PRAM.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
PRAM.DE Omega Ratio Rank: 7979
Omega Ratio Rank
PRAM.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
PRAM.DE Martin Ratio Rank: 4343
Martin Ratio Rank

H410.DE
H410.DE Risk / Return Rank: 8585
Overall Rank
H410.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
H410.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
H410.DE Omega Ratio Rank: 8585
Omega Ratio Rank
H410.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
H410.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. H410.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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.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.


PRAM.DEH410.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.40

1.44

-0.04

Calmar ratioReturn relative to maximum drawdown

2.72

4.44

-1.72

Martin ratioReturn relative to average drawdown

6.33

15.04

-8.71

PRAM.DE vs. H410.DE - Sharpe Ratio Comparison

The current PRAM.DE Sharpe Ratio is 1.64, which is lower than the H410.DE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of PRAM.DE and H410.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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Drawdowns

PRAM.DE vs. H410.DE - Drawdown Comparison

The maximum PRAM.DE drawdown since its inception was -29.89%, smaller than the maximum H410.DE drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and H410.DE.


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Drawdown Indicators


PRAM.DEH410.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.89%

-41.02%

+11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-16.81%

-10.47%

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-19.01%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

Max Drawdown (10Y)

Largest decline over 10 years

-31.62%

Current Drawdown

Current decline from peak

-4.19%

-5.04%

+0.85%

Average Drawdown

Average peak-to-trough decline

-15.89%

-13.33%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

3.10%

+4.12%

Volatility

PRAM.DE vs. H410.DE - Volatility Comparison

Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) have volatilities of 8.74% and 8.77%, 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.DEH410.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

8.77%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

16.71%

16.81%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

27.86%

19.15%

+8.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.64%

17.00%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

18.27%

+2.37%

PRAM.DE vs. H410.DE - Expense Ratio Comparison

PRAM.DE has a 0.10% expense ratio, which is lower than H410.DE's 0.15% 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. H410.DE - Dividend Comparison

PRAM.DE has not paid dividends to shareholders, while H410.DE's dividend yield for the trailing twelve months is around 1.60%.


PositionTTM20252024202320222021202020192018201720162015
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
1.60%2.00%2.40%2.59%3.11%2.00%1.69%2.03%2.20%1.62%1.71%2.28%
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%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, PRAM.DE and H410.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 0.15% for H410.DE.

PRAM.DE tracks MSCI EM NR USD, while H410.DE tracks MSCI Emerging Markets. They also come from different issuers: Amundi and HSBC. Their fees differ too: 0.10% for PRAM.DE and 0.15% for H410.DE.

Portfolio Optimizer

Find the right allocation for PRAM.DE and H410.DE

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