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PRAM.DE vs. LTAM.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAM.DE vs. LTAM.AS - 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 iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS). The values are adjusted to include any dividend payments, if applicable.

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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 LTAM.AS's 11.12% return.


PRAM.DE

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

LTAM.AS

1D
-0.60%
1M
-7.19%
YTD
11.12%
6M
8.42%
1Y
33.48%
3Y*
9.99%
5Y*
9.23%
10Y*
6.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAM.DE vs. LTAM.AS - 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%
LTAM.AS
iShares MSCI EM Latin America UCITS ETF USD (Dist)
11.12%36.08%-22.43%28.47%14.01%-0.14%

Correlation

The correlation between PRAM.DE and LTAM.AS is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.53

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

0.50

The correlation between PRAM.DE and LTAM.AS has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.

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Return for Risk

PRAM.DE vs. LTAM.AS — 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

LTAM.AS
LTAM.AS Risk / Return Rank: 5656
Overall Rank
LTAM.AS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LTAM.AS Sortino Ratio Rank: 5555
Sortino Ratio Rank
LTAM.AS Omega Ratio Rank: 5252
Omega Ratio Rank
LTAM.AS Calmar Ratio Rank: 6161
Calmar Ratio Rank
LTAM.AS Martin Ratio Rank: 5555
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. LTAM.AS - 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 iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS). 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.DELTAM.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.48

1.32

+0.16

Calmar ratioReturn relative to maximum drawdown

4.52

3.00

+1.52

Martin ratioReturn relative to average drawdown

15.90

9.22

+6.69

PRAM.DE vs. LTAM.AS - Sharpe Ratio Comparison

The current PRAM.DE Sharpe Ratio is 2.68, which is higher than the LTAM.AS Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PRAM.DE and LTAM.AS, 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.DELTAM.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

1.87

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.07

+0.54

Drawdowns

PRAM.DE vs. LTAM.AS - Drawdown Comparison

The maximum PRAM.DE drawdown since its inception was -20.90%, smaller than the maximum LTAM.AS drawdown of -60.23%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and LTAM.AS.


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Drawdown Indicators


PRAM.DELTAM.ASDifference

Max Drawdown

Largest peak-to-trough decline

-20.90%

-60.23%

+39.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-11.01%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-25.56%

+6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

Max Drawdown (10Y)

Largest decline over 10 years

-49.89%

Current Drawdown

Current decline from peak

-2.59%

-11.01%

+8.42%

Average Drawdown

Average peak-to-trough decline

-7.74%

-26.14%

+18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.60%

-0.60%

Volatility

PRAM.DE vs. LTAM.AS - Volatility Comparison

Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a higher volatility of 7.09% compared to iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS) at 5.16%. This indicates that PRAM.DE's price experiences larger fluctuations and is considered to be riskier than LTAM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAM.DELTAM.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

5.16%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

14.94%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

17.63%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

20.78%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

25.09%

-8.25%

PRAM.DE vs. LTAM.AS - Expense Ratio Comparison

PRAM.DE has a 0.10% expense ratio, which is lower than LTAM.AS's 0.20% 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. LTAM.AS - Dividend Comparison

PRAM.DE has not paid dividends to shareholders, while LTAM.AS's dividend yield for the trailing twelve months is around 3.02%.


PositionTTM20252024202320222021202020192018201720162015
LTAM.AS
iShares MSCI EM Latin America UCITS ETF USD (Dist)
3.02%3.21%5.22%3.99%6.79%2.66%1.65%2.11%1.84%1.41%1.23%2.69%
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


PRAM.DE and LTAM.AS have a correlation of 0.55, 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 0.20% for LTAM.AS.

PRAM.DE is categorized as Emerging Markets Equities, while LTAM.AS is Latin America Equities. PRAM.DE tracks MSCI EM NR USD, while LTAM.AS tracks MSCI EM Latin America NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for PRAM.DE and 0.20% for LTAM.AS.

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