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PRAM.DE vs. V3PA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAM.DE vs. V3PA.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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.DE). The values are adjusted to include any dividend payments, if applicable.

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PRAM.DE vs. V3PA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
6.47%17.03%13.52%7.05%1.80%
V3PA.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating
9.52%16.47%7.66%10.91%3.89%

Returns By Period

In the year-to-date period, PRAM.DE achieves a 6.47% return, which is significantly lower than V3PA.DE's 9.52% return.


PRAM.DE

1D
3.41%
1M
-5.29%
YTD
6.47%
6M
9.51%
1Y
25.11%
3Y*
14.17%
5Y*
10Y*

V3PA.DE

1D
4.23%
1M
-5.28%
YTD
9.52%
6M
15.79%
1Y
29.87%
3Y*
13.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRAM.DE vs. V3PA.DE - Expense Ratio Comparison

PRAM.DE has a 0.10% expense ratio, which is lower than V3PA.DE's 0.17% 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%.


Return for Risk

PRAM.DE vs. V3PA.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: 7272
Overall Rank
PRAM.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PRAM.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
PRAM.DE Omega Ratio Rank: 6666
Omega Ratio Rank
PRAM.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
PRAM.DE Martin Ratio Rank: 7373
Martin Ratio Rank

V3PA.DE
V3PA.DE Risk / Return Rank: 8282
Overall Rank
V3PA.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
V3PA.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
V3PA.DE Omega Ratio Rank: 8080
Omega Ratio Rank
V3PA.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
V3PA.DE Martin Ratio Rank: 8484
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. V3PA.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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.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.DEV3PA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.63

-0.27

Sortino ratio

Return per unit of downside risk

1.85

2.16

-0.31

Omega ratio

Gain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

2.47

2.70

-0.23

Martin ratio

Return relative to average drawdown

8.26

10.47

-2.21

PRAM.DE vs. V3PA.DE - Sharpe Ratio Comparison

The current PRAM.DE Sharpe Ratio is 1.35, which is comparable to the V3PA.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of PRAM.DE and V3PA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRAM.DEV3PA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.63

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.95

-0.55

Correlation

The correlation between PRAM.DE and V3PA.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRAM.DE vs. V3PA.DE - Dividend Comparison

Neither PRAM.DE nor V3PA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PRAM.DE vs. V3PA.DE - Drawdown Comparison

The maximum PRAM.DE drawdown since its inception was -20.90%, which is greater than V3PA.DE's maximum drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and V3PA.DE.


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Drawdown Indicators


PRAM.DEV3PA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.90%

-17.58%

-3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-11.44%

-1.94%

Current Drawdown

Current decline from peak

-7.49%

-7.43%

-0.06%

Average Drawdown

Average peak-to-trough decline

-7.96%

-2.84%

-5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.95%

+0.20%

Volatility

PRAM.DE vs. V3PA.DE - Volatility Comparison

The current volatility for Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) is 7.13%, while Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.DE) has a volatility of 8.26%. This indicates that PRAM.DE experiences smaller price fluctuations and is considered to be less risky than V3PA.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.DEV3PA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

8.26%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

13.69%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.51%

18.27%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

14.72%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

14.72%

+1.76%