PRAP.DE vs. AUM5.DE

Last updated Jul 4, 2026

PRAP.DE (Amundi Core USD Corporate Bond UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - PRAP.DE is a Corporate Bonds fund tracking the Bloomberg US Corporate Liquid Issuer Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, PRAP.DE returned 0.94%/yr vs 13.81%/yr for AUM5.DE. At a 0.23 correlation, their price movements are largely independent. PRAP.DE charges 0.07%/yr vs 0.15%/yr for AUM5.DE.

Performance

PRAP.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRAP.DE achieves a 3.31% return, which is significantly lower than AUM5.DE's 12.24% return.

PRAP.DE

• 1D: -0.05%
• 1M: 1.93%
• 6M: 3.54%
• YTD: 3.31%
• 1Y: 7.09%
• 3Y*: 3.45%
• 5Y*: 0.94%
• 10Y*: —

AUM5.DE

• 1D: 0.21%
• 1M: 0.61%
• 6M: 13.04%
• YTD: 12.24%
• 1Y: 24.13%
• 3Y*: 18.43%
• 5Y*: 13.81%
• 10Y*: 15.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAP.DE vs. AUM5.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PRAP.DE Amundi Core USD Corporate Bond UCITS ETF (Acc)	3.31%	-3.96%	7.69%	4.70%	-10.24%	6.82%	-11.43%
AUM5.DE Amundi S&P 500 UCITS ETF EUR	12.24%	4.80%	32.40%	22.65%	-14.14%	40.97%	3.30%

Correlation

The correlation between PRAP.DE and AUM5.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020	0.23

The correlation between PRAP.DE and AUM5.DE shifts across timeframes, from 0.23 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PRAP.DE vs. AUM5.DE — Risk / Return Rank

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

PRAP.DE

PRAP.DE Risk / Return Rank: 39
PRAP.DE Sharpe Ratio Rank: 37
PRAP.DE Sortino Ratio Rank: 38
PRAP.DE Omega Ratio Rank: 37
PRAP.DE Calmar Ratio Rank: 46
PRAP.DE Martin Ratio Rank: 39

AUM5.DE

AUM5.DE Risk / Return Rank: 77
AUM5.DE Sharpe Ratio Rank: 78
AUM5.DE Sortino Ratio Rank: 76
AUM5.DE Omega Ratio Rank: 77
AUM5.DE Calmar Ratio Rank: 78
AUM5.DE Martin Ratio Rank: 77

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.

PRAP.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.

	PRAP.DE	AUM5.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.14	2.03	-0.89
Sortino ratio: Return per unit of downside risk	1.73	2.78	-1.06
Omega ratio: Gain probability vs. loss probability	1.21	1.37	-0.16
Calmar ratio: Return relative to maximum drawdown	1.95	3.35	-1.39
Martin ratio: Return relative to average drawdown	5.14	11.77	-6.63

PRAP.DE vs. AUM5.DE - Sharpe Ratio Comparison

The current PRAP.DE Sharpe Ratio is 1.14, which is lower than the AUM5.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of PRAP.DE and AUM5.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.

Drawdowns

PRAP.DE vs. AUM5.DE - Drawdown Comparison

The maximum PRAP.DE drawdown since its inception was -18.71%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for PRAP.DE and AUM5.DE.

Drawdown Indicators

	PRAP.DE	AUM5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-18.71%	-33.65%	+14.94%
Max Drawdown (1Y) Largest decline over 1 year	-3.62%	-7.18%	+3.56%
Max Drawdown (3Y) Largest decline over 3 years	-11.80%	-23.30%	+11.50%
Max Drawdown (5Y) Largest decline over 5 years	-13.30%	-23.30%	+10.00%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.65%	—
Current Drawdown Current decline from peak	-5.56%	-0.65%	-4.91%
Average Drawdown Average peak-to-trough decline	-10.15%	-3.98%	-6.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.38%	2.04%	-0.66%

Volatility

PRAP.DE vs. AUM5.DE - Volatility Comparison

The current volatility for Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.DE) is 1.73%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.66%. This indicates that PRAP.DE experiences smaller price fluctuations and is considered to be less risky than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRAP.DE	AUM5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.73%	3.66%	-1.93%
Volatility (6M) Calculated over the trailing 6-month period	4.18%	7.97%	-3.79%
Volatility (1Y) Calculated over the trailing 1-year period	6.18%	11.89%	-5.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.34%	15.22%	-6.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.57%	16.08%	-6.51%

PRAP.DE vs. AUM5.DE - Expense Ratio Comparison

PRAP.DE has a 0.07% expense ratio, which is lower than AUM5.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

PRAP.DE vs. AUM5.DE - Dividend Comparison

Neither PRAP.DE nor AUM5.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PRAP.DE and AUM5.DE in my portfolio?

PRAP.DE and AUM5.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRAP.DE or AUM5.DE?

On fees, PRAP.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRAP.DE or AUM5.DE?

PRAP.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for AUM5.DE.

What is the main difference between PRAP.DE and AUM5.DE?

PRAP.DE is categorized as Corporate Bonds, while AUM5.DE is S&P 500. PRAP.DE tracks Bloomberg US Corporate Liquid Issuer Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.07% for PRAP.DE and 0.15% for AUM5.DE.