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PRAP.DE vs. JRUB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAP.DE vs. JRUB.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 JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRAP.DE achieves a 2.44% return, which is significantly lower than JRUB.DE's 2.93% return.


PRAP.DE

1D
0.16%
1M
0.32%
6M
0.91%
YTD
2.44%
1Y
5.54%
3Y*
3.99%
5Y*
0.59%
10Y*

JRUB.DE

1D
-0.05%
1M
0.60%
6M
1.39%
YTD
2.93%
1Y
5.96%
3Y*
4.10%
5Y*
0.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
PRAP.DE
Amundi Core USD Corporate Bond UCITS ETF (Acc)
2.44%-3.96%7.69%4.70%-10.24%6.82%-11.43%
JRUB.DE
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF
2.93%-4.07%7.98%4.63%-10.39%6.44%-2.23%

Correlation

The correlation between PRAP.DE and JRUB.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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.91

The correlation between PRAP.DE and JRUB.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

PRAP.DE vs. JRUB.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: 3535
Overall Rank
PRAP.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PRAP.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
PRAP.DE Omega Ratio Rank: 3232
Omega Ratio Rank
PRAP.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
PRAP.DE Martin Ratio Rank: 3434
Martin Ratio Rank

JRUB.DE
JRUB.DE Risk / Return Rank: 4040
Overall Rank
JRUB.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
JRUB.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
JRUB.DE Omega Ratio Rank: 3636
Omega Ratio Rank
JRUB.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
JRUB.DE Martin Ratio Rank: 4040
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.

PRAP.DE vs. JRUB.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 JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.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.DEJRUB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

1.53

1.90

-0.37

Martin ratioReturn relative to average drawdown

3.88

4.77

-0.89

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

The current PRAP.DE Sharpe Ratio is 0.94, which is comparable to the JRUB.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of PRAP.DE and JRUB.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

PRAP.DE vs. JRUB.DE - Drawdown Comparison

The maximum PRAP.DE drawdown since its inception was -18.71%, which is greater than JRUB.DE's maximum drawdown of -13.80%. Use the drawdown chart below to compare losses from any high point for PRAP.DE and JRUB.DE.


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Drawdown Indicators


PRAP.DEJRUB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.71%

-13.80%

-4.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.62%

-3.13%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-11.80%

-11.66%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-13.30%

-13.30%

0.00%

Current Drawdown

Current decline from peak

-6.35%

-4.00%

-2.35%

Average Drawdown

Average peak-to-trough decline

-10.13%

-5.78%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.25%

+0.17%

Volatility

PRAP.DE vs. JRUB.DE - Volatility Comparison

Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.DE) and JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) have volatilities of 1.49% and 1.43%, 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


PRAP.DEJRUB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.43%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.06%

3.88%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

5.70%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

8.61%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.55%

9.78%

-0.23%

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

PRAP.DE has a 0.07% expense ratio, which is lower than JRUB.DE's 0.19% 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. JRUB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, PRAP.DE and JRUB.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, PRAP.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAP.DE is cheaper with a 0.07% expense ratio, compared with 0.19% for JRUB.DE.

PRAP.DE tracks Bloomberg US Corporate Liquid Issuer Index, while JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.07% for PRAP.DE and 0.19% for JRUB.DE.

Portfolio Optimizer

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