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

Performance

PRAP.DE vs. UCRP.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 USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.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 2.33% return, which is significantly lower than UCRP.DE's 2.67% return.


PRAP.DE

1D
0.21%
1M
0.27%
6M
0.96%
YTD
2.33%
1Y
6.08%
3Y*
4.04%
5Y*
0.57%
10Y*

UCRP.DE

1D
0.24%
1M
0.57%
6M
1.53%
YTD
2.67%
1Y
5.86%
3Y*
4.05%
5Y*
0.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
PRAP.DE
Amundi Core USD Corporate Bond UCITS ETF (Acc)
2.33%-3.96%7.69%4.70%-10.24%6.82%-11.43%
UCRP.DE
Amundi USD Corporate Bond ESG UCITS ETF DR (Acc)
2.67%-4.44%7.79%4.77%-9.83%6.55%-2.40%

Correlation

The correlation between PRAP.DE and UCRP.DE is 0.91, 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

0.91

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

0.95

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

0.94

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

0.91

The correlation between PRAP.DE and UCRP.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

PRAP.DE vs. UCRP.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: 3333
Overall Rank
PRAP.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PRAP.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRAP.DE Omega Ratio Rank: 3131
Omega Ratio Rank
PRAP.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
PRAP.DE Martin Ratio Rank: 3434
Martin Ratio Rank

UCRP.DE
UCRP.DE Risk / Return Rank: 3535
Overall Rank
UCRP.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UCRP.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
UCRP.DE Omega Ratio Rank: 3131
Omega Ratio Rank
UCRP.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
UCRP.DE Martin Ratio Rank: 3737
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. UCRP.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 USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.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.DEUCRP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.67

1.77

-0.10

Martin ratioReturn relative to average drawdown

4.29

4.87

-0.58

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

The current PRAP.DE Sharpe Ratio is 0.98, which is comparable to the UCRP.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PRAP.DE and UCRP.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. UCRP.DE - Drawdown Comparison

The maximum PRAP.DE drawdown since its inception was -18.71%, which is greater than UCRP.DE's maximum drawdown of -14.40%. Use the drawdown chart below to compare losses from any high point for PRAP.DE and UCRP.DE.


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Drawdown Indicators


PRAP.DEUCRP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.71%

-14.40%

-4.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.62%

-3.29%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-11.80%

-11.27%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-13.30%

-12.94%

-0.36%

Current Drawdown

Current decline from peak

-6.45%

-4.50%

-1.95%

Average Drawdown

Average peak-to-trough decline

-10.13%

-5.31%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.20%

+0.21%

Volatility

PRAP.DE vs. UCRP.DE - Volatility Comparison

Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.DE) has a higher volatility of 1.85% compared to Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) at 1.75%. This indicates that PRAP.DE's price experiences larger fluctuations and is considered to be riskier than UCRP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAP.DEUCRP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.75%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

3.90%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

6.16%

5.72%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.34%

8.35%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.55%

9.06%

+0.49%

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

PRAP.DE has a 0.07% expense ratio, which is lower than UCRP.DE's 0.14% 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. UCRP.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, PRAP.DE and UCRP.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 0.14% for UCRP.DE.

PRAP.DE tracks Bloomberg US Corporate Liquid Issuer Index, while UCRP.DE tracks Bloomberg MSCI US Corporate SRI Index. Their fees differ too: 0.07% for PRAP.DE and 0.14% for UCRP.DE.

Portfolio Optimizer

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