PRAR.DE vs. BJLM.DE
PRAR.DE (Amundi Prime Euro Govies UCITS ETF) and BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) are both European Government Bonds funds. PRAR.DE is passively managed, while BJLM.DE is actively managed. Over the past year, PRAR.DE returned -0.06% vs -0.14% for BJLM.DE. With a 0.96 correlation, they move nearly in lockstep. PRAR.DE charges 0.05%/yr vs 0.12%/yr for BJLM.DE.
Performance
PRAR.DE vs. BJLM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PRAR.DE achieves a 0.07% return, which is significantly lower than BJLM.DE's 0.09% return.
PRAR.DE
- 1D
- 0.09%
- 1M
- 0.61%
- YTD
- 0.07%
- 6M
- -0.03%
- 1Y
- -0.06%
- 3Y*
- 2.33%
- 5Y*
- -2.24%
- 10Y*
- —
BJLM.DE
- 1D
- 0.07%
- 1M
- 0.52%
- YTD
- 0.09%
- 6M
- -0.00%
- 1Y
- -0.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PRAR.DE vs. BJLM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PRAR.DE Amundi Prime Euro Govies UCITS ETF | 0.07% | 0.65% | 3.30% |
BJLM.DE BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation | 0.09% | 0.55% | 2.01% |
Correlation
The correlation between PRAR.DE and BJLM.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 (All Time) Calculated using the full available price history since Feb 21, 2024 | 0.96 |
The correlation between PRAR.DE and BJLM.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
PRAR.DE vs. BJLM.DE — Risk / Return Rank
PRAR.DE
BJLM.DE
PRAR.DE vs. BJLM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Euro Govies UCITS ETF (PRAR.DE) and BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.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.
| PRAR.DE | BJLM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.00 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | -0.04 | +0.02 |
| Martin ratioReturn relative to average drawdown | -0.05 | -0.10 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRAR.DE | BJLM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | -0.03 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | 0.24 | -0.52 |
Drawdowns
PRAR.DE vs. BJLM.DE - Drawdown Comparison
The maximum PRAR.DE drawdown since its inception was -22.34%, which is greater than BJLM.DE's maximum drawdown of -3.87%. Use the drawdown chart below to compare losses from any high point for PRAR.DE and BJLM.DE.
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Drawdown Indicators
| PRAR.DE | BJLM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.34% | -3.87% | -18.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.48% | -3.33% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -4.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.49% | — | — |
Current DrawdownCurrent decline from peak | -13.95% | -1.97% | -11.98% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -1.31% | -10.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 1.33% | +0.04% |
Volatility
PRAR.DE vs. BJLM.DE - Volatility Comparison
Amundi Prime Euro Govies UCITS ETF (PRAR.DE) and BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) have volatilities of 1.75% and 1.69%, 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
| PRAR.DE | BJLM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 1.69% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.67% | 4.12% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.40% | 4.70% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.22% | 4.84% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.80% | 4.84% | +0.96% |
PRAR.DE vs. BJLM.DE - Expense Ratio Comparison
PRAR.DE has a 0.05% expense ratio, which is lower than BJLM.DE's 0.12% 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
PRAR.DE vs. BJLM.DE - Dividend Comparison
Neither PRAR.DE nor BJLM.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, PRAR.DE and BJLM.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, PRAR.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAR.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for BJLM.DE.
They also come from different issuers: Amundi and BNP Paribas. Their fees differ too: 0.05% for PRAR.DE and 0.12% for BJLM.DE.
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