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PRAR.DE vs. EUNA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAR.DE vs. EUNA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Euro Govies UCITS ETF (PRAR.DE) and iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE). The values are adjusted to include any dividend payments, if applicable.

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PRAR.DE vs. EUNA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAR.DE
Amundi Prime Euro Govies UCITS ETF
-0.48%0.65%1.42%6.88%-18.24%-3.08%4.14%
EUNA.DE
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.50%2.79%1.60%4.36%-13.52%-2.37%3.12%

Returns By Period

The year-to-date returns for both stocks are quite close, with PRAR.DE having a -0.48% return and EUNA.DE slightly lower at -0.50%.


PRAR.DE

1D
0.15%
1M
-2.10%
YTD
-0.48%
6M
-0.22%
1Y
0.96%
3Y*
2.09%
5Y*
-2.57%
10Y*

EUNA.DE

1D
0.51%
1M
-1.38%
YTD
-0.50%
6M
0.00%
1Y
1.34%
3Y*
2.07%
5Y*
-1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRAR.DE vs. EUNA.DE - Expense Ratio Comparison

PRAR.DE has a 0.05% expense ratio, which is lower than EUNA.DE's 0.10% 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

PRAR.DE vs. EUNA.DE — Risk / Return Rank

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

PRAR.DE
PRAR.DE Risk / Return Rank: 1717
Overall Rank
PRAR.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRAR.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
PRAR.DE Omega Ratio Rank: 1414
Omega Ratio Rank
PRAR.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRAR.DE Martin Ratio Rank: 2020
Martin Ratio Rank

EUNA.DE
EUNA.DE Risk / Return Rank: 2121
Overall Rank
EUNA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 2121
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.

PRAR.DE vs. EUNA.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 iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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.DEEUNA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.37

-0.13

Sortino ratio

Return per unit of downside risk

0.36

0.53

-0.17

Omega ratio

Gain probability vs. loss probability

1.04

1.07

-0.02

Calmar ratio

Return relative to maximum drawdown

0.35

0.52

-0.17

Martin ratio

Return relative to average drawdown

1.24

1.37

-0.14

PRAR.DE vs. EUNA.DE - Sharpe Ratio Comparison

The current PRAR.DE Sharpe Ratio is 0.24, which is lower than the EUNA.DE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of PRAR.DE and EUNA.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


PRAR.DEEUNA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.37

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

-0.27

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

-0.05

-0.25

Correlation

The correlation between PRAR.DE and EUNA.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRAR.DE vs. EUNA.DE - Dividend Comparison

Neither PRAR.DE nor EUNA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PRAR.DE vs. EUNA.DE - Drawdown Comparison

The maximum PRAR.DE drawdown since its inception was -22.34%, which is greater than EUNA.DE's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for PRAR.DE and EUNA.DE.


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Drawdown Indicators


PRAR.DEEUNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-17.79%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-2.57%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

-17.03%

-4.46%

Current Drawdown

Current decline from peak

-14.43%

-8.69%

-5.74%

Average Drawdown

Average peak-to-trough decline

-11.51%

-6.72%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.97%

+0.01%

Volatility

PRAR.DE vs. EUNA.DE - Volatility Comparison

Amundi Prime Euro Govies UCITS ETF (PRAR.DE) has a higher volatility of 1.99% compared to iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) at 1.74%. This indicates that PRAR.DE's price experiences larger fluctuations and is considered to be riskier than EUNA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAR.DEEUNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.74%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

2.38%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

3.60%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

4.58%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

4.27%

+1.51%