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

Performance

PRAR.DE vs. PRAS.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 Amundi Prime US Treasury UCITS ETF (PRAS.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
PRAR.DE
Amundi Prime Euro Govies UCITS ETF
-0.64%0.65%1.42%6.88%-18.24%-3.08%2.72%
PRAS.DE
Amundi Prime US Treasury UCITS ETF
1.94%-5.52%6.51%0.42%-6.75%6.02%-5.49%

Returns By Period

In the year-to-date period, PRAR.DE achieves a -0.64% return, which is significantly lower than PRAS.DE's 1.94% return.


PRAR.DE

1D
0.23%
1M
-2.76%
YTD
-0.64%
6M
-0.39%
1Y
1.25%
3Y*
2.04%
5Y*
-2.60%
10Y*

PRAS.DE

1D
-0.56%
1M
0.80%
YTD
1.94%
6M
2.57%
1Y
-3.28%
3Y*
0.66%
5Y*
0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both PRAR.DE and PRAS.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

PRAR.DE vs. PRAS.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: 1818
Overall Rank
PRAR.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRAR.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
PRAR.DE Omega Ratio Rank: 1717
Omega Ratio Rank
PRAR.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
PRAR.DE Martin Ratio Rank: 1818
Martin Ratio Rank

PRAS.DE
PRAS.DE Risk / Return Rank: 55
Overall Rank
PRAS.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PRAS.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
PRAS.DE Omega Ratio Rank: 44
Omega Ratio Rank
PRAS.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
PRAS.DE Martin Ratio Rank: 66
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. PRAS.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 Amundi Prime US Treasury UCITS ETF (PRAS.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.DEPRAS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.32

-0.44

+0.76

Sortino ratio

Return per unit of downside risk

0.47

-0.53

+0.99

Omega ratio

Gain probability vs. loss probability

1.05

0.93

+0.12

Calmar ratio

Return relative to maximum drawdown

0.23

-0.46

+0.69

Martin ratio

Return relative to average drawdown

0.83

-0.71

+1.54

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

The current PRAR.DE Sharpe Ratio is 0.32, which is higher than the PRAS.DE Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of PRAR.DE and PRAS.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.DEPRAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

-0.44

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.03

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

-0.08

-0.23

Correlation

The correlation between PRAR.DE and PRAS.DE is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRAR.DE vs. PRAS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

PRAR.DE vs. PRAS.DE - Drawdown Comparison

The maximum PRAR.DE drawdown since its inception was -22.34%, which is greater than PRAS.DE's maximum drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for PRAR.DE and PRAS.DE.


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Drawdown Indicators


PRAR.DEPRAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-17.44%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-8.41%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

-12.89%

-8.60%

Current Drawdown

Current decline from peak

-14.56%

-12.10%

-2.46%

Average Drawdown

Average peak-to-trough decline

-11.51%

-11.34%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

5.16%

-4.20%

Volatility

PRAR.DE vs. PRAS.DE - Volatility Comparison

Amundi Prime Euro Govies UCITS ETF (PRAR.DE) and Amundi Prime US Treasury UCITS ETF (PRAS.DE) have volatilities of 2.03% and 1.97%, 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.DEPRAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

1.97%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

3.83%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

7.44%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

8.03%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

8.12%

-2.34%