PRAR.DE vs. XYP1.DE
PRAR.DE (Amundi Prime Euro Govies UCITS ETF) and XYP1.DE (Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF) are both European Government Bonds funds - PRAR.DE tracks the Solactive Eurozone Government Bond while XYP1.DE tracks the iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. Both are passively managed. Over the past 5 years, PRAR.DE returned -2.24%/yr vs 0.86%/yr for XYP1.DE. A 0.74 correlation means they provide meaningful diversification when combined. PRAR.DE charges 0.05%/yr vs 0.15%/yr for XYP1.DE.
Performance
PRAR.DE vs. XYP1.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRAR.DE achieves a 0.07% return, which is significantly higher than XYP1.DE's 0.03% 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*
- —
XYP1.DE
- 1D
- 0.05%
- 1M
- 0.28%
- YTD
- 0.03%
- 6M
- 0.09%
- 1Y
- 0.77%
- 3Y*
- 2.85%
- 5Y*
- 0.86%
- 10Y*
- 0.56%
PRAR.DE vs. XYP1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PRAR.DE Amundi Prime Euro Govies UCITS ETF | 0.07% | 0.65% | 1.42% | 6.88% | -18.24% | -3.08% | 4.14% |
XYP1.DE Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF | 0.03% | 2.37% | 3.44% | 3.75% | -4.62% | -0.71% | 0.66% |
Correlation
The correlation between PRAR.DE and XYP1.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.74 |
The correlation between PRAR.DE and XYP1.DE has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRAR.DE vs. XYP1.DE — Risk / Return Rank
PRAR.DE
XYP1.DE
PRAR.DE vs. XYP1.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 Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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 | XYP1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.11 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.55 | -0.57 |
| Martin ratioReturn relative to average drawdown | -0.05 | 1.75 | -1.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PRAR.DE | XYP1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.56 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.49 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | 0.46 | -0.74 |
Drawdowns
PRAR.DE vs. XYP1.DE - Drawdown Comparison
The maximum PRAR.DE drawdown since its inception was -22.34%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for PRAR.DE and XYP1.DE.
Loading charts...
Drawdown Indicators
| PRAR.DE | XYP1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.34% | -5.77% | -16.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.48% | -1.39% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -4.05% | -1.39% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.49% | -5.53% | -15.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.77% | — |
Current DrawdownCurrent decline from peak | -13.95% | -0.61% | -13.34% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -0.93% | -10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 0.44% | +0.93% |
Volatility
PRAR.DE vs. XYP1.DE - Volatility Comparison
Amundi Prime Euro Govies UCITS ETF (PRAR.DE) has a higher volatility of 1.75% compared to Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) at 0.49%. This indicates that PRAR.DE's price experiences larger fluctuations and is considered to be riskier than XYP1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRAR.DE | XYP1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 0.49% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 3.67% | 1.25% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.40% | 1.38% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.22% | 1.75% | +4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.80% | 2.01% | +3.79% |
PRAR.DE vs. XYP1.DE - Expense Ratio Comparison
PRAR.DE has a 0.05% expense ratio, which is lower than XYP1.DE's 0.15% 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. XYP1.DE - Dividend Comparison
Neither PRAR.DE nor XYP1.DE has paid dividends to shareholders.
Frequently Asked Questions
PRAR.DE and XYP1.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.15% for XYP1.DE.
PRAR.DE tracks Solactive Eurozone Government Bond, while XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.05% for PRAR.DE and 0.15% for XYP1.DE.
Find the right allocation for PRAR.DE and XYP1.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer