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PRAS.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAS.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime US Treasury UCITS ETF (PRAS.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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, PRAS.DE achieves a 1.07% return, which is significantly lower than LYP6.DE's 7.48% return.


PRAS.DE

1D
0.03%
1M
0.83%
YTD
1.07%
6M
0.30%
1Y
1.60%
3Y*
0.10%
5Y*
0.57%
10Y*

LYP6.DE

1D
0.57%
1M
3.11%
YTD
7.48%
6M
10.06%
1Y
16.54%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAS.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAS.DE
Amundi Prime US Treasury UCITS ETF
1.07%-5.52%6.51%0.42%-6.75%6.02%-5.49%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%15.97%-10.40%24.81%-1.95%

Correlation

The correlation between PRAS.DE and LYP6.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

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

-0.06

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

-0.18

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2020

-0.19

The correlation between PRAS.DE and LYP6.DE shifts across timeframes, from -0.19 (all time) to -0.06 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PRAS.DE vs. LYP6.DE — Risk / Return Rank

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

PRAS.DE
PRAS.DE Risk / Return Rank: 1313
Overall Rank
PRAS.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PRAS.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
PRAS.DE Omega Ratio Rank: 1212
Omega Ratio Rank
PRAS.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
PRAS.DE Martin Ratio Rank: 1414
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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.

PRAS.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Treasury UCITS ETF (PRAS.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.


PRAS.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.05

1.24

-0.19

Calmar ratioReturn relative to maximum drawdown

0.41

1.74

-1.34

Martin ratioReturn relative to average drawdown

1.00

6.63

-5.64

PRAS.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current PRAS.DE Sharpe Ratio is 0.29, which is lower than the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PRAS.DE and LYP6.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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Sharpe Ratios by Period


PRAS.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

1.28

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.67

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.56

-0.65

Drawdowns

PRAS.DE vs. LYP6.DE - Drawdown Comparison

The maximum PRAS.DE drawdown since its inception was -17.44%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for PRAS.DE and LYP6.DE.


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Drawdown Indicators


PRAS.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.44%

-35.51%

+18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.91%

-9.45%

+5.54%

Max Drawdown (3Y)

Largest decline over 3 years

-11.09%

-16.26%

+5.17%

Max Drawdown (5Y)

Largest decline over 5 years

-12.89%

-20.71%

+7.82%

Current Drawdown

Current decline from peak

-12.85%

-1.62%

-11.23%

Average Drawdown

Average peak-to-trough decline

-11.40%

-4.84%

-6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.49%

-0.89%

Volatility

PRAS.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Amundi Prime US Treasury UCITS ETF (PRAS.DE) is 0.80%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that PRAS.DE experiences smaller price fluctuations and is considered to be less risky than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAS.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

4.35%

-3.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

10.65%

-6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

12.90%

-7.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.00%

14.41%

-6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

15.86%

-7.82%

PRAS.DE vs. LYP6.DE - Expense Ratio Comparison

PRAS.DE has a 0.05% expense ratio, which is lower than LYP6.DE's 0.07% 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

PRAS.DE vs. LYP6.DE - Dividend Comparison

Neither PRAS.DE nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PRAS.DE and LYP6.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAS.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for LYP6.DE.

PRAS.DE is categorized as Government Bonds, while LYP6.DE is Europe Equities. PRAS.DE tracks Solactive US Treasury Bond, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.05% for PRAS.DE and 0.07% for LYP6.DE.

Portfolio Optimizer

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