PRAS.DE vs. PRAC.DE
Compare and contrast key facts about Amundi Prime US Treasury UCITS ETF (PRAS.DE) and Invesco Preferred Shares UCITS ETF A (PRAC.DE).
PRAS.DE and PRAC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRAS.DE is a passively managed fund by Amundi that tracks the performance of the Solactive US Treasury Bond. It was launched on Jan 15, 2020. PRAC.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg Euro Corp TR EUR. It was launched on Feb 5, 2019. Both PRAS.DE and PRAC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PRAS.DE vs. PRAC.DE - Performance Comparison
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PRAS.DE vs. PRAC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PRAS.DE Amundi Prime US Treasury UCITS ETF | 1.94% | -5.52% | 6.51% | 0.42% | -6.75% | 6.02% | -5.49% |
PRAC.DE Invesco Preferred Shares UCITS ETF A | -1.06% | 3.03% | 4.31% | 7.53% | -13.95% | -1.04% | 1.27% |
Returns By Period
In the year-to-date period, PRAS.DE achieves a 1.94% return, which is significantly higher than PRAC.DE's -1.06% return.
PRAS.DE
- 1D
- -0.56%
- 1M
- 0.80%
- YTD
- 1.94%
- 6M
- 2.57%
- 1Y
- -3.28%
- 3Y*
- 0.66%
- 5Y*
- 0.24%
- 10Y*
- —
PRAC.DE
- 1D
- 0.19%
- 1M
- -2.28%
- YTD
- -1.06%
- 6M
- -0.86%
- 1Y
- 2.01%
- 3Y*
- 4.06%
- 5Y*
- -0.42%
- 10Y*
- —
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PRAS.DE vs. PRAC.DE - Expense Ratio Comparison
PRAS.DE has a 0.05% expense ratio, which is lower than PRAC.DE's 0.50% expense ratio.
Return for Risk
PRAS.DE vs. PRAC.DE — Risk / Return Rank
PRAS.DE
PRAC.DE
PRAS.DE vs. PRAC.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 Invesco Preferred Shares UCITS ETF A (PRAC.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.DE | PRAC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.44 | 0.65 | -1.09 |
Sortino ratioReturn per unit of downside risk | -0.53 | 0.94 | -1.47 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.12 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | 0.65 | -1.11 |
Martin ratioReturn relative to average drawdown | -0.71 | 2.92 | -3.63 |
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
| PRAS.DE | PRAC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 0.65 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.09 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | -0.04 | -0.04 |
Correlation
The correlation between PRAS.DE and PRAC.DE is 0.21, 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
PRAS.DE vs. PRAC.DE - Dividend Comparison
Neither PRAS.DE nor PRAC.DE has paid dividends to shareholders.
Drawdowns
PRAS.DE vs. PRAC.DE - Drawdown Comparison
The maximum PRAS.DE drawdown since its inception was -17.44%, roughly equal to the maximum PRAC.DE drawdown of -17.86%. Use the drawdown chart below to compare losses from any high point for PRAS.DE and PRAC.DE.
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Drawdown Indicators
| PRAS.DE | PRAC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.44% | -17.86% | +0.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.41% | -2.70% | -5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -12.89% | -17.86% | +4.97% |
Current DrawdownCurrent decline from peak | -12.10% | -3.30% | -8.80% |
Average DrawdownAverage peak-to-trough decline | -11.34% | -6.39% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 0.60% | +4.56% |
Volatility
PRAS.DE vs. PRAC.DE - Volatility Comparison
Amundi Prime US Treasury UCITS ETF (PRAS.DE) has a higher volatility of 1.97% compared to Invesco Preferred Shares UCITS ETF A (PRAC.DE) at 1.62%. This indicates that PRAS.DE's price experiences larger fluctuations and is considered to be riskier than PRAC.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.DE | PRAC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.62% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 2.13% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.44% | 3.07% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.03% | 4.47% | +3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.12% | 4.73% | +3.39% |