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PRAW.DE vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRAW.DESCHD
YTD Return14.95%12.58%
1Y Return19.12%18.65%
3Y Return (Ann)8.85%7.41%
Sharpe Ratio1.721.48
Daily Std Dev11.53%11.83%
Max Drawdown-33.56%-33.37%
Current Drawdown-2.42%-0.45%

Correlation

-0.50.00.51.00.5

The correlation between PRAW.DE and SCHD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

PRAW.DE vs. SCHD - Performance Comparison

In the year-to-date period, PRAW.DE achieves a 14.95% return, which is significantly higher than SCHD's 12.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
8.29%
8.87%
PRAW.DE
SCHD

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PRAW.DE vs. SCHD - Expense Ratio Comparison

PRAW.DE has a 0.05% expense ratio, which is lower than SCHD's 0.06% 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%.


SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for PRAW.DE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PRAW.DE vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF DR (C) (PRAW.DE) and Schwab US Dividend Equity ETF (SCHD). 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.


PRAW.DE
Sharpe ratio
The chart of Sharpe ratio for PRAW.DE, currently valued at 2.25, compared to the broader market0.002.004.006.002.25
Sortino ratio
The chart of Sortino ratio for PRAW.DE, currently valued at 3.19, compared to the broader market-2.000.002.004.006.008.0010.0012.003.19
Omega ratio
The chart of Omega ratio for PRAW.DE, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for PRAW.DE, currently valued at 2.10, compared to the broader market0.005.0010.0015.002.10
Martin ratio
The chart of Martin ratio for PRAW.DE, currently valued at 14.12, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.12
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.81, compared to the broader market0.002.004.006.001.81
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.0012.002.63
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.60, compared to the broader market0.005.0010.0015.001.60
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 9.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.32

PRAW.DE vs. SCHD - Sharpe Ratio Comparison

The current PRAW.DE Sharpe Ratio is 1.72, which roughly equals the SCHD Sharpe Ratio of 1.48. The chart below compares the 12-month rolling Sharpe Ratio of PRAW.DE and SCHD.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
2.25
1.81
PRAW.DE
SCHD

Dividends

PRAW.DE vs. SCHD - Dividend Comparison

PRAW.DE has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.37%.


TTM20232022202120202019201820172016201520142013
PRAW.DE
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.37%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

PRAW.DE vs. SCHD - Drawdown Comparison

The maximum PRAW.DE drawdown since its inception was -33.56%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PRAW.DE and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.08%
-0.45%
PRAW.DE
SCHD

Volatility

PRAW.DE vs. SCHD - Volatility Comparison

Amundi Prime Global UCITS ETF DR (C) (PRAW.DE) has a higher volatility of 4.23% compared to Schwab US Dividend Equity ETF (SCHD) at 3.12%. This indicates that PRAW.DE's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.23%
3.12%
PRAW.DE
SCHD