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

Key characteristics


PRAW.DEVTI
YTD Return15.05%17.74%
1Y Return20.25%27.69%
3Y Return (Ann)8.85%8.25%
Sharpe Ratio1.922.11
Daily Std Dev11.52%13.00%
Max Drawdown-33.56%-55.45%
Current Drawdown-2.34%-0.63%

Correlation

-0.50.00.51.00.6

The correlation between PRAW.DE and VTI is 0.63, 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. VTI - Performance Comparison

In the year-to-date period, PRAW.DE achieves a 15.05% return, which is significantly lower than VTI's 17.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.35%
7.37%
PRAW.DE
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRAW.DE vs. VTI - Expense Ratio Comparison

PRAW.DE has a 0.05% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


PRAW.DE
Amundi Prime Global UCITS ETF DR (C)
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%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PRAW.DE vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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 2.45, compared to the broader market0.002.004.002.45
Sortino ratio
The chart of Sortino ratio for PRAW.DE, currently valued at 3.43, compared to the broader market-2.000.002.004.006.008.0010.0012.003.43
Omega ratio
The chart of Omega ratio for PRAW.DE, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for PRAW.DE, currently valued at 2.27, compared to the broader market0.005.0010.0015.002.27
Martin ratio
The chart of Martin ratio for PRAW.DE, currently valued at 15.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.25
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.41, compared to the broader market-2.000.002.004.006.008.0010.0012.003.41
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.32
Martin ratio
The chart of Martin ratio for VTI, currently valued at 15.37, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.37

PRAW.DE vs. VTI - Sharpe Ratio Comparison

The current PRAW.DE Sharpe Ratio is 1.92, which roughly equals the VTI Sharpe Ratio of 2.11. The chart below compares the 12-month rolling Sharpe Ratio of PRAW.DE and VTI.


Rolling 12-month Sharpe Ratio1.502.002.50AprilMayJuneJulyAugustSeptember
2.45
2.56
PRAW.DE
VTI

Dividends

PRAW.DE vs. VTI - Dividend Comparison

PRAW.DE has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.32%.


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%
VTI
Vanguard Total Stock Market ETF
1.32%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

PRAW.DE vs. VTI - Drawdown Comparison

The maximum PRAW.DE drawdown since its inception was -33.56%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PRAW.DE and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.98%
-0.63%
PRAW.DE
VTI

Volatility

PRAW.DE vs. VTI - Volatility Comparison

Amundi Prime Global UCITS ETF DR (C) (PRAW.DE) has a higher volatility of 4.26% compared to Vanguard Total Stock Market ETF (VTI) at 3.99%. This indicates that PRAW.DE's price experiences larger fluctuations and is considered to be riskier than VTI 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
4.26%
3.99%
PRAW.DE
VTI