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PRIC.L vs. J15R.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIC.L vs. J15R.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L). The values are adjusted to include any dividend payments, if applicable.

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PRIC.L vs. J15R.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
-0.80%5.72%-0.43%5.40%-9.08%-7.58%8.07%4.00%
J15R.L
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF
-0.81%8.88%-0.40%4.16%-2.63%-6.93%6.49%1.15%
Different Trading Currencies

PRIC.L is traded in GBp, while J15R.L is traded in GBP. To make them comparable, the J15R.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with PRIC.L having a -0.80% return and J15R.L slightly lower at -0.81%.


PRIC.L

1D
0.23%
1M
-1.71%
YTD
-0.80%
6M
-2.73%
1Y
3.88%
3Y*
3.10%
5Y*
-0.35%
10Y*

J15R.L

1D
0.16%
1M
-1.45%
YTD
-0.81%
6M
0.03%
1Y
6.45%
3Y*
3.81%
5Y*
1.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIC.L vs. J15R.L - Expense Ratio Comparison

PRIC.L has a 0.05% expense ratio, which is higher than J15R.L's 0.04% 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%.


Return for Risk

PRIC.L vs. J15R.L — Risk / Return Rank

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

PRIC.L
PRIC.L Risk / Return Rank: 2828
Overall Rank
PRIC.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PRIC.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
PRIC.L Omega Ratio Rank: 3030
Omega Ratio Rank
PRIC.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
PRIC.L Martin Ratio Rank: 2222
Martin Ratio Rank

J15R.L
J15R.L Risk / Return Rank: 6666
Overall Rank
J15R.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
J15R.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
J15R.L Omega Ratio Rank: 6363
Omega Ratio Rank
J15R.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
J15R.L Martin Ratio Rank: 4848
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.

PRIC.L vs. J15R.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L). 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.


PRIC.LJ15R.LDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.36

-0.67

Sortino ratio

Return per unit of downside risk

0.96

2.10

-1.14

Omega ratio

Gain probability vs. loss probability

1.13

1.25

-0.12

Calmar ratio

Return relative to maximum drawdown

0.67

1.89

-1.23

Martin ratio

Return relative to average drawdown

1.63

5.23

-3.60

PRIC.L vs. J15R.L - Sharpe Ratio Comparison

The current PRIC.L Sharpe Ratio is 0.69, which is lower than the J15R.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PRIC.L and J15R.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRIC.LJ15R.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.36

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.25

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.11

-0.03

Correlation

The correlation between PRIC.L and J15R.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRIC.L vs. J15R.L - Dividend Comparison

Neither PRIC.L nor J15R.L has paid dividends to shareholders.


TTM2025202420232022202120202019
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
0.00%0.00%2.18%1.78%1.41%1.33%1.37%1.02%
J15R.L
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRIC.L vs. J15R.L - Drawdown Comparison

The maximum PRIC.L drawdown since its inception was -21.96%, which is greater than J15R.L's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for PRIC.L and J15R.L.


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Drawdown Indicators


PRIC.LJ15R.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.96%

-16.15%

-5.81%

Max Drawdown (1Y)

Largest decline over 1 year

-5.92%

-3.35%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

-10.69%

-6.68%

Current Drawdown

Current decline from peak

-9.33%

-2.14%

-7.19%

Average Drawdown

Average peak-to-trough decline

-10.70%

-7.65%

-3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

1.21%

+1.20%

Volatility

PRIC.L vs. J15R.L - Volatility Comparison

Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) has a higher volatility of 1.97% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) at 1.57%. This indicates that PRIC.L's price experiences larger fluctuations and is considered to be riskier than J15R.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIC.LJ15R.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

1.57%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

3.12%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

4.72%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

5.54%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

6.47%

+0.77%