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SDIA.L vs. PRAB.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDIA.L vs. PRAB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) and Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE). The values are adjusted to include any dividend payments, if applicable.

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SDIA.L vs. PRAB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)
0.08%6.17%4.99%5.64%-4.49%-0.70%0.82%
PRAB.DE
Amundi Prime Euro Government Bonds 0-1Y UCITS ETF
-0.90%15.35%-2.36%6.10%-6.25%-8.44%5.19%
Different Trading Currencies

SDIA.L is traded in USD, while PRAB.DE is traded in EUR. To make them comparable, the PRAB.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SDIA.L achieves a 0.08% return, which is significantly higher than PRAB.DE's -0.90% return.


SDIA.L

1D
0.00%
1M
-0.50%
YTD
0.08%
6M
1.27%
1Y
4.37%
3Y*
5.14%
5Y*
2.34%
10Y*

PRAB.DE

1D
0.43%
1M
-0.85%
YTD
-0.90%
6M
-0.37%
1Y
9.45%
3Y*
5.15%
5Y*
1.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDIA.L vs. PRAB.DE - Expense Ratio Comparison

SDIA.L has a 0.20% expense ratio, which is higher than PRAB.DE's 0.05% 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

SDIA.L vs. PRAB.DE — Risk / Return Rank

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

SDIA.L
SDIA.L Risk / Return Rank: 9090
Overall Rank
SDIA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SDIA.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SDIA.L Omega Ratio Rank: 9393
Omega Ratio Rank
SDIA.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
SDIA.L Martin Ratio Rank: 9494
Martin Ratio Rank

PRAB.DE
PRAB.DE Risk / Return Rank: 9898
Overall Rank
PRAB.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PRAB.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
PRAB.DE Omega Ratio Rank: 9898
Omega Ratio Rank
PRAB.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
PRAB.DE Martin Ratio Rank: 9999
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.

SDIA.L vs. PRAB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) and Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.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.


SDIA.LPRAB.DEDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.20

+0.64

Sortino ratio

Return per unit of downside risk

2.50

1.92

+0.58

Omega ratio

Gain probability vs. loss probability

1.43

1.22

+0.21

Calmar ratio

Return relative to maximum drawdown

3.34

1.72

+1.63

Martin ratio

Return relative to average drawdown

15.64

5.08

+10.56

SDIA.L vs. PRAB.DE - Sharpe Ratio Comparison

The current SDIA.L Sharpe Ratio is 1.83, which is higher than the PRAB.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SDIA.L and PRAB.DE, 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


SDIA.LPRAB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.20

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.16

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.17

+0.60

Correlation

The correlation between SDIA.L and PRAB.DE is 0.25, 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

SDIA.L vs. PRAB.DE - Dividend Comparison

Neither SDIA.L nor PRAB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SDIA.L vs. PRAB.DE - Drawdown Comparison

The maximum SDIA.L drawdown since its inception was -12.55%, smaller than the maximum PRAB.DE drawdown of -23.18%. Use the drawdown chart below to compare losses from any high point for SDIA.L and PRAB.DE.


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Drawdown Indicators


SDIA.LPRAB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.55%

-1.67%

-10.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-0.18%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

-1.36%

-6.25%

Current Drawdown

Current decline from peak

-0.68%

-0.04%

-0.64%

Average Drawdown

Average peak-to-trough decline

-1.19%

-0.42%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.04%

+0.24%

Volatility

SDIA.L vs. PRAB.DE - Volatility Comparison

The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.76%, while Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) has a volatility of 2.47%. This indicates that SDIA.L experiences smaller price fluctuations and is considered to be less risky than PRAB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIA.LPRAB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

2.47%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

4.41%

-3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

7.86%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.58%

7.90%

-5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

8.10%

-4.65%