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SXRM.DE vs. PRAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRM.DE vs. PRAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and Amundi Prime US Treasury UCITS ETF (PRAS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SXRM.DE achieves a -0.65% return, which is significantly lower than PRAS.DE's -0.11% return.


SXRM.DE

1D
0.24%
1M
-0.48%
YTD
-0.65%
6M
-0.41%
1Y
3.87%
3Y*
2.71%
5Y*
-0.94%
10Y*
0.77%

PRAS.DE

1D
0.14%
1M
-0.25%
YTD
-0.11%
6M
0.04%
1Y
3.38%
3Y*
2.82%
5Y*
-0.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRM.DE vs. PRAS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
-0.65%8.56%-0.51%3.57%-14.85%-3.03%7.06%
PRAS.DE
Amundi Prime US Treasury UCITS ETF
-0.11%6.66%0.42%3.59%-11.89%-2.34%5.52%

Correlation

The correlation between SXRM.DE and PRAS.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2020

0.72

The correlation between SXRM.DE and PRAS.DE shifts across timeframes, from 0.60 (1 year) to 0.74 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SXRM.DE vs. PRAS.DE — Risk / Return Rank

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

SXRM.DE
SXRM.DE Risk / Return Rank: 2323
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2323
Martin Ratio Rank

PRAS.DE
PRAS.DE Risk / Return Rank: 1313
Overall Rank
PRAS.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PRAS.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
PRAS.DE Omega Ratio Rank: 1212
Omega Ratio Rank
PRAS.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
PRAS.DE Martin Ratio Rank: 1414
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.

SXRM.DE vs. PRAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and Amundi Prime US Treasury UCITS ETF (PRAS.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.


SXRM.DEPRAS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.14

1.12

+0.03

Calmar ratioReturn relative to maximum drawdown

0.94

1.16

-0.21

Martin ratioReturn relative to average drawdown

2.93

3.36

-0.43

SXRM.DE vs. PRAS.DE - Sharpe Ratio Comparison

The current SXRM.DE Sharpe Ratio is 0.82, which is comparable to the PRAS.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SXRM.DE and PRAS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRM.DEPRAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.66

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.05

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.01

+0.23

Drawdowns

SXRM.DE vs. PRAS.DE - Drawdown Comparison

The maximum SXRM.DE drawdown since its inception was -23.31%, which is greater than PRAS.DE's maximum drawdown of -18.83%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and PRAS.DE.


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Drawdown Indicators


SXRM.DEPRAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-18.83%

-4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-2.86%

-1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-5.24%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-16.22%

-4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-10.40%

-7.03%

-3.37%

Average Drawdown

Average peak-to-trough decline

-6.91%

-9.25%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

0.99%

+0.30%

Volatility

SXRM.DE vs. PRAS.DE - Volatility Comparison

iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a higher volatility of 1.83% compared to Amundi Prime US Treasury UCITS ETF (PRAS.DE) at 1.38%. This indicates that SXRM.DE's price experiences larger fluctuations and is considered to be riskier than PRAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRM.DEPRAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.38%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

3.41%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

5.06%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.37%

6.75%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

6.72%

-0.42%

SXRM.DE vs. PRAS.DE - Expense Ratio Comparison

SXRM.DE has a 0.07% expense ratio, which is higher than PRAS.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%.


Dividends

SXRM.DE vs. PRAS.DE - Dividend Comparison

Neither SXRM.DE nor PRAS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRM.DE and PRAS.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAS.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for SXRM.DE.

SXRM.DE tracks ICE US Treasury 7-10 Year, while PRAS.DE tracks Solactive US Treasury Bond. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXRM.DE and 0.05% for PRAS.DE.

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