TI5G.L vs. PRAB.DE
Compare and contrast key facts about iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE).
TI5G.L and PRAB.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TI5G.L is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury Inflation Linked Bond Index 0-5. It was launched on Mar 5, 2018. PRAB.DE is a passively managed fund by Amundi that tracks the performance of the Solactive Eurozone Government Bond 0-1 Year. It was launched on Oct 8, 2020. Both TI5G.L and PRAB.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TI5G.L or PRAB.DE.
Key characteristics
| TI5G.L | PRAB.DE | |
|---|---|---|
| YTD Return | 4.22% | 3.15% |
| 1Y Return | 5.57% | 3.71% |
| 3Y Return (Ann) | 1.28% | 1.64% |
| Sharpe Ratio | 2.29 | 6.55 |
| Sortino Ratio | 3.73 | 12.26 |
| Omega Ratio | 1.50 | 3.10 |
| Calmar Ratio | 2.06 | 24.64 |
| Martin Ratio | 18.98 | 134.26 |
| Ulcer Index | 0.30% | 0.03% |
| Daily Std Dev | 2.52% | 0.57% |
| Max Drawdown | -5.63% | -1.67% |
| Current Drawdown | -0.64% | 0.00% |
Correlation
The correlation between TI5G.L and PRAB.DE is 0.69, 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
TI5G.L vs. PRAB.DE - Performance Comparison
In the year-to-date period, TI5G.L achieves a 4.22% return, which is significantly higher than PRAB.DE's 3.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TI5G.L vs. PRAB.DE - Expense Ratio Comparison
TI5G.L has a 0.12% 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%.
Risk-Adjusted Performance
TI5G.L vs. PRAB.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.
Dividends
TI5G.L vs. PRAB.DE - Dividend Comparison
TI5G.L's dividend yield for the trailing twelve months is around 7.70%, while PRAB.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 7.70% | 5.19% | 31.51% | 34.35% | 3.06% | 3.28% | 70.29% |
PRAB.DE Amundi Prime Euro Government Bonds 0-1Y UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TI5G.L vs. PRAB.DE - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.63%, which is greater than PRAB.DE's maximum drawdown of -1.67%. Use the drawdown chart below to compare losses from any high point for TI5G.L and PRAB.DE. For additional features, visit the drawdowns tool.
Volatility
TI5G.L vs. PRAB.DE - Volatility Comparison
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and Amundi Prime Euro Government Bonds 0-1Y UCITS ETF (PRAB.DE) have volatilities of 2.73% and 2.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.