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VGEA.DE vs. PRAR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGEA.DE vs. PRAR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and Amundi Prime Euro Govies UCITS ETF (PRAR.DE). The values are adjusted to include any dividend payments, if applicable.

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VGEA.DE vs. PRAR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-0.54%0.67%1.54%6.93%-18.30%-3.32%4.27%
PRAR.DE
Amundi Prime Euro Govies UCITS ETF
-0.48%0.65%1.42%6.88%-18.24%-3.08%4.14%

Returns By Period

In the year-to-date period, VGEA.DE achieves a -0.54% return, which is significantly lower than PRAR.DE's -0.48% return.


VGEA.DE

1D
0.05%
1M
-2.19%
YTD
-0.54%
6M
-0.25%
1Y
0.91%
3Y*
2.07%
5Y*
-2.58%
10Y*

PRAR.DE

1D
0.15%
1M
-2.10%
YTD
-0.48%
6M
-0.22%
1Y
0.96%
3Y*
2.09%
5Y*
-2.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGEA.DE vs. PRAR.DE - Expense Ratio Comparison

VGEA.DE has a 0.07% expense ratio, which is higher than PRAR.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

VGEA.DE vs. PRAR.DE — Risk / Return Rank

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

VGEA.DE
VGEA.DE Risk / Return Rank: 1717
Overall Rank
VGEA.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VGEA.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
VGEA.DE Omega Ratio Rank: 1414
Omega Ratio Rank
VGEA.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
VGEA.DE Martin Ratio Rank: 2020
Martin Ratio Rank

PRAR.DE
PRAR.DE Risk / Return Rank: 1717
Overall Rank
PRAR.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRAR.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
PRAR.DE Omega Ratio Rank: 1414
Omega Ratio Rank
PRAR.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRAR.DE Martin Ratio Rank: 2020
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.

VGEA.DE vs. PRAR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and Amundi Prime Euro Govies UCITS ETF (PRAR.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.


VGEA.DEPRAR.DEDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.24

-0.02

Sortino ratio

Return per unit of downside risk

0.34

0.36

-0.02

Omega ratio

Gain probability vs. loss probability

1.04

1.04

0.00

Calmar ratio

Return relative to maximum drawdown

0.35

0.35

0.00

Martin ratio

Return relative to average drawdown

1.23

1.24

0.00

VGEA.DE vs. PRAR.DE - Sharpe Ratio Comparison

The current VGEA.DE Sharpe Ratio is 0.23, which is comparable to the PRAR.DE Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of VGEA.DE and PRAR.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


VGEA.DEPRAR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.24

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.42

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

-0.30

+0.19

Correlation

The correlation between VGEA.DE and PRAR.DE 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

VGEA.DE vs. PRAR.DE - Dividend Comparison

Neither VGEA.DE nor PRAR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VGEA.DE vs. PRAR.DE - Drawdown Comparison

The maximum VGEA.DE drawdown since its inception was -22.34%, roughly equal to the maximum PRAR.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for VGEA.DE and PRAR.DE.


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Drawdown Indicators


VGEA.DEPRAR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-22.34%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-3.48%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-21.49%

+0.02%

Current Drawdown

Current decline from peak

-14.47%

-14.43%

-0.04%

Average Drawdown

Average peak-to-trough decline

-10.21%

-11.51%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.98%

-0.01%

Volatility

VGEA.DE vs. PRAR.DE - Volatility Comparison

Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and Amundi Prime Euro Govies UCITS ETF (PRAR.DE) have volatilities of 2.06% and 1.99%, 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.


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Volatility by Period


VGEA.DEPRAR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.99%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

2.72%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

3.93%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

6.13%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

5.78%

+0.07%