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VGEB.DE vs. PR1R.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGEB.DE vs. PR1R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) and Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE). The values are adjusted to include any dividend payments, if applicable.

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VGEB.DE vs. PR1R.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
-0.52%0.69%1.55%6.99%-18.10%-3.26%4.75%6.28%
PR1R.DE
Amundi Prime Euro Govies UCITS ETF DR (D)
-0.34%0.65%1.46%6.92%-18.25%-3.24%4.70%6.23%

Returns By Period

In the year-to-date period, VGEB.DE achieves a -0.52% return, which is significantly lower than PR1R.DE's -0.34% return.


VGEB.DE

1D
0.11%
1M
-2.13%
YTD
-0.52%
6M
-0.25%
1Y
0.96%
3Y*
2.09%
5Y*
-2.52%
10Y*

PR1R.DE

1D
0.25%
1M
-1.93%
YTD
-0.34%
6M
-0.12%
1Y
1.10%
3Y*
2.12%
5Y*
-2.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGEB.DE vs. PR1R.DE - Expense Ratio Comparison

VGEB.DE has a 0.07% expense ratio, which is higher than PR1R.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

VGEB.DE vs. PR1R.DE — Risk / Return Rank

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

VGEB.DE
VGEB.DE Risk / Return Rank: 1616
Overall Rank
VGEB.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VGEB.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
VGEB.DE Omega Ratio Rank: 1414
Omega Ratio Rank
VGEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
VGEB.DE Martin Ratio Rank: 1818
Martin Ratio Rank

PR1R.DE
PR1R.DE Risk / Return Rank: 1818
Overall Rank
PR1R.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PR1R.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
PR1R.DE Omega Ratio Rank: 1515
Omega Ratio Rank
PR1R.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
PR1R.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.

VGEB.DE vs. PR1R.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) and Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.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.


VGEB.DEPR1R.DEDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.28

-0.03

Sortino ratio

Return per unit of downside risk

0.37

0.41

-0.04

Omega ratio

Gain probability vs. loss probability

1.04

1.05

-0.01

Calmar ratio

Return relative to maximum drawdown

0.34

0.41

-0.07

Martin ratio

Return relative to average drawdown

1.19

1.40

-0.22

VGEB.DE vs. PR1R.DE - Sharpe Ratio Comparison

The current VGEB.DE Sharpe Ratio is 0.25, which is comparable to the PR1R.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of VGEB.DE and PR1R.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


VGEB.DEPR1R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.28

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.40

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.10

+0.05

Correlation

The correlation between VGEB.DE and PR1R.DE is 0.95, 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

VGEB.DE vs. PR1R.DE - Dividend Comparison

VGEB.DE's dividend yield for the trailing twelve months is around 2.89%, more than PR1R.DE's 2.73% yield.


TTM202520242023202220212020201920182017
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
2.89%2.88%2.56%1.96%0.66%0.08%0.19%0.74%0.80%0.09%
PR1R.DE
Amundi Prime Euro Govies UCITS ETF DR (D)
2.73%2.72%2.08%1.90%1.87%1.55%1.66%1.05%0.00%0.00%

Drawdowns

VGEB.DE vs. PR1R.DE - Drawdown Comparison

The maximum VGEB.DE drawdown since its inception was -22.15%, roughly equal to the maximum PR1R.DE drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for VGEB.DE and PR1R.DE.


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Drawdown Indicators


VGEB.DEPR1R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.15%

-22.33%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-3.38%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-21.46%

+0.21%

Current Drawdown

Current decline from peak

-14.21%

-14.32%

+0.11%

Average Drawdown

Average peak-to-trough decline

-8.73%

-10.18%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.98%

0.00%

Volatility

VGEB.DE vs. PR1R.DE - Volatility Comparison

Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) and Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE) have volatilities of 1.89% and 1.98%, 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


VGEB.DEPR1R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.98%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

2.67%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

3.89%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.24%

6.25%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

5.90%

-0.39%