PortfoliosLab logoPortfoliosLab logo
VGEK.DE vs. PRAJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEK.DE vs. PRAJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and Amundi Prime Japan UCITS ETF (PRAJ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VGEK.DE achieves a 38.62% return, which is significantly higher than PRAJ.DE's 18.35% return.


VGEK.DE

1D
-1.93%
1M
-9.35%
6M
31.04%
YTD
38.62%
1Y
59.95%
3Y*
21.96%
5Y*
11.18%
10Y*

PRAJ.DE

1D
-1.06%
1M
1.72%
6M
12.18%
YTD
18.35%
1Y
37.22%
3Y*
17.23%
5Y*
10.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEK.DE vs. PRAJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
38.62%25.01%1.00%6.45%-7.38%9.39%5.29%
PRAJ.DE
Amundi Prime Japan UCITS ETF
18.35%12.81%13.75%16.27%-11.68%10.20%-99.15%

Correlation

The correlation between VGEK.DE and PRAJ.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

0.54

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

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.59

The correlation between VGEK.DE and PRAJ.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VGEK.DE vs. PRAJ.DE — Risk / Return Rank

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

VGEK.DE
VGEK.DE Risk / Return Rank: 8787
Overall Rank
VGEK.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VGEK.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VGEK.DE Omega Ratio Rank: 8686
Omega Ratio Rank
VGEK.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
VGEK.DE Martin Ratio Rank: 8686
Martin Ratio Rank

PRAJ.DE
PRAJ.DE Risk / Return Rank: 7979
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 7676
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 8080
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.

VGEK.DE vs. PRAJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and Amundi Prime Japan UCITS ETF (PRAJ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGEK.DEPRAJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.41

1.36

+0.05

Calmar ratioReturn relative to maximum drawdown

4.55

3.81

+0.73

Martin ratioReturn relative to average drawdown

14.04

12.39

+1.65

VGEK.DE vs. PRAJ.DE - Sharpe Ratio Comparison

The current VGEK.DE Sharpe Ratio is 2.35, which is comparable to the PRAJ.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of VGEK.DE and PRAJ.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.


Loading charts...

Drawdowns

VGEK.DE vs. PRAJ.DE - Drawdown Comparison

The maximum VGEK.DE drawdown since its inception was -36.88%, smaller than the maximum PRAJ.DE drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for VGEK.DE and PRAJ.DE.


Loading charts...

Drawdown Indicators


VGEK.DEPRAJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-99.42%

+62.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-9.72%

-3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-16.82%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.67%

-18.65%

-1.02%

Current Drawdown

Current decline from peak

-13.05%

-98.54%

+85.49%

Average Drawdown

Average peak-to-trough decline

-6.41%

-98.79%

+92.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

3.00%

+1.26%

Volatility

VGEK.DE vs. PRAJ.DE - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a higher volatility of 12.84% compared to Amundi Prime Japan UCITS ETF (PRAJ.DE) at 5.88%. This indicates that VGEK.DE's price experiences larger fluctuations and is considered to be riskier than PRAJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VGEK.DEPRAJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

5.88%

+6.96%

Volatility (6M)

Calculated over the trailing 6-month period

23.28%

15.47%

+7.81%

Volatility (1Y)

Calculated over the trailing 1-year period

25.43%

19.20%

+6.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.78%

16.70%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

42.70%

-22.20%

VGEK.DE vs. PRAJ.DE - Expense Ratio Comparison

VGEK.DE has a 0.15% expense ratio, which is higher than PRAJ.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

VGEK.DE vs. PRAJ.DE - Dividend Comparison

Neither VGEK.DE nor PRAJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for VGEK.DE.

VGEK.DE is categorized as Asia Pacific Equities, while PRAJ.DE is Japan Equities. VGEK.DE tracks FTSE Developed Asia Pacific ex Japan, while PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.15% for VGEK.DE and 0.05% for PRAJ.DE.

Portfolio Optimizer

Find the right allocation for VGEK.DE and PRAJ.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer