PortfoliosLab logoPortfoliosLab logo
XBAG.DE vs. PRAG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBAG.DE vs. PRAG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) and Amundi Prime Global Govies UCITS ETF (PRAG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XBAG.DE vs. PRAG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
0.51%-3.89%3.40%1.86%-11.56%2.92%-1.89%
PRAG.DE
Amundi Prime Global Govies UCITS ETF
0.36%-4.82%2.27%1.13%-13.23%0.83%-0.63%

Returns By Period

In the year-to-date period, XBAG.DE achieves a 0.51% return, which is significantly higher than PRAG.DE's 0.36% return.


XBAG.DE

1D
0.12%
1M
-1.39%
YTD
0.51%
6M
-0.00%
1Y
-2.50%
3Y*
0.13%
5Y*
-1.58%
10Y*
0.01%

PRAG.DE

1D
-0.14%
1M
-1.61%
YTD
0.36%
6M
-0.16%
1Y
-3.55%
3Y*
-1.03%
5Y*
-2.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


XBAG.DE vs. PRAG.DE - Expense Ratio Comparison

XBAG.DE has a 0.10% expense ratio, which is higher than PRAG.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

XBAG.DE vs. PRAG.DE — Risk / Return Rank

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

XBAG.DE
XBAG.DE Risk / Return Rank: 44
Overall Rank
XBAG.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XBAG.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
XBAG.DE Omega Ratio Rank: 33
Omega Ratio Rank
XBAG.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
XBAG.DE Martin Ratio Rank: 66
Martin Ratio Rank

PRAG.DE
PRAG.DE Risk / Return Rank: 33
Overall Rank
PRAG.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PRAG.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
PRAG.DE Omega Ratio Rank: 22
Omega Ratio Rank
PRAG.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
PRAG.DE Martin Ratio Rank: 55
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.

XBAG.DE vs. PRAG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) and Amundi Prime Global Govies UCITS ETF (PRAG.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.


XBAG.DEPRAG.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.51

-0.66

+0.15

Sortino ratio

Return per unit of downside risk

-0.62

-0.83

+0.21

Omega ratio

Gain probability vs. loss probability

0.92

0.89

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.44

-0.63

+0.18

Martin ratio

Return relative to average drawdown

-0.70

-0.86

+0.16

XBAG.DE vs. PRAG.DE - Sharpe Ratio Comparison

The current XBAG.DE Sharpe Ratio is -0.51, which is comparable to the PRAG.DE Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of XBAG.DE and PRAG.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.


Loading graphics...

Sharpe Ratios by Period


XBAG.DEPRAG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-0.66

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

-0.39

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.30

+0.58

Correlation

The correlation between XBAG.DE and PRAG.DE is 0.79, 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

XBAG.DE vs. PRAG.DE - Dividend Comparison

XBAG.DE's dividend yield for the trailing twelve months is around 2.92%, while PRAG.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
2.92%2.94%3.16%2.22%2.78%0.82%1.47%1.76%1.36%1.11%2.04%
PRAG.DE
Amundi Prime Global Govies UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XBAG.DE vs. PRAG.DE - Drawdown Comparison

The maximum XBAG.DE drawdown since its inception was -16.64%, smaller than the maximum PRAG.DE drawdown of -23.63%. Use the drawdown chart below to compare losses from any high point for XBAG.DE and PRAG.DE.


Loading graphics...

Drawdown Indicators


XBAG.DEPRAG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.64%

-23.63%

+6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-4.79%

-5.58%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-17.70%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-16.64%

Current Drawdown

Current decline from peak

-12.20%

-21.72%

+9.52%

Average Drawdown

Average peak-to-trough decline

-6.56%

-15.69%

+9.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

4.06%

-1.01%

Volatility

XBAG.DE vs. PRAG.DE - Volatility Comparison

The current volatility for Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) is 1.44%, while Amundi Prime Global Govies UCITS ETF (PRAG.DE) has a volatility of 1.86%. This indicates that XBAG.DE experiences smaller price fluctuations and is considered to be less risky than PRAG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XBAG.DEPRAG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.86%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

3.01%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

5.37%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

6.69%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.95%

7.94%

-1.99%