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XGLE.L vs. PRIR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLE.L vs. PRIR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGLE.L is traded in EUR, while PRIR.L is traded in GBp. To make them comparable, the PRIR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period


XGLE.L

1D
-0.44%
1M
0.30%
YTD
-0.00%
6M
-0.24%
1Y
-0.20%
3Y*
2.18%
5Y*
-2.30%
10Y*
-0.38%

PRIR.L

1D
-0.51%
1M
0.23%
YTD
-0.07%
6M
-0.39%
1Y
-0.32%
3Y*
2.13%
5Y*
-2.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLE.L vs. PRIR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.00%0.57%1.68%6.80%-18.23%-3.63%4.76%4.56%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
-0.07%0.22%1.65%6.71%-17.77%-3.59%4.35%5.19%

Correlation

The correlation between XGLE.L and PRIR.L is 0.78, 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

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

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

0.69

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2019

0.59

The correlation between XGLE.L and PRIR.L shifts across timeframes, from 0.59 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XGLE.L vs. PRIR.L — Risk / Return Rank

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

XGLE.L
XGLE.L Risk / Return Rank: 88
Overall Rank
XGLE.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 77
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 77
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 88
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 88
Martin Ratio Rank

PRIR.L
PRIR.L Risk / Return Rank: 1515
Overall Rank
PRIR.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PRIR.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
PRIR.L Omega Ratio Rank: 1414
Omega Ratio Rank
PRIR.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRIR.L Martin Ratio Rank: 1515
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.

XGLE.L vs. PRIR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L). 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.


XGLE.LPRIR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.00

0.99

0.00

Calmar ratioReturn relative to maximum drawdown

-0.06

-0.09

+0.03

Martin ratioReturn relative to average drawdown

-0.15

-0.22

+0.08

XGLE.L vs. PRIR.L - Sharpe Ratio Comparison

The current XGLE.L Sharpe Ratio is -0.05, which is higher than the PRIR.L Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of XGLE.L and PRIR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XGLE.LPRIR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

-0.07

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.38

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.14

+0.56

Drawdowns

XGLE.L vs. PRIR.L - Drawdown Comparison

The maximum XGLE.L drawdown since its inception was -22.56%, roughly equal to the maximum PRIR.L drawdown of -22.02%. Use the drawdown chart below to compare losses from any high point for XGLE.L and PRIR.L.


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Drawdown Indicators


XGLE.LPRIR.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-22.02%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-3.76%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.99%

-4.07%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-21.27%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

Current Drawdown

Current decline from peak

-14.25%

-13.87%

-0.38%

Average Drawdown

Average peak-to-trough decline

-6.51%

-13.58%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.43%

-0.06%

Volatility

XGLE.L vs. PRIR.L - Volatility Comparison

Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) have volatilities of 1.72% and 1.73%, 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


XGLE.LPRIR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.73%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

3.83%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

4.75%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

7.71%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

9.23%

-3.89%

XGLE.L vs. PRIR.L - Expense Ratio Comparison

XGLE.L has a 0.15% expense ratio, which is higher than PRIR.L'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

XGLE.L vs. PRIR.L - Dividend Comparison

XGLE.L has not paid dividends to shareholders, while PRIR.L's dividend yield for the trailing twelve months is around 2.75%.


PositionTTM2025202420232022202120202019
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
2.75%2.72%2.07%1.88%1.83%1.57%1.64%1.05%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGLE.L and PRIR.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRIR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIR.L is cheaper with a 0.05% expense ratio, compared with 0.15% for XGLE.L.

Both ETFs track Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: DWS and Amundi. Their fees differ too: 0.15% for XGLE.L and 0.05% for PRIR.L.

Portfolio Optimizer

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