XGLF.DE vs. PRAM.DE
XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) and PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds - XGLF.DE tracks the MSCI GCC Countries ex Select Securities Index while PRAM.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 3 years, XGLF.DE returned 3.33%/yr vs 18.60%/yr for PRAM.DE. At a 0.39 correlation, their price movements are largely independent. XGLF.DE charges 0.65%/yr vs 0.10%/yr for PRAM.DE.
Performance
XGLF.DE vs. PRAM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGLF.DE achieves a 6.06% return, which is significantly lower than PRAM.DE's 23.36% return.
XGLF.DE
- 1D
- 0.50%
- 1M
- 2.01%
- 6M
- 5.05%
- YTD
- 6.06%
- 1Y
- 5.74%
- 3Y*
- 3.33%
- 5Y*
- 5.16%
- 10Y*
- 8.00%
PRAM.DE
- 1D
- 0.00%
- 1M
- -3.82%
- 6M
- 20.51%
- YTD
- 23.36%
- 1Y
- 40.19%
- 3Y*
- 18.60%
- 5Y*
- —
- 10Y*
- —
XGLF.DE vs. PRAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 6.06% | -5.36% | 9.58% | 0.55% | 1.24% | 7.79% |
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 23.36% | 17.03% | 13.52% | 7.05% | -12.45% | -15.96% |
Correlation
The correlation between XGLF.DE and PRAM.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2021 | 0.39 |
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Return for Risk
XGLF.DE vs. PRAM.DE — Risk / Return Rank
XGLF.DE
PRAM.DE
XGLF.DE vs. PRAM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.
| XGLF.DE | PRAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 2.39 | -1.76 |
| Martin ratioReturn relative to average drawdown | 1.39 | 5.52 | -4.13 |
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Drawdowns
XGLF.DE vs. PRAM.DE - Drawdown Comparison
The maximum XGLF.DE drawdown since its inception was -42.15%, which is greater than PRAM.DE's maximum drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for XGLF.DE and PRAM.DE.
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Drawdown Indicators
| XGLF.DE | PRAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.15% | -29.89% | -12.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -16.81% | +7.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.41% | -19.02% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.16% | — | — |
Current DrawdownCurrent decline from peak | -17.78% | -7.22% | -10.56% |
Average DrawdownAverage peak-to-trough decline | -18.26% | -15.85% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 7.28% | -3.17% |
Volatility
XGLF.DE vs. PRAM.DE - Volatility Comparison
The current volatility for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) is 4.44%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a volatility of 8.85%. This indicates that XGLF.DE experiences smaller price fluctuations and is considered to be less risky than PRAM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGLF.DE | PRAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 8.85% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 16.90% | -7.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 28.05% | -15.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 20.65% | -5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 20.65% | -2.31% |
XGLF.DE vs. PRAM.DE - Expense Ratio Comparison
XGLF.DE has a 0.65% expense ratio, which is higher than PRAM.DE's 0.10% expense ratio.
Dividends
XGLF.DE vs. PRAM.DE - Dividend Comparison
Neither XGLF.DE nor PRAM.DE has paid dividends to shareholders.
Frequently Asked Questions
XGLF.DE and PRAM.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.65% for XGLF.DE.
XGLF.DE tracks MSCI GCC Countries ex Select Securities Index, while PRAM.DE tracks MSCI EM NR USD. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.65% for XGLF.DE and 0.10% for PRAM.DE.
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