XPQP.DE vs. PRAM.DE
XPQP.DE (Xtrackers MSCI Philippines UCITS ETF 1C) and PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds - XPQP.DE tracks the MSCI Philippines Investable Market Total Return Net Index while PRAM.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 3 years, XPQP.DE returned -3.20%/yr vs 20.14%/yr for PRAM.DE. At a 0.35 correlation, their price movements are largely independent. XPQP.DE charges 0.65%/yr vs 0.10%/yr for PRAM.DE.
Performance
XPQP.DE vs. PRAM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XPQP.DE achieves a -2.31% return, which is significantly lower than PRAM.DE's 26.47% return.
XPQP.DE
- 1D
- 0.05%
- 1M
- 1.70%
- YTD
- -2.31%
- 6M
- 1.70%
- 1Y
- -11.83%
- 3Y*
- -3.20%
- 5Y*
- -2.71%
- 10Y*
- -3.84%
PRAM.DE
- 1D
- -1.40%
- 1M
- 5.50%
- YTD
- 26.47%
- 6M
- 28.34%
- 1Y
- 47.88%
- 3Y*
- 20.14%
- 5Y*
- —
- 10Y*
- —
XPQP.DE vs. PRAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XPQP.DE Xtrackers MSCI Philippines UCITS ETF 1C | -2.31% | -10.06% | 3.70% | -2.43% | -11.20% | 12.27% |
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 26.47% | 17.03% | 13.52% | 7.05% | -12.45% | 1.12% |
Correlation
The correlation between XPQP.DE and PRAM.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2021 | 0.35 |
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Return for Risk
XPQP.DE vs. PRAM.DE — Risk / Return Rank
XPQP.DE
PRAM.DE
XPQP.DE vs. PRAM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.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.
| XPQP.DE | PRAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.10 | ||
| Sortino ratioReturn per unit of downside risk | -3.96 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.48 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 4.52 | -5.13 |
| Martin ratioReturn relative to average drawdown | -1.09 | 15.90 | -17.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XPQP.DE | PRAM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.42 | 2.68 | -3.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.61 | -0.60 |
Drawdowns
XPQP.DE vs. PRAM.DE - Drawdown Comparison
The maximum XPQP.DE drawdown since its inception was -53.15%, which is greater than PRAM.DE's maximum drawdown of -20.90%. Use the drawdown chart below to compare losses from any high point for XPQP.DE and PRAM.DE.
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Drawdown Indicators
| XPQP.DE | PRAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.15% | -20.90% | -32.25% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -10.54% | -8.65% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -19.02% | -7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.68% | — | — |
Current DrawdownCurrent decline from peak | -42.03% | -2.59% | -39.44% |
Average DrawdownAverage peak-to-trough decline | -26.75% | -7.74% | -19.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.82% | 3.00% | +7.82% |
Volatility
XPQP.DE vs. PRAM.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.DE) is 6.03%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a volatility of 7.09%. This indicates that XPQP.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
| XPQP.DE | PRAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 7.09% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 15.18% | 14.98% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.33% | 17.80% | +10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 16.84% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 16.84% | +4.93% |
XPQP.DE vs. PRAM.DE - Expense Ratio Comparison
XPQP.DE has a 0.65% expense ratio, which is higher than PRAM.DE's 0.10% expense ratio.
Dividends
XPQP.DE vs. PRAM.DE - Dividend Comparison
Neither XPQP.DE nor PRAM.DE has paid dividends to shareholders.
Frequently Asked Questions
XPQP.DE and PRAM.DE have a correlation of 0.38, 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 XPQP.DE.
XPQP.DE tracks MSCI Philippines Investable Market Total Return Net 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 XPQP.DE and 0.10% for PRAM.DE.
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