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Amundi Prime Europe UCITS ETF (PRAE.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2089238039
WKNA2PWMH
IssuerAmundi
Inception DateJan 15, 2020
CategoryEurope Equities
Leveraged1x
Index TrackedSolactive GBS Developed Markets Europe Large & Mid Cap
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

PRAE.DE has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for PRAE.DE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: PRAE.DE vs. PRAZ.DE, PRAE.DE vs. PRAW.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi Prime Europe UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
2.74%
4.69%
PRAE.DE (Amundi Prime Europe UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Amundi Prime Europe UCITS ETF had a return of 10.02% year-to-date (YTD) and 15.89% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.02%17.79%
1 month-0.25%0.18%
6 months3.69%7.53%
1 year15.89%26.42%
5 years (annualized)N/A13.48%
10 years (annualized)N/A10.85%

Monthly Returns

The table below presents the monthly returns of PRAE.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.49%1.98%4.40%-1.14%3.46%-0.85%1.20%1.36%10.02%
20236.42%1.66%-0.09%2.43%-2.12%2.44%2.13%-2.76%-1.59%-3.75%6.54%4.01%15.73%
2022-3.19%-3.47%1.07%-0.49%-0.80%-7.84%7.82%-5.07%-6.40%6.23%7.11%-3.12%-9.25%
2021-1.42%3.04%6.61%2.03%2.41%1.87%1.88%2.07%-3.01%4.59%-2.39%5.55%25.29%
2020-1.80%-8.45%-14.72%6.07%2.86%3.30%-1.45%3.05%-1.31%-5.00%14.04%3.06%-3.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PRAE.DE is 65, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PRAE.DE is 6565
PRAE.DE (Amundi Prime Europe UCITS ETF)
The Sharpe Ratio Rank of PRAE.DE is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of PRAE.DE is 6060Sortino Ratio Rank
The Omega Ratio Rank of PRAE.DE is 5959Omega Ratio Rank
The Calmar Ratio Rank of PRAE.DE is 7676Calmar Ratio Rank
The Martin Ratio Rank of PRAE.DE is 6868Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi Prime Europe UCITS ETF (PRAE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PRAE.DE
Sharpe ratio
The chart of Sharpe ratio for PRAE.DE, currently valued at 1.61, compared to the broader market0.002.004.001.61
Sortino ratio
The chart of Sortino ratio for PRAE.DE, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.0012.002.25
Omega ratio
The chart of Omega ratio for PRAE.DE, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for PRAE.DE, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.90
Martin ratio
The chart of Martin ratio for PRAE.DE, currently valued at 8.94, compared to the broader market0.0020.0040.0060.0080.00100.008.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.0011.09

Sharpe Ratio

The current Amundi Prime Europe UCITS ETF Sharpe ratio is 1.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amundi Prime Europe UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.61
1.71
PRAE.DE (Amundi Prime Europe UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi Prime Europe UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.23%
-2.87%
PRAE.DE (Amundi Prime Europe UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Prime Europe UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi Prime Europe UCITS ETF was 37.00%, occurring on Mar 16, 2020. Recovery took 253 trading sessions.

The current Amundi Prime Europe UCITS ETF drawdown is 2.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37%Feb 20, 202018Mar 16, 2020253Mar 16, 2021271
-19.6%Jan 6, 2022189Sep 29, 2022162May 19, 2023351
-8.74%Jul 28, 202366Oct 27, 202330Dec 8, 202396
-7.17%Jul 15, 202416Aug 5, 202418Aug 29, 202434
-5.36%Nov 18, 20219Nov 30, 202122Jan 3, 202231

Volatility

Volatility Chart

The current Amundi Prime Europe UCITS ETF volatility is 2.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
2.82%
3.93%
PRAE.DE (Amundi Prime Europe UCITS ETF)
Benchmark (^GSPC)