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10AI.DE vs. PRAE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

10AI.DE vs. PRAE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and Amundi Prime Europe UCITS ETF (PRAE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with 10AI.DE having a 7.51% return and PRAE.DE slightly higher at 7.71%.


10AI.DE

1D
0.60%
1M
3.33%
YTD
7.51%
6M
9.77%
1Y
16.07%
3Y*
13.61%
5Y*
9.90%
10Y*

PRAE.DE

1D
0.23%
1M
3.06%
YTD
7.71%
6M
10.19%
1Y
16.77%
3Y*
13.87%
5Y*
10.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

10AI.DE vs. PRAE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
10AI.DE
Amundi Index MSCI Europe UCITS ETF DR EUR (D)
7.51%20.22%8.28%15.64%-9.34%25.18%-4.25%
PRAE.DE
Amundi Prime Europe UCITS ETF
7.71%20.47%8.49%15.73%-9.25%25.29%-4.31%

Correlation

The correlation between 10AI.DE and PRAE.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2020

0.88

The correlation between 10AI.DE and PRAE.DE has been stable across timeframes, ranging from 0.88 to 0.98 - a consistent structural relationship.

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Return for Risk

10AI.DE vs. PRAE.DE — Risk / Return Rank

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

10AI.DE
10AI.DE Risk / Return Rank: 3636
Overall Rank
10AI.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
10AI.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
10AI.DE Omega Ratio Rank: 3636
Omega Ratio Rank
10AI.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
10AI.DE Martin Ratio Rank: 4040
Martin Ratio Rank

PRAE.DE
PRAE.DE Risk / Return Rank: 3838
Overall Rank
PRAE.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 4242
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.

10AI.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and Amundi Prime Europe UCITS ETF (PRAE.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.


10AI.DEPRAE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.24

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

1.69

1.75

-0.06

Martin ratioReturn relative to average drawdown

6.28

6.64

-0.36

10AI.DE vs. PRAE.DE - Sharpe Ratio Comparison

The current 10AI.DE Sharpe Ratio is 1.25, which is comparable to the PRAE.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of 10AI.DE and PRAE.DE, 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


10AI.DEPRAE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.29

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.69

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.54

+0.07

Drawdowns

10AI.DE vs. PRAE.DE - Drawdown Comparison

The maximum 10AI.DE drawdown since its inception was -35.68%, which is greater than PRAE.DE's maximum drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for 10AI.DE and PRAE.DE.


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Drawdown Indicators


10AI.DEPRAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-32.86%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-9.54%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-16.94%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-19.53%

-19.60%

+0.07%

Current Drawdown

Current decline from peak

-1.55%

-1.63%

+0.08%

Average Drawdown

Average peak-to-trough decline

-4.88%

-5.27%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.52%

+0.03%

Volatility

10AI.DE vs. PRAE.DE - Volatility Comparison

Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and Amundi Prime Europe UCITS ETF (PRAE.DE) have volatilities of 4.22% and 4.39%, 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


10AI.DEPRAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.39%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

10.66%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.84%

12.97%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

14.42%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

17.22%

-0.16%

10AI.DE vs. PRAE.DE - Expense Ratio Comparison

10AI.DE has a 0.15% expense ratio, which is higher than PRAE.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%.


Dividends

10AI.DE vs. PRAE.DE - Dividend Comparison

10AI.DE's dividend yield for the trailing twelve months is around 2.34%, while PRAE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
10AI.DE
Amundi Index MSCI Europe UCITS ETF DR EUR (D)
2.34%2.51%2.82%2.77%3.02%2.17%2.07%3.17%3.21%
PRAE.DE
Amundi Prime Europe UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, 10AI.DE and PRAE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

PRAE.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for 10AI.DE.

10AI.DE tracks MSCI Europe, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. Their fees differ too: 0.15% for 10AI.DE and 0.05% for PRAE.DE.

Portfolio Optimizer

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