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BGX.L vs. PRIE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BGX.L vs. PRIE.L

Last updated Jul 18, 2026
Documentation

BGX.L (Expat Bulgaria SOFIX UCITS ETF) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - BGX.L tracks the SOFIX Index while PRIE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, BGX.L returned 12.53%/yr vs 10.56%/yr for PRIE.L. At a 0.09 correlation, their price movements are largely independent.

Performance

BGX.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Bulgaria SOFIX UCITS ETF (BGX.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, BGX.L achieves a 6.96% return, which is significantly lower than PRIE.L's 11.03% return.

BGX.L

1D
0.99%
1M
-0.28%
6M
-12.46%
YTD
6.96%
1Y
18.26%
3Y*
19.95%
5Y*
12.53%
10Y*
—

PRIE.L

1D
-0.16%
1M
0.56%
6M
6.82%
YTD
11.03%
1Y
21.23%
3Y*
14.89%
5Y*
10.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGX.L vs. PRIE.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
BGX.L
Expat Bulgaria SOFIX UCITS ETF		6.96%26.55%14.63%18.28%-9.77%33.45%-18.72%-8.22%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		11.03%19.54%8.79%15.79%-8.59%25.03%-3.56%5.10%

Correlation

The correlation between BGX.L and PRIE.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.01

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

0.08

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2019

0.09

The correlation between BGX.L and PRIE.L shifts across timeframes, from -0.01 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Expat Bulgaria SOFIX UCITS ETF

Amundi Prime Europe UCITS ETF DR (D)

Often compared with BGX.L:
BGX.L vs. CEUR.LBGX.L vs. CMB1.LBGX.L vs. CS1.LBGX.L vs. FLXD.LBGX.L vs. FRXD.LBGX.L vs. HDEU.LBGX.L vs. IEVL.L
Often compared with PRIE.L:
PRIE.L vs. PRIG.LPRIE.L vs. MSED.LPRIE.L vs. SRHE.LPRIE.L vs. VEUA.LPRIE.L vs. ^STOXXPRIE.L vs. FEZPRIE.L vs. VEU

Return for Risk

BGX.L vs. PRIE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BGX.L
BGX.L Risk / Return Rank: 4545
Overall Rank
BGX.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BGX.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
BGX.L Omega Ratio Rank: 5858
Omega Ratio Rank
BGX.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
BGX.L Martin Ratio Rank: 2323
Martin Ratio Rank
PRIE.L
PRIE.L Risk / Return Rank: 5656
Overall Rank
PRIE.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 6363
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 5151
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.

BGX.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Bulgaria SOFIX UCITS ETF (BGX.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.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.

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.

BGX.LPRIE.LDifference
Sharpe ratioReturn per unit of total volatility
1.30
1.67

-0.37

Sortino ratioReturn per unit of downside risk
2.28
2.37

-0.10

Omega ratioGain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

1.13

2.21

-1.09

Martin ratioReturn relative to average drawdown

2.15

8.52

-6.37

BGX.L vs. PRIE.L - Sharpe Ratio Comparison

The current BGX.L Sharpe Ratio is 1.30, which is comparable to the PRIE.L Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of BGX.L and PRIE.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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Drawdowns

BGX.L vs. PRIE.L - Drawdown Comparison

The maximum BGX.L drawdown since its inception was -36.41%, roughly equal to the maximum PRIE.L drawdown of -36.11%. Use the drawdown chart below to compare losses from any high point for BGX.L and PRIE.L.

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Drawdown Indicators

BGX.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.41%

-36.11%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-9.54%

-6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

-16.26%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-17.72%

-19.61%

+1.89%

Current Drawdown

Current decline from peak

-12.52%

-1.81%

-10.71%

Average Drawdown

Average peak-to-trough decline

-12.33%

-5.69%

-6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

2.49%

+6.00%

Volatility

BGX.L vs. PRIE.L - Volatility Comparison

The current volatility for Expat Bulgaria SOFIX UCITS ETF (BGX.L) is 2.12%, while Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) has a volatility of 3.31%. This indicates that BGX.L experiences smaller price fluctuations and is considered to be less risky than PRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BGX.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

3.31%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

10.65%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

12.68%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

14.38%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

17.23%

-2.90%

Dividends

BGX.L vs. PRIE.L - Dividend Comparison

BGX.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 2.38%.

PositionTTM2025202420232022202120202019
BGX.L
Expat Bulgaria SOFIX UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		2.38%2.57%2.84%2.88%3.10%2.27%2.16%2.76%

Frequently Asked Questions

BGX.L and PRIE.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGX.L tracks SOFIX Index, while PRIE.L tracks MSCI Europe NR EUR. They also come from different issuers: Expat and Amundi.

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