CG1.L vs. PRIE.L

Last updated Jun 5, 2026

CG1.L (Amundi ETF DAX UCITS ETF DR) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds from Amundi - CG1.L tracks the FSE DAX TR EUR while PRIE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, CG1.L returned 9.27%/yr vs 7.25%/yr for PRIE.L. Their correlation of 0.89 suggests significant overlap in exposure. CG1.L charges 0.10%/yr vs 0.05%/yr for PRIE.L.

Performance

CG1.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF DAX UCITS ETF DR (CG1.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CG1.L achieves a 0.50% return, which is significantly lower than PRIE.L's 6.91% return.

CG1.L

• 1D: 0.55%
• 1M: 2.25%
• YTD: 0.50%
• 6M: 3.03%
• 1Y: 5.04%
• 3Y*: 15.61%
• 5Y*: 9.27%
• 10Y*: 9.94%

PRIE.L

• 1D: 0.53%
• 1M: 3.65%
• YTD: 6.91%
• 6M: 6.51%
• 1Y: 16.99%
• 3Y*: 10.92%
• 5Y*: 7.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CG1.L vs. PRIE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CG1.L Amundi ETF DAX UCITS ETF DR	0.50%	28.47%	13.17%	17.07%	-7.61%	7.99%	9.33%	12.70%
PRIE.L Amundi Prime Europe UCITS ETF DR (D)	6.91%	22.93%	1.02%	10.15%	-6.60%	14.84%	-0.22%	9.43%

Correlation

The correlation between CG1.L and PRIE.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019	0.89

The correlation between CG1.L and PRIE.L has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

CG1.L vs. PRIE.L - Sectors Allocation Comparison

Sectors	CG1.L	PRIE.L
Industrials	33.9%	19.2%
Financial Services	20.8%	24.2%
Technology	14.4%	9.4%
Consumer Cyclical	7.0%	6.5%
Communication Services	6.4%	3.3%
Healthcare	5.8%	13.4%
Basic Materials	5.0%	5.2%
Utilities	4.7%	4.6%
Consumer Defensive	1.0%	8.4%
Real Estate	1.0%	0.6%
Energy	-	5.2%

Return for Risk

CG1.L vs. PRIE.L — Risk / Return Rank

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

CG1.L

CG1.L Risk / Return Rank: 14
CG1.L Sharpe Ratio Rank: 14
CG1.L Sortino Ratio Rank: 14
CG1.L Omega Ratio Rank: 14
CG1.L Calmar Ratio Rank: 14
CG1.L Martin Ratio Rank: 15

PRIE.L

PRIE.L Risk / Return Rank: 37
PRIE.L Sharpe Ratio Rank: 39
PRIE.L Sortino Ratio Rank: 37
PRIE.L Omega Ratio Rank: 41
PRIE.L Calmar Ratio Rank: 33
PRIE.L Martin Ratio Rank: 37

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.

CG1.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (CG1.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.

	CG1.L	PRIE.L	Difference
Sharpe ratio: Return per unit of total volatility	0.33	1.36	-1.03
Sortino ratio: Return per unit of downside risk	0.56	1.90	-1.34
Omega ratio: Gain probability vs. loss probability	1.07	1.26	-0.19
Calmar ratio: Return relative to maximum drawdown	0.39	1.60	-1.22
Martin ratio: Return relative to average drawdown	1.24	5.58	-4.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CG1.L vs. PRIE.L - Sharpe Ratio Comparison

The current CG1.L Sharpe Ratio is 0.33, which is lower than the PRIE.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of CG1.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.

Sharpe Ratios by Period

	CG1.L	PRIE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	1.36	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.51	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.49	-0.05

Drawdowns

CG1.L vs. PRIE.L - Drawdown Comparison

The maximum CG1.L drawdown since its inception was -34.44%, which is greater than PRIE.L's maximum drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for CG1.L and PRIE.L.

Drawdown Indicators

	CG1.L	PRIE.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.44%	-28.92%	-5.52%
Max Drawdown (1Y) Largest decline over 1 year	-12.92%	-10.55%	-2.37%
Max Drawdown (3Y) Largest decline over 3 years	-13.80%	-13.25%	-0.55%
Max Drawdown (5Y) Largest decline over 5 years	-23.46%	-17.75%	-5.71%
Max Drawdown (10Y) Largest decline over 10 years	-34.44%	—	—
Current Drawdown Current decline from peak	-3.29%	-1.14%	-2.15%
Average Drawdown Average peak-to-trough decline	-7.08%	-4.71%	-2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.05%	3.04%	+1.01%

Volatility

CG1.L vs. PRIE.L - Volatility Comparison

Amundi ETF DAX UCITS ETF DR (CG1.L) has a higher volatility of 4.79% compared to Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) at 4.12%. This indicates that CG1.L's price experiences larger fluctuations and is considered to be riskier than PRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CG1.L	PRIE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	4.12%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	12.45%	10.54%	+1.91%
Volatility (1Y) Calculated over the trailing 1-year period	15.26%	12.44%	+2.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	14.21%	+2.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	15.99%	+2.01%

CG1.L vs. PRIE.L - Expense Ratio Comparison

CG1.L has a 0.10% expense ratio, which is higher than PRIE.L'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

CG1.L vs. PRIE.L - Dividend Comparison

CG1.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 0.02%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CG1.L Amundi ETF DAX UCITS ETF DR	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)	0.02%	0.03%	0.03%	0.03%	0.03%	0.02%	0.02%	0.03%

Frequently Asked Questions

Can I hold both CG1.L and PRIE.L in my portfolio?

CG1.L and PRIE.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CG1.L or PRIE.L?

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

Which ETF is cheaper, CG1.L or PRIE.L?

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.10% for CG1.L.

What is the main difference between CG1.L and PRIE.L?

CG1.L tracks FSE DAX TR EUR, while PRIE.L tracks MSCI Europe NR EUR. Their fees differ too: 0.10% for CG1.L and 0.05% for PRIE.L.