CZX.DE vs. PRAE.DE
CZX.DE (Expat Czech PX UCITS ETF) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds - CZX.DE tracks the PX Index while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, CZX.DE returned 17.96%/yr vs 10.56%/yr for PRAE.DE. At a 0.38 correlation, their price movements are largely independent. CZX.DE charges 1.38%/yr vs 0.05%/yr for PRAE.DE.
Performance
CZX.DE vs. PRAE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CZX.DE achieves a -0.76% return, which is significantly lower than PRAE.DE's 11.19% return.
CZX.DE
- 1D
- 0.09%
- 1M
- 0.94%
- 6M
- -2.81%
- YTD
- -0.76%
- 1Y
- 25.11%
- 3Y*
- 26.57%
- 5Y*
- 17.96%
- 10Y*
- —
PRAE.DE
- 1D
- 0.22%
- 1M
- 1.64%
- 6M
- 7.62%
- YTD
- 11.19%
- 1Y
- 22.11%
- 3Y*
- 15.09%
- 5Y*
- 10.56%
- 10Y*
- —
CZX.DE vs. PRAE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CZX.DE Expat Czech PX UCITS ETF | -0.76% | 59.06% | 25.21% | 15.53% | -14.17% | 36.32% | -13.70% |
PRAE.DE Amundi Prime Europe UCITS ETF | 11.19% | 20.48% | 8.47% | 15.73% | -9.23% | 25.26% | -4.30% |
Correlation
The correlation between CZX.DE and PRAE.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020 | 0.38 |
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Return for Risk
CZX.DE vs. PRAE.DE — Risk / Return Rank
CZX.DE
PRAE.DE
CZX.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Czech PX UCITS ETF (CZX.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.
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.
| CZX.DE | PRAE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.31 | -0.28 |
| Martin ratioReturn relative to average drawdown | 5.25 | 9.05 | -3.80 |
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Drawdowns
CZX.DE vs. PRAE.DE - Drawdown Comparison
The maximum CZX.DE drawdown since its inception was -41.92%, which is greater than PRAE.DE's maximum drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for CZX.DE and PRAE.DE.
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Drawdown Indicators
| CZX.DE | PRAE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.92% | -37.01% | -4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -9.52% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -16.93% | +4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | -19.59% | -6.28% |
Current DrawdownCurrent decline from peak | -4.39% | -1.59% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -5.23% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 2.44% | +2.46% |
Volatility
CZX.DE vs. PRAE.DE - Volatility Comparison
Expat Czech PX UCITS ETF (CZX.DE) has a higher volatility of 4.33% compared to Amundi Prime Europe UCITS ETF (PRAE.DE) at 3.49%. This indicates that CZX.DE's price experiences larger fluctuations and is considered to be riskier than PRAE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CZX.DE | PRAE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.49% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 11.16% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.56% | 13.19% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 14.42% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 17.78% | +0.61% |
CZX.DE vs. PRAE.DE - Expense Ratio Comparison
CZX.DE has a 1.38% expense ratio, which is higher than PRAE.DE's 0.05% expense ratio.
Dividends
CZX.DE vs. PRAE.DE - Dividend Comparison
Neither CZX.DE nor PRAE.DE has paid dividends to shareholders.
Frequently Asked Questions
CZX.DE and PRAE.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 1.38% for CZX.DE.
CZX.DE tracks PX Index, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: Expat and Amundi. Their fees differ too: 1.38% for CZX.DE and 0.05% for PRAE.DE.
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