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DAXX.L vs. PRUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DAXX.L vs. PRUK.L

Last updated Jun 5, 2026

DAXX.L (Lyxor DAX (DR) UCITS ETF - Acc) and PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) are both Europe Equities funds from Amundi - DAXX.L tracks the FSE DAX TR EUR while PRUK.L tracks the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 5 years, DAXX.L returned 9.26%/yr vs 0.76%/yr for PRUK.L. A 0.66 correlation means they provide meaningful diversification when combined. DAXX.L charges 0.15%/yr vs 0.05%/yr for PRUK.L.

Performance

DAXX.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DAXX.L achieves a 0.50% return, which is significantly lower than PRUK.L's 2.88% return.

DAXX.L

1D
0.65%
1M
2.34%
YTD
0.50%
6M
3.08%
1Y
5.12%
3Y*
15.60%
5Y*
9.26%
10Y*
9.91%

PRUK.L

1D
1.00%
1M
3.43%
YTD
2.88%
6M
5.16%
1Y
9.91%
3Y*
8.92%
5Y*
0.76%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAXX.L vs. PRUK.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
DAXX.L
Lyxor DAX (DR) UCITS ETF - Acc		0.50%28.48%13.18%17.11%-7.69%7.55%5.60%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)		2.88%13.57%5.85%7.37%-22.76%12.69%22.98%

Correlation

The correlation between DAXX.L and PRUK.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.62

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

0.66

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.66

The correlation between DAXX.L and PRUK.L has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

DAXX.L vs. PRUK.L - Sectors Allocation Comparison

Sectors
DAXX.L
PRUK.L

Industrials

34.2%
22.2%

Financial Services

20.5%
19.9%

Technology

14.7%
7.0%

Consumer Cyclical

7.1%
13.2%

Communication Services

6.4%
6.8%

Healthcare

5.7%
2.9%

Basic Materials

5.0%
7.3%

Utilities

4.7%
3.4%

Consumer Defensive

1.0%
6.4%

Real Estate

0.9%
8.0%

Energy

-

2.9%

Industrials

DAXX.L
34.2%
PRUK.L
22.2%

Financial Services

DAXX.L
20.5%
PRUK.L
19.9%

Technology

DAXX.L
14.7%
PRUK.L
7.0%

Consumer Cyclical

DAXX.L
7.1%
PRUK.L
13.2%

Communication Services

DAXX.L
6.4%
PRUK.L
6.8%

Healthcare

DAXX.L
5.7%
PRUK.L
2.9%

Basic Materials

DAXX.L
5.0%
PRUK.L
7.3%

Utilities

DAXX.L
4.7%
PRUK.L
3.4%

Consumer Defensive

DAXX.L
1.0%
PRUK.L
6.4%

Real Estate

DAXX.L
0.9%
PRUK.L
8.0%

Energy

DAXX.L

-

PRUK.L
2.9%

Compare stocks, funds, or ETFs

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Lyxor DAX (DR) UCITS ETF - Acc

Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)

Often compared with DAXX.L:
DAXX.L vs. EXS1.DEDAXX.L vs. HP3A.DEDAXX.L vs. VWCG.DEDAXX.L vs. ^GDAXIDAXX.L vs. VOODAXX.L vs. SPYDAXX.L vs. SCHD
Often compared with PRUK.L:
PRUK.L vs. EDIV.LPRUK.L vs. MVED.LPRUK.L vs. VUKE.DEPRUK.L vs. IWQU.LPRUK.L vs. MIVO.LPRUK.L vs. FEUZ.LPRUK.L vs. CS1.L

Return for Risk

DAXX.L vs. PRUK.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DAXX.L
DAXX.L Risk / Return Rank: 1414
Overall Rank
DAXX.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DAXX.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
DAXX.L Omega Ratio Rank: 1414
Omega Ratio Rank
DAXX.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
DAXX.L Martin Ratio Rank: 1515
Martin Ratio Rank
PRUK.L
PRUK.L Risk / Return Rank: 2121
Overall Rank
PRUK.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 2121
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 2121
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.

DAXX.L vs. PRUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.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.

DAXX.LPRUK.LDifference
Sharpe ratioReturn per unit of total volatility
0.34
0.70

-0.36

Sortino ratioReturn per unit of downside risk
0.57
1.09

-0.52

Omega ratioGain probability vs. loss probability

1.07

1.13

-0.06

Calmar ratioReturn relative to maximum drawdown

0.39

0.76

-0.36

Martin ratioReturn relative to average drawdown

1.26

2.52

-1.26

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DAXX.L vs. PRUK.L - Sharpe Ratio Comparison

The current DAXX.L Sharpe Ratio is 0.34, which is lower than the PRUK.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DAXX.L and PRUK.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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Sharpe Ratios by Period

DAXX.LPRUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.70

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.05

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.38

+0.09

Drawdowns

DAXX.L vs. PRUK.L - Drawdown Comparison

The maximum DAXX.L drawdown since its inception was -35.41%, roughly equal to the maximum PRUK.L drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for DAXX.L and PRUK.L.

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Drawdown Indicators

DAXX.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.41%

-36.10%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-13.05%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-18.00%

+4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.43%

-36.10%

+12.67%

Max Drawdown (10Y)

Largest decline over 10 years

-35.41%

—

—

Current Drawdown

Current decline from peak

-3.20%

-3.76%

+0.56%

Average Drawdown

Average peak-to-trough decline

-6.82%

-14.80%

+7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

3.93%

+0.13%

Volatility

DAXX.L vs. PRUK.L - Volatility Comparison

Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) have volatilities of 4.74% and 4.82%, 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

DAXX.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

4.82%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

11.72%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

14.14%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

16.54%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

17.45%

+0.57%

DAXX.L vs. PRUK.L - Expense Ratio Comparison

DAXX.L has a 0.15% expense ratio, which is higher than PRUK.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

DAXX.L vs. PRUK.L - Dividend Comparison

DAXX.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.60%.

PositionTTM202520242023202220212020
DAXX.L
Lyxor DAX (DR) UCITS ETF - Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)		3.60%3.70%3.63%3.43%3.50%1.73%0.29%

Frequently Asked Questions

DAXX.L and PRUK.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRUK.L is cheaper with a 0.05% expense ratio, compared with 0.15% for DAXX.L.

DAXX.L tracks FSE DAX TR EUR, while PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP. Their fees differ too: 0.15% for DAXX.L and 0.05% for PRUK.L.

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