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DECD.DE vs. PRAE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DECD.DE vs. PRAE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi DAX 50 ESG UCITS ETF (DECD.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

In the year-to-date period, DECD.DE achieves a 6.02% return, which is significantly lower than PRAE.DE's 7.71% return.


DECD.DE

1D
0.95%
1M
5.39%
YTD
6.02%
6M
8.92%
1Y
8.24%
3Y*
15.59%
5Y*
8.61%
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)

DECD.DE vs. PRAE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DECD.DE
Amundi DAX 50 ESG UCITS ETF
6.02%20.49%15.14%19.58%-15.27%15.15%4.11%
PRAE.DE
Amundi Prime Europe UCITS ETF
7.71%20.47%8.49%15.73%-9.25%25.29%1.52%

Correlation

The correlation between DECD.DE and PRAE.DE is 0.87, 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

0.87

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

0.86

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

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2020

0.88

The correlation between DECD.DE and PRAE.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

DECD.DE vs. PRAE.DE — Risk / Return Rank

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

DECD.DE
DECD.DE Risk / Return Rank: 1818
Overall Rank
DECD.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DECD.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
DECD.DE Omega Ratio Rank: 1717
Omega Ratio Rank
DECD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
DECD.DE Martin Ratio Rank: 1919
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.

DECD.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi DAX 50 ESG UCITS ETF (DECD.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.


DECD.DEPRAE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.11

1.24

-0.14

Calmar ratioReturn relative to maximum drawdown

0.70

1.75

-1.05

Martin ratioReturn relative to average drawdown

2.05

6.64

-4.59

DECD.DE vs. PRAE.DE - Sharpe Ratio Comparison

The current DECD.DE Sharpe Ratio is 0.54, which is lower than the PRAE.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of DECD.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


DECD.DEPRAE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.29

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.69

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.54

+0.12

Drawdowns

DECD.DE vs. PRAE.DE - Drawdown Comparison

The maximum DECD.DE drawdown since its inception was -28.60%, smaller than the maximum PRAE.DE drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for DECD.DE and PRAE.DE.


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Drawdown Indicators


DECD.DEPRAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.60%

-32.86%

+4.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-9.54%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-16.94%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

-19.60%

-9.00%

Current Drawdown

Current decline from peak

-0.45%

-1.63%

+1.18%

Average Drawdown

Average peak-to-trough decline

-5.72%

-5.27%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

2.52%

+1.48%

Volatility

DECD.DE vs. PRAE.DE - Volatility Comparison

Amundi DAX 50 ESG UCITS ETF (DECD.DE) and Amundi Prime Europe UCITS ETF (PRAE.DE) have volatilities of 4.50% 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


DECD.DEPRAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

4.39%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

10.66%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

12.97%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

14.42%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

17.22%

-0.44%

DECD.DE vs. PRAE.DE - Expense Ratio Comparison

DECD.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

DECD.DE vs. PRAE.DE - Dividend Comparison

Neither DECD.DE nor PRAE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DECD.DE and PRAE.DE have a correlation of 0.87, 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 0.15% for DECD.DE.

DECD.DE tracks DAX® 50 ESG, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. Their fees differ too: 0.15% for DECD.DE and 0.05% for PRAE.DE.

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