DX2G.DE vs. PR1E.DE
DX2G.DE (Xtrackers CAC 40 UCITS ETF) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - DX2G.DE tracks the CAC 40® while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, DX2G.DE returned 7.91%/yr vs 10.02%/yr for PR1E.DE. Their correlation of 0.91 suggests significant overlap in exposure. DX2G.DE charges 0.20%/yr vs 0.05%/yr for PR1E.DE.
Performance
DX2G.DE vs. PR1E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2G.DE achieves a 3.56% return, which is significantly lower than PR1E.DE's 7.72% return.
DX2G.DE
- 1D
- 1.24%
- 1M
- 0.29%
- YTD
- 3.56%
- 6M
- 3.99%
- 1Y
- 9.17%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
PR1E.DE
- 1D
- 0.46%
- 1M
- 0.90%
- YTD
- 7.72%
- 6M
- 10.13%
- 1Y
- 16.32%
- 3Y*
- 13.86%
- 5Y*
- 10.02%
- 10Y*
- —
DX2G.DE vs. PR1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | -4.99% | 17.95% |
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 7.72% | 20.48% | 8.42% | 15.89% | -9.34% | 25.39% | -3.59% | 15.15% |
Correlation
The correlation between DX2G.DE and PR1E.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.91 |
The correlation between DX2G.DE and PR1E.DE has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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Return for Risk
DX2G.DE vs. PR1E.DE — Risk / Return Rank
DX2G.DE
PR1E.DE
DX2G.DE vs. PR1E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CAC 40 UCITS ETF (DX2G.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.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.
| DX2G.DE | PR1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.81 | -1.00 |
| Martin ratioReturn relative to average drawdown | 2.51 | 6.80 | -4.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DX2G.DE | PR1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.32 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.68 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.62 | -0.14 |
Drawdowns
DX2G.DE vs. PR1E.DE - Drawdown Comparison
The maximum DX2G.DE drawdown since its inception was -38.70%, which is greater than PR1E.DE's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for DX2G.DE and PR1E.DE.
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Drawdown Indicators
| DX2G.DE | PR1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -35.98% | -2.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -9.39% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -16.84% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -19.66% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | — | — |
Current DrawdownCurrent decline from peak | -2.30% | -1.61% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -4.90% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.51% | +1.05% |
Volatility
DX2G.DE vs. PR1E.DE - Volatility Comparison
Xtrackers CAC 40 UCITS ETF (DX2G.DE) has a higher volatility of 4.71% compared to Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) at 4.33%. This indicates that DX2G.DE's price experiences larger fluctuations and is considered to be riskier than PR1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2G.DE | PR1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.33% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 10.60% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 12.88% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 14.48% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 16.68% | +1.27% |
DX2G.DE vs. PR1E.DE - Expense Ratio Comparison
DX2G.DE has a 0.20% expense ratio, which is higher than PR1E.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
DX2G.DE vs. PR1E.DE - Dividend Comparison
DX2G.DE's dividend yield for the trailing twelve months is around 2.97%, more than PR1E.DE's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 2.38% | 2.56% | 2.87% | 2.91% | 3.15% | 2.25% | 2.17% | 2.73% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DX2G.DE and PR1E.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1E.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for DX2G.DE.
DX2G.DE tracks CAC 40®, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for DX2G.DE and 0.05% for PR1E.DE.
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