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EDM2.DE vs. PRAM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDM2.DE vs. PRAM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EDM2.DE having a 26.35% return and PRAM.DE slightly higher at 26.47%.


EDM2.DE

1D
-1.45%
1M
3.82%
YTD
26.35%
6M
26.81%
1Y
46.28%
3Y*
20.29%
5Y*
7.59%
10Y*

PRAM.DE

1D
-1.40%
1M
3.32%
YTD
26.47%
6M
26.44%
1Y
46.39%
3Y*
20.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDM2.DE vs. PRAM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EDM2.DE
iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)
26.35%19.81%13.36%4.56%-16.00%0.51%
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
26.47%17.03%13.52%7.05%-12.45%1.12%

Correlation

The correlation between EDM2.DE and PRAM.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.95

The correlation between EDM2.DE and PRAM.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

EDM2.DE vs. PRAM.DE — Risk / Return Rank

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

EDM2.DE
EDM2.DE Risk / Return Rank: 8181
Overall Rank
EDM2.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EDM2.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EDM2.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EDM2.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EDM2.DE Martin Ratio Rank: 8181
Martin Ratio Rank

PRAM.DE
PRAM.DE Risk / Return Rank: 8282
Overall Rank
PRAM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PRAM.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRAM.DE Omega Ratio Rank: 8181
Omega Ratio Rank
PRAM.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
PRAM.DE Martin Ratio Rank: 8181
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.

EDM2.DE vs. PRAM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.


EDM2.DEPRAM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.48

1.48

0.00

Calmar ratioReturn relative to maximum drawdown

4.32

4.52

-0.20

Martin ratioReturn relative to average drawdown

15.65

15.90

-0.25

EDM2.DE vs. PRAM.DE - Sharpe Ratio Comparison

The current EDM2.DE Sharpe Ratio is 2.63, which is comparable to the PRAM.DE Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of EDM2.DE and PRAM.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


EDM2.DEPRAM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.68

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.61

-0.12

Drawdowns

EDM2.DE vs. PRAM.DE - Drawdown Comparison

The maximum EDM2.DE drawdown since its inception was -32.32%, which is greater than PRAM.DE's maximum drawdown of -20.90%. Use the drawdown chart below to compare losses from any high point for EDM2.DE and PRAM.DE.


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Drawdown Indicators


EDM2.DEPRAM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.32%

-20.90%

-11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-10.54%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.52%

-19.02%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Current Drawdown

Current decline from peak

-2.66%

-2.59%

-0.07%

Average Drawdown

Average peak-to-trough decline

-11.10%

-7.74%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.00%

+0.01%

Volatility

EDM2.DE vs. PRAM.DE - Volatility Comparison

iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) have volatilities of 7.43% and 7.09%, 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


EDM2.DEPRAM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

7.09%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

14.98%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

17.80%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

16.84%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

16.84%

+2.29%

EDM2.DE vs. PRAM.DE - Expense Ratio Comparison

EDM2.DE has a 0.18% expense ratio, which is higher than PRAM.DE's 0.10% 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

EDM2.DE vs. PRAM.DE - Dividend Comparison

Neither EDM2.DE nor PRAM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, EDM2.DE and PRAM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for EDM2.DE.

EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus, while PRAM.DE tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.18% for EDM2.DE and 0.10% for PRAM.DE.

Portfolio Optimizer

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