EDM4.DE vs. PRAE.DE
EDM4.DE (iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds - EDM4.DE tracks the MSCI EMU ESG Enhanced Focus while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, EDM4.DE returned 9.91%/yr vs 10.04%/yr for PRAE.DE. Their correlation of 0.86 suggests significant overlap in exposure. EDM4.DE charges 0.12%/yr vs 0.05%/yr for PRAE.DE.
Performance
EDM4.DE vs. PRAE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM4.DE achieves a 8.82% return, which is significantly higher than PRAE.DE's 7.71% return.
EDM4.DE
- 1D
- 0.51%
- 1M
- 2.53%
- YTD
- 8.82%
- 6M
- 10.65%
- 1Y
- 17.25%
- 3Y*
- 15.37%
- 5Y*
- 9.91%
- 10Y*
- —
PRAE.DE
- 1D
- 0.23%
- 1M
- 0.88%
- YTD
- 7.71%
- 6M
- 9.87%
- 1Y
- 16.29%
- 3Y*
- 13.87%
- 5Y*
- 10.04%
- 10Y*
- —
EDM4.DE vs. PRAE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EDM4.DE iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc | 8.82% | 22.13% | 9.89% | 18.31% | -12.80% | 22.20% | 0.56% |
PRAE.DE Amundi Prime Europe UCITS ETF | 7.71% | 20.47% | 8.49% | 15.73% | -9.25% | 25.29% | -4.31% |
Correlation
The correlation between EDM4.DE and PRAE.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.86 |
The correlation between EDM4.DE and PRAE.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
EDM4.DE vs. PRAE.DE — Risk / Return Rank
EDM4.DE
PRAE.DE
EDM4.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.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.
| EDM4.DE | PRAE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.75 | -0.14 |
| Martin ratioReturn relative to average drawdown | 5.81 | 6.64 | -0.83 |
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
| EDM4.DE | PRAE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.29 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.69 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.54 | +0.03 |
Drawdowns
EDM4.DE vs. PRAE.DE - Drawdown Comparison
The maximum EDM4.DE drawdown since its inception was -35.27%, which is greater than PRAE.DE's maximum drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for EDM4.DE and PRAE.DE.
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Drawdown Indicators
| EDM4.DE | PRAE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -32.86% | -2.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -9.54% | -1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -16.94% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -19.60% | -5.64% |
Current DrawdownCurrent decline from peak | -0.39% | -1.63% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -5.27% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.52% | +0.48% |
Volatility
EDM4.DE vs. PRAE.DE - Volatility Comparison
iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) has a higher volatility of 4.75% compared to Amundi Prime Europe UCITS ETF (PRAE.DE) at 4.39%. This indicates that EDM4.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
| EDM4.DE | PRAE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.39% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 10.66% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 12.97% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 14.42% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.22% | +0.85% |
EDM4.DE vs. PRAE.DE - Expense Ratio Comparison
EDM4.DE has a 0.12% 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
EDM4.DE vs. PRAE.DE - Dividend Comparison
Neither EDM4.DE nor PRAE.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, EDM4.DE and PRAE.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, 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 0.12% for EDM4.DE.
EDM4.DE tracks MSCI EMU ESG Enhanced Focus, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for EDM4.DE and 0.05% for PRAE.DE.
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