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

Performance

EEUX.DE vs. PRAE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.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

The year-to-date returns for both investments are quite close, with EEUX.DE having a 10.26% return and PRAE.DE slightly higher at 10.77%.


EEUX.DE

1D
0.79%
1M
2.72%
YTD
10.26%
6M
10.98%
1Y
21.84%
3Y*
15.05%
5Y*
9.50%
10Y*
10.13%

PRAE.DE

1D
0.83%
1M
2.50%
YTD
10.77%
6M
11.48%
1Y
23.50%
3Y*
15.45%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
EEUX.DE
BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF
10.26%19.25%8.83%15.73%-11.68%24.98%-4.20%
PRAE.DE
Amundi Prime Europe UCITS ETF
10.77%20.48%8.47%15.73%-9.23%25.26%-4.30%

Correlation

The correlation between EEUX.DE and PRAE.DE is 0.97 - 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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.98

The correlation between EEUX.DE and PRAE.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

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

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

EEUX.DE
EEUX.DE Risk / Return Rank: 5555
Overall Rank
EEUX.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EEUX.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
EEUX.DE Omega Ratio Rank: 5858
Omega Ratio Rank
EEUX.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
EEUX.DE Martin Ratio Rank: 5454
Martin Ratio Rank

PRAE.DE
PRAE.DE Risk / Return Rank: 6262
Overall Rank
PRAE.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 6464
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 6161
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.

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

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.12

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

2.23

2.46

-0.22

Martin ratioReturn relative to average drawdown

8.51

9.62

-1.12

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

The current EEUX.DE Sharpe Ratio is 1.68, which is comparable to the PRAE.DE Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of EEUX.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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Drawdowns

EEUX.DE vs. PRAE.DE - Drawdown Comparison

The maximum EEUX.DE drawdown since its inception was -95.71%, which is greater than PRAE.DE's maximum drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and PRAE.DE.


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Drawdown Indicators


EEUX.DEPRAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-95.71%

-37.01%

-58.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.74%

-9.52%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.45%

-16.93%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-19.59%

-1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-95.71%

Current Drawdown

Current decline from peak

-88.58%

0.00%

-88.58%

Average Drawdown

Average peak-to-trough decline

-55.21%

-5.27%

-49.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.44%

+0.12%

Volatility

EEUX.DE vs. PRAE.DE - Volatility Comparison

BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) and Amundi Prime Europe UCITS ETF (PRAE.DE) have volatilities of 2.98% and 2.98%, 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


EEUX.DEPRAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

2.98%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

10.85%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

13.04%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

14.41%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

714.84%

17.81%

+697.03%

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

EEUX.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

EEUX.DE vs. PRAE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, EEUX.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 0.15% for EEUX.DE.

EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.15% for EEUX.DE and 0.05% for PRAE.DE.

Portfolio Optimizer

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