EL4E.DE vs. PRAZ.DE
EL4E.DE (Deka STOXX Europe Strong Style Composite 40 UCITS ETF) and PRAZ.DE (Amundi Prime Eurozone UCITS ETF) are both Europe Equities funds - EL4E.DE tracks the STOXX Europe Strong Style Composite 40 Index while PRAZ.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, EL4E.DE returned 2.65%/yr vs 11.49%/yr for PRAZ.DE. A 0.76 correlation means they provide meaningful diversification when combined. EL4E.DE charges 0.66%/yr vs 0.05%/yr for PRAZ.DE.
Performance
EL4E.DE vs. PRAZ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EL4E.DE achieves a 6.79% return, which is significantly lower than PRAZ.DE's 11.57% return.
EL4E.DE
- 1D
- -0.17%
- 1M
- -0.50%
- 6M
- 0.99%
- YTD
- 6.79%
- 1Y
- 9.67%
- 3Y*
- 10.78%
- 5Y*
- 2.65%
- 10Y*
- 8.89%
PRAZ.DE
- 1D
- -0.34%
- 1M
- -0.13%
- 6M
- 7.88%
- YTD
- 11.57%
- 1Y
- 21.59%
- 3Y*
- 16.33%
- 5Y*
- 11.49%
- 10Y*
- —
EL4E.DE vs. PRAZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EL4E.DE Deka STOXX Europe Strong Style Composite 40 UCITS ETF | 6.79% | 10.62% | 11.03% | 16.21% | -27.49% | 23.99% | 11.35% |
PRAZ.DE Amundi Prime Eurozone UCITS ETF | 11.57% | 24.75% | 9.68% | 19.26% | -11.81% | 26.37% | -4.68% |
Correlation
The correlation between EL4E.DE and PRAZ.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020 | 0.76 |
The correlation between EL4E.DE and PRAZ.DE has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EL4E.DE vs. PRAZ.DE — Risk / Return Rank
EL4E.DE
PRAZ.DE
EL4E.DE vs. PRAZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.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.
| EL4E.DE | PRAZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 2.06 | -1.21 |
| Martin ratioReturn relative to average drawdown | 2.36 | 7.71 | -5.35 |
Loading charts...
Drawdowns
EL4E.DE vs. PRAZ.DE - Drawdown Comparison
The maximum EL4E.DE drawdown since its inception was -50.61%, which is greater than PRAZ.DE's maximum drawdown of -39.91%. Use the drawdown chart below to compare losses from any high point for EL4E.DE and PRAZ.DE.
Loading charts...
Drawdown Indicators
| EL4E.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.61% | -39.91% | -10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -10.42% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -22.95% | -15.47% | -7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -40.69% | -24.11% | -16.58% |
Max Drawdown (10Y)Largest decline over 10 years | -40.69% | — | — |
Current DrawdownCurrent decline from peak | -3.49% | -2.48% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -6.18% | -6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 2.79% | +1.92% |
Volatility
EL4E.DE vs. PRAZ.DE - Volatility Comparison
Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) has a higher volatility of 5.26% compared to Amundi Prime Eurozone UCITS ETF (PRAZ.DE) at 4.23%. This indicates that EL4E.DE's price experiences larger fluctuations and is considered to be riskier than PRAZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EL4E.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 4.23% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 12.83% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 15.20% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 17.04% | +5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 20.03% | -0.04% |
EL4E.DE vs. PRAZ.DE - Expense Ratio Comparison
EL4E.DE has a 0.66% expense ratio, which is higher than PRAZ.DE's 0.05% expense ratio.
Dividends
EL4E.DE vs. PRAZ.DE - Dividend Comparison
EL4E.DE's dividend yield for the trailing twelve months is around 1.30%, while PRAZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4E.DE Deka STOXX Europe Strong Style Composite 40 UCITS ETF | 1.30% | 0.93% | 1.28% | 0.60% | 2.51% | 0.23% | 0.95% | 1.28% | 1.02% | 0.23% | 2.62% | 1.99% |
PRAZ.DE Amundi Prime Eurozone UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EL4E.DE and PRAZ.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAZ.DE is cheaper with a 0.05% expense ratio, compared with 0.66% for EL4E.DE.
EL4E.DE tracks STOXX Europe Strong Style Composite 40 Index, while PRAZ.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.66% for EL4E.DE and 0.05% for PRAZ.DE.
Find the right allocation for EL4E.DE and PRAZ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer