EMUS.DE vs. PR1E.DE
EMUS.DE (BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - EMUS.DE tracks the MSCI EMU SRI S-Series PAB 5% Capped while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, EMUS.DE returned 7.85%/yr vs 10.02%/yr for PR1E.DE. A 0.77 correlation means they provide meaningful diversification when combined. EMUS.DE charges 0.25%/yr vs 0.05%/yr for PR1E.DE.
Performance
EMUS.DE vs. PR1E.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EMUS.DE having a 7.56% return and PR1E.DE slightly higher at 7.72%.
EMUS.DE
- 1D
- 0.74%
- 1M
- 5.38%
- YTD
- 7.56%
- 6M
- 9.47%
- 1Y
- 12.57%
- 3Y*
- 12.58%
- 5Y*
- 7.85%
- 10Y*
- —
PR1E.DE
- 1D
- 0.46%
- 1M
- 3.10%
- YTD
- 7.72%
- 6M
- 10.21%
- 1Y
- 17.12%
- 3Y*
- 13.86%
- 5Y*
- 10.02%
- 10Y*
- —
EMUS.DE vs. PR1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMUS.DE BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF | 7.56% | 15.33% | 10.65% | 11.79% | -13.95% | 30.31% | 4.55% |
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 7.72% | 20.48% | 8.42% | 15.89% | -9.34% | 25.39% | 8.75% |
Correlation
The correlation between EMUS.DE and PR1E.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | 0.77 |
The correlation between EMUS.DE and PR1E.DE shifts across timeframes, from 0.76 (3 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EMUS.DE vs. PR1E.DE — Risk / Return Rank
EMUS.DE
PR1E.DE
EMUS.DE vs. PR1E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF (EMUS.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.
| EMUS.DE | PR1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.81 | -0.66 |
| Martin ratioReturn relative to average drawdown | 3.93 | 6.80 | -2.86 |
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
| EMUS.DE | PR1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.32 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.68 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.62 | +0.16 |
Drawdowns
EMUS.DE vs. PR1E.DE - Drawdown Comparison
The maximum EMUS.DE drawdown since its inception was -25.16%, smaller than the maximum PR1E.DE drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for EMUS.DE and PR1E.DE.
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Drawdown Indicators
| EMUS.DE | PR1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.16% | -35.98% | +10.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -9.39% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -16.84% | +3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -19.66% | -5.50% |
Current DrawdownCurrent decline from peak | -0.19% | -1.61% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -4.90% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.51% | +0.68% |
Volatility
EMUS.DE vs. PR1E.DE - Volatility Comparison
BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF (EMUS.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) have volatilities of 4.25% and 4.33%, 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
| EMUS.DE | PR1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.33% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 10.60% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 12.88% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 14.48% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 16.68% | +0.67% |
EMUS.DE vs. PR1E.DE - Expense Ratio Comparison
EMUS.DE has a 0.25% 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
EMUS.DE vs. PR1E.DE - Dividend Comparison
EMUS.DE has not paid dividends to shareholders, while PR1E.DE's dividend yield for the trailing twelve months is around 2.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EMUS.DE BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
With a correlation of 0.93, EMUS.DE and PR1E.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, 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 0.25% for EMUS.DE.
EMUS.DE tracks MSCI EMU SRI S-Series PAB 5% Capped, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.25% for EMUS.DE and 0.05% for PR1E.DE.
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