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EMUS.DE vs. PR1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMUS.DE vs. PR1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMUS.DE vs. PR1E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

EMUS.DE
EMUS.DE Risk / Return Rank: 2727
Overall Rank
EMUS.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EMUS.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
EMUS.DE Omega Ratio Rank: 2727
Omega Ratio Rank
EMUS.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
EMUS.DE Martin Ratio Rank: 2828
Martin Ratio Rank

PR1E.DE
PR1E.DE Risk / Return Rank: 3939
Overall Rank
PR1E.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PR1E.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
PR1E.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PR1E.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PR1E.DE Martin Ratio Rank: 4242
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.

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.DEPR1E.DEDifference
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

EMUS.DE vs. PR1E.DE - Sharpe Ratio Comparison

The current EMUS.DE Sharpe Ratio is 0.94, which is comparable to the PR1E.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of EMUS.DE and PR1E.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


EMUS.DEPR1E.DEDifference

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.DEPR1E.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.19%

-1.61%

+1.42%

Average Drawdown

Average peak-to-trough decline

-5.64%

-4.90%

-0.74%

Ulcer Index

Depth 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.DEPR1E.DEDifference

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%.


PositionTTM2025202420232022202120202019
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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