EMUS.DE vs. PR1Z.DE
EMUS.DE (BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF) and PR1Z.DE (Amundi Prime Eurozone UCITS ETF DR (D)) are both Europe Equities funds - EMUS.DE tracks the MSCI EMU SRI S-Series PAB 5% Capped while PR1Z.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, EMUS.DE returned 7.85%/yr vs 10.86%/yr for PR1Z.DE. A 0.78 correlation means they provide meaningful diversification when combined. EMUS.DE charges 0.25%/yr vs 0.05%/yr for PR1Z.DE.
Performance
EMUS.DE vs. PR1Z.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMUS.DE achieves a 7.56% return, which is significantly lower than PR1Z.DE's 9.20% return.
EMUS.DE
- 1D
- 0.74%
- 1M
- 5.38%
- YTD
- 7.56%
- 6M
- 9.47%
- 1Y
- 12.57%
- 3Y*
- 12.58%
- 5Y*
- 7.85%
- 10Y*
- —
PR1Z.DE
- 1D
- 0.53%
- 1M
- 4.73%
- YTD
- 9.20%
- 6M
- 11.17%
- 1Y
- 19.02%
- 3Y*
- 16.35%
- 5Y*
- 10.86%
- 10Y*
- —
EMUS.DE vs. PR1Z.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% |
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 9.20% | 24.78% | 9.45% | 19.43% | -12.46% | 27.38% | 8.78% |
Correlation
The correlation between EMUS.DE and PR1Z.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 | 0.77 |
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 | 0.78 |
The correlation between EMUS.DE and PR1Z.DE shifts across timeframes, from 0.77 (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. PR1Z.DE — Risk / Return Rank
EMUS.DE
PR1Z.DE
EMUS.DE vs. PR1Z.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 Eurozone UCITS ETF DR (D) (PR1Z.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 | PR1Z.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.84 | -0.69 |
| Martin ratioReturn relative to average drawdown | 3.93 | 6.79 | -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 | PR1Z.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.30 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.66 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.65 | +0.13 |
Drawdowns
EMUS.DE vs. PR1Z.DE - Drawdown Comparison
The maximum EMUS.DE drawdown since its inception was -25.16%, smaller than the maximum PR1Z.DE drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for EMUS.DE and PR1Z.DE.
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Drawdown Indicators
| EMUS.DE | PR1Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.16% | -39.52% | +14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -10.29% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -15.66% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -24.19% | -0.97% |
Current DrawdownCurrent decline from peak | -0.19% | -0.41% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -5.61% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.79% | +0.40% |
Volatility
EMUS.DE vs. PR1Z.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF (EMUS.DE) is 4.25%, while Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) has a volatility of 4.59%. This indicates that EMUS.DE experiences smaller price fluctuations and is considered to be less risky than PR1Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMUS.DE | PR1Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.59% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 11.98% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 14.52% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 16.26% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 18.63% | -1.28% |
EMUS.DE vs. PR1Z.DE - Expense Ratio Comparison
EMUS.DE has a 0.25% expense ratio, which is higher than PR1Z.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. PR1Z.DE - Dividend Comparison
EMUS.DE has not paid dividends to shareholders, while PR1Z.DE's dividend yield for the trailing twelve months is around 2.31%.
| 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% |
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 2.31% | 2.53% | 2.77% | 2.80% | 3.09% | 1.83% | 2.11% | 2.60% |
Frequently Asked Questions
With a correlation of 0.93, EMUS.DE and PR1Z.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, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1Z.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 PR1Z.DE tracks Solactive GBS Developed Markets Eurozone 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 PR1Z.DE.
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