EMXC.DE vs. PRAM.DE
EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc) and PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds from Amundi tracking the MSCI EM NR USD. Both are passively managed. Over the past 3 years, EMXC.DE returned 25.05%/yr vs 20.14%/yr for PRAM.DE. Their correlation of 0.83 suggests significant overlap in exposure. EMXC.DE charges 0.15%/yr vs 0.10%/yr for PRAM.DE.
Performance
EMXC.DE vs. PRAM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMXC.DE achieves a 40.23% return, which is significantly higher than PRAM.DE's 26.47% return.
EMXC.DE
- 1D
- -1.80%
- 1M
- 8.39%
- YTD
- 40.23%
- 6M
- 44.14%
- 1Y
- 69.02%
- 3Y*
- 25.05%
- 5Y*
- 13.66%
- 10Y*
- —
PRAM.DE
- 1D
- -1.40%
- 1M
- 5.50%
- YTD
- 26.47%
- 6M
- 28.34%
- 1Y
- 47.88%
- 3Y*
- 20.14%
- 5Y*
- —
- 10Y*
- —
EMXC.DE vs. PRAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 40.23% | 19.92% | 9.13% | 14.33% | -13.60% | 4.01% |
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 26.47% | 17.03% | 13.52% | 7.05% | -12.45% | 1.12% |
Correlation
The correlation between EMXC.DE and PRAM.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2021 | 0.83 |
The correlation between EMXC.DE and PRAM.DE has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
EMXC.DE vs. PRAM.DE — Risk / Return Rank
EMXC.DE
PRAM.DE
EMXC.DE vs. PRAM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.
| EMXC.DE | PRAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.48 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.78 | 4.52 | +1.26 |
| Martin ratioReturn relative to average drawdown | 21.97 | 15.90 | +6.07 |
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
| EMXC.DE | PRAM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.46 | 2.68 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.61 | +0.08 |
Drawdowns
EMXC.DE vs. PRAM.DE - Drawdown Comparison
The maximum EMXC.DE drawdown since its inception was -38.77%, which is greater than PRAM.DE's maximum drawdown of -20.90%. Use the drawdown chart below to compare losses from any high point for EMXC.DE and PRAM.DE.
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Drawdown Indicators
| EMXC.DE | PRAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.77% | -20.90% | -17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -10.54% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -20.48% | -19.02% | -1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -20.48% | — | — |
Current DrawdownCurrent decline from peak | -2.53% | -2.59% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -7.74% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.00% | +0.13% |
Volatility
EMXC.DE vs. PRAM.DE - Volatility Comparison
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a higher volatility of 8.44% compared to Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) at 7.09%. This indicates that EMXC.DE's price experiences larger fluctuations and is considered to be riskier than PRAM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMXC.DE | PRAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.44% | 7.09% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 14.98% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 17.80% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 16.84% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 16.84% | +1.66% |
EMXC.DE vs. PRAM.DE - Expense Ratio Comparison
EMXC.DE has a 0.15% expense ratio, which is higher than PRAM.DE's 0.10% 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
EMXC.DE vs. PRAM.DE - Dividend Comparison
Neither EMXC.DE nor PRAM.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, EMXC.DE and PRAM.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, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for EMXC.DE.
Both ETFs track MSCI EM NR USD. Their fees differ too: 0.15% for EMXC.DE and 0.10% for PRAM.DE.
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