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ES50.DE vs. PRAZ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ES50.DE vs. PRAZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE). The values are adjusted to include any dividend payments, if applicable.

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ES50.DE vs. PRAZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ES50.DE
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)
-0.80%25.72%13.20%6.66%
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
0.13%24.75%9.66%3.45%

Returns By Period

In the year-to-date period, ES50.DE achieves a -0.80% return, which is significantly lower than PRAZ.DE's 0.13% return.


ES50.DE

1D
3.18%
1M
-4.67%
YTD
-0.80%
6M
4.08%
1Y
13.75%
3Y*
5Y*
10Y*

PRAZ.DE

1D
2.78%
1M
-3.75%
YTD
0.13%
6M
4.35%
1Y
14.44%
3Y*
13.49%
5Y*
10.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ES50.DE vs. PRAZ.DE - Expense Ratio Comparison

ES50.DE has a 0.10% expense ratio, which is higher than PRAZ.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%.


Return for Risk

ES50.DE vs. PRAZ.DE — Risk / Return Rank

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

ES50.DE
ES50.DE Risk / Return Rank: 3838
Overall Rank
ES50.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ES50.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
ES50.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ES50.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
ES50.DE Martin Ratio Rank: 4040
Martin Ratio Rank

PRAZ.DE
PRAZ.DE Risk / Return Rank: 4646
Overall Rank
PRAZ.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PRAZ.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
PRAZ.DE Omega Ratio Rank: 4242
Omega Ratio Rank
PRAZ.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRAZ.DE Martin Ratio Rank: 5151
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.

ES50.DE vs. PRAZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.


ES50.DEPRAZ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.86

-0.09

Sortino ratio

Return per unit of downside risk

1.14

1.24

-0.10

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

1.21

1.46

-0.25

Martin ratio

Return relative to average drawdown

4.32

5.25

-0.93

ES50.DE vs. PRAZ.DE - Sharpe Ratio Comparison

The current ES50.DE Sharpe Ratio is 0.77, which is comparable to the PRAZ.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ES50.DE and PRAZ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ES50.DEPRAZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.86

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.48

+0.59

Correlation

The correlation between ES50.DE and PRAZ.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ES50.DE vs. PRAZ.DE - Dividend Comparison

Neither ES50.DE nor PRAZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ES50.DE vs. PRAZ.DE - Drawdown Comparison

The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum PRAZ.DE drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for ES50.DE and PRAZ.DE.


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Drawdown Indicators


ES50.DEPRAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.53%

-29.52%

+13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-11.93%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

Current Drawdown

Current decline from peak

-7.73%

-6.34%

-1.39%

Average Drawdown

Average peak-to-trough decline

-2.33%

-6.29%

+3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.89%

+0.38%

Volatility

ES50.DE vs. PRAZ.DE - Volatility Comparison

iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a higher volatility of 7.08% compared to Amundi Prime Eurozone UCITS ETF (PRAZ.DE) at 6.51%. This indicates that ES50.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.


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Volatility by Period


ES50.DEPRAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

6.51%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

10.51%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

16.68%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

16.77%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

19.14%

-3.88%