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ESNB.DE vs. PRAE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESNB.DE vs. PRAE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Serbia BELEX15 UCITS ETF (ESNB.DE) and Amundi Prime Europe UCITS ETF (PRAE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESNB.DE achieves a -7.20% return, which is significantly lower than PRAE.DE's 11.19% return.


ESNB.DE

1D
-0.13%
1M
-0.70%
6M
-5.93%
YTD
-7.20%
1Y
-5.98%
3Y*
-1.71%
5Y*
-1.86%
10Y*

PRAE.DE

1D
0.22%
1M
1.64%
6M
7.62%
YTD
11.19%
1Y
22.11%
3Y*
15.09%
5Y*
10.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESNB.DE vs. PRAE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESNB.DE
Expat Serbia BELEX15 UCITS ETF
-7.20%0.82%0.78%2.90%-8.70%5.74%-6.26%
PRAE.DE
Amundi Prime Europe UCITS ETF
11.19%20.48%8.47%15.73%-9.23%25.26%-4.30%

Correlation

The correlation between ESNB.DE and PRAE.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.00

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Return for Risk

ESNB.DE vs. PRAE.DE — Risk / Return Rank

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

ESNB.DE
ESNB.DE Risk / Return Rank: 55
Overall Rank
ESNB.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ESNB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
ESNB.DE Omega Ratio Rank: 44
Omega Ratio Rank
ESNB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
ESNB.DE Martin Ratio Rank: 44
Martin Ratio Rank

PRAE.DE
PRAE.DE Risk / Return Rank: 6262
Overall Rank
PRAE.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 6464
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 6363
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.

ESNB.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Serbia BELEX15 UCITS ETF (ESNB.DE) and Amundi Prime Europe UCITS ETF (PRAE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESNB.DEPRAE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

0.91

1.31

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.49

2.31

-2.80

Martin ratioReturn relative to average drawdown

-1.05

9.05

-10.10

ESNB.DE vs. PRAE.DE - Sharpe Ratio Comparison

The current ESNB.DE Sharpe Ratio is -0.52, which is lower than the PRAE.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of ESNB.DE and PRAE.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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Drawdowns

ESNB.DE vs. PRAE.DE - Drawdown Comparison

The maximum ESNB.DE drawdown since its inception was -22.77%, smaller than the maximum PRAE.DE drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for ESNB.DE and PRAE.DE.


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Drawdown Indicators


ESNB.DEPRAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.77%

-37.01%

+14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-9.52%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.60%

-16.93%

+4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-15.85%

-19.59%

+3.74%

Current Drawdown

Current decline from peak

-13.87%

-1.59%

-12.28%

Average Drawdown

Average peak-to-trough decline

-8.44%

-5.23%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

2.44%

+2.44%

Volatility

ESNB.DE vs. PRAE.DE - Volatility Comparison

The current volatility for Expat Serbia BELEX15 UCITS ETF (ESNB.DE) is 3.07%, while Amundi Prime Europe UCITS ETF (PRAE.DE) has a volatility of 3.49%. This indicates that ESNB.DE experiences smaller price fluctuations and is considered to be less risky than PRAE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESNB.DEPRAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.49%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.22%

11.16%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

9.76%

13.19%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

14.42%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.11%

17.78%

-5.67%

ESNB.DE vs. PRAE.DE - Expense Ratio Comparison

ESNB.DE has a 1.38% expense ratio, which is higher than PRAE.DE's 0.05% expense ratio.


Dividends

ESNB.DE vs. PRAE.DE - Dividend Comparison

Neither ESNB.DE nor PRAE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESNB.DE and PRAE.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAE.DE is cheaper with a 0.05% expense ratio, compared with 1.38% for ESNB.DE.

ESNB.DE tracks BELEX15 Index, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: Expat and Amundi. Their fees differ too: 1.38% for ESNB.DE and 0.05% for PRAE.DE.

Portfolio Optimizer

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