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EUFM.L vs. PRAZ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUFM.L vs. PRAZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE). The values are adjusted to include any dividend payments, if applicable.

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EUFM.L vs. PRAZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc
0.94%29.59%3.25%15.45%-7.82%13.50%4.72%
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
0.42%31.24%4.88%16.91%-7.00%17.47%1.88%
Different Trading Currencies

EUFM.L is traded in GBp, while PRAZ.DE is traded in EUR. To make them comparable, the PRAZ.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUFM.L achieves a 0.94% return, which is significantly higher than PRAZ.DE's 0.42% return.


EUFM.L

1D
2.71%
1M
-3.59%
YTD
0.94%
6M
5.08%
1Y
18.81%
3Y*
12.63%
5Y*
9.69%
10Y*

PRAZ.DE

1D
2.92%
1M
-3.45%
YTD
0.42%
6M
4.89%
1Y
19.87%
3Y*
13.31%
5Y*
10.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUFM.L vs. PRAZ.DE - Expense Ratio Comparison

EUFM.L has a 0.34% expense ratio, which is higher than PRAZ.DE's 0.05% expense ratio.


Return for Risk

EUFM.L vs. PRAZ.DE — Risk / Return Rank

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

EUFM.L
EUFM.L Risk / Return Rank: 6767
Overall Rank
EUFM.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 7171
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 6161
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.

EUFM.L vs. PRAZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) 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.


EUFM.LPRAZ.DEDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.21

+0.16

Sortino ratio

Return per unit of downside risk

1.81

1.71

+0.10

Omega ratio

Gain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratio

Return relative to maximum drawdown

1.79

1.86

-0.07

Martin ratio

Return relative to average drawdown

6.66

7.02

-0.37

EUFM.L vs. PRAZ.DE - Sharpe Ratio Comparison

The current EUFM.L Sharpe Ratio is 1.38, which is comparable to the PRAZ.DE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of EUFM.L 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


EUFM.LPRAZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.21

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.63

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.51

-0.01

Correlation

The correlation between EUFM.L and PRAZ.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EUFM.L vs. PRAZ.DE - Dividend Comparison

Neither EUFM.L nor PRAZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EUFM.L vs. PRAZ.DE - Drawdown Comparison

The maximum EUFM.L drawdown since its inception was -30.14%, which is greater than PRAZ.DE's maximum drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for EUFM.L and PRAZ.DE.


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Drawdown Indicators


EUFM.LPRAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.14%

-29.52%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-11.93%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-24.09%

+3.23%

Current Drawdown

Current decline from peak

-5.98%

-6.34%

+0.36%

Average Drawdown

Average peak-to-trough decline

-5.25%

-6.29%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.89%

-0.04%

Volatility

EUFM.L vs. PRAZ.DE - Volatility Comparison

The current volatility for UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) is 5.95%, while Amundi Prime Eurozone UCITS ETF (PRAZ.DE) has a volatility of 6.53%. This indicates that EUFM.L experiences smaller price fluctuations and is considered to be less risky 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


EUFM.LPRAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

6.53%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

10.79%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

16.31%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

16.91%

-2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%

19.38%

-3.21%