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EUMV.L vs. PRIE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUMV.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Europe ESG Machine Learning ETF UCITS (EUR) (EUMV.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EUMV.L achieves a 5.51% return, which is significantly lower than PRIE.L's 7.87% return.


EUMV.L

1D
0.60%
1M
-1.32%
YTD
5.51%
6M
7.31%
1Y
4.11%
3Y*
11.20%
5Y*
6.88%
10Y*
6.77%

PRIE.L

1D
0.44%
1M
3.46%
YTD
7.87%
6M
7.58%
1Y
13.93%
3Y*
10.75%
5Y*
7.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUMV.L vs. PRIE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EUMV.L
Ossiam Europe ESG Machine Learning ETF UCITS (EUR)
5.51%12.06%14.58%6.69%-13.94%23.14%0.82%7.77%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
7.89%16.51%5.89%12.49%-11.41%22.32%-5.64%10.43%

Correlation

The correlation between EUMV.L and PRIE.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.82

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

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.80

The correlation between EUMV.L and PRIE.L has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

EUMV.L vs. PRIE.L - Sectors Allocation Comparison


Sectors
EUMV.L
PRIE.L

Utilities

20.2%
4.6%

Industrials

18.7%
19.2%

Financial Services

17.1%
24.2%

Communication Services

16.5%
3.3%

Real Estate

11.6%
0.6%

Technology

9.8%
9.4%

Energy

2.2%
5.2%

Consumer Cyclical

2.1%
6.5%

Healthcare

1.3%
13.4%

Consumer Defensive

1.1%
8.4%

Basic Materials

0.4%
5.2%

Utilities

EUMV.L
20.2%
PRIE.L
4.6%

Industrials

EUMV.L
18.7%
PRIE.L
19.2%

Financial Services

EUMV.L
17.1%
PRIE.L
24.2%

Communication Services

EUMV.L
16.5%
PRIE.L
3.3%

Real Estate

EUMV.L
11.6%
PRIE.L
0.6%

Technology

EUMV.L
9.8%
PRIE.L
9.4%

Energy

EUMV.L
2.2%
PRIE.L
5.2%

Consumer Cyclical

EUMV.L
2.1%
PRIE.L
6.5%

Healthcare

EUMV.L
1.3%
PRIE.L
13.4%

Consumer Defensive

EUMV.L
1.1%
PRIE.L
8.4%

Basic Materials

EUMV.L
0.4%
PRIE.L
5.2%

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Return for Risk

EUMV.L vs. PRIE.L — Risk / Return Rank

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

EUMV.L
EUMV.L Risk / Return Rank: 1515
Overall Rank
EUMV.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EUMV.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
EUMV.L Omega Ratio Rank: 1515
Omega Ratio Rank
EUMV.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
EUMV.L Martin Ratio Rank: 1717
Martin Ratio Rank

PRIE.L
PRIE.L Risk / Return Rank: 3737
Overall Rank
PRIE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 4141
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 3737
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.

EUMV.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Europe ESG Machine Learning ETF UCITS (EUR) (EUMV.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). 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.


EUMV.LPRIE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.08

1.20

-0.12

Calmar ratioReturn relative to maximum drawdown

0.55

1.45

-0.91

Martin ratioReturn relative to average drawdown

1.56

5.25

-3.69

EUMV.L vs. PRIE.L - Sharpe Ratio Comparison

The current EUMV.L Sharpe Ratio is 0.42, which is lower than the PRIE.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of EUMV.L and PRIE.L, 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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Sharpe Ratios by Period


EUMV.LPRIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.08

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.48

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.45

+0.17

Drawdowns

EUMV.L vs. PRIE.L - Drawdown Comparison

The maximum EUMV.L drawdown since its inception was -30.58%, smaller than the maximum PRIE.L drawdown of -36.11%. Use the drawdown chart below to compare losses from any high point for EUMV.L and PRIE.L.


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Drawdown Indicators


EUMV.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.58%

-36.11%

+5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-9.54%

+1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-12.32%

-16.26%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.37%

-20.28%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-30.58%

Current Drawdown

Current decline from peak

-1.83%

-0.45%

-1.38%

Average Drawdown

Average peak-to-trough decline

-5.23%

-5.64%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.65%

+0.09%

Volatility

EUMV.L vs. PRIE.L - Volatility Comparison

The current volatility for Ossiam Europe ESG Machine Learning ETF UCITS (EUR) (EUMV.L) is 3.26%, while Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) has a volatility of 4.19%. This indicates that EUMV.L experiences smaller price fluctuations and is considered to be less risky than PRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUMV.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

4.19%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

10.65%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.22%

12.90%

-2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.83%

14.65%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.37%

16.72%

-4.35%

EUMV.L vs. PRIE.L - Expense Ratio Comparison

EUMV.L has a 0.45% expense ratio, which is higher than PRIE.L's 0.05% expense ratio.


Dividends

EUMV.L vs. PRIE.L - Dividend Comparison

EUMV.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 0.02%.


PositionTTM2025202420232022202120202019
EUMV.L
Ossiam Europe ESG Machine Learning ETF UCITS (EUR)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
0.02%0.03%0.03%0.03%0.03%0.02%0.02%0.03%

Frequently Asked Questions


EUMV.L and PRIE.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.45% for EUMV.L.

Both ETFs track MSCI Europe NR EUR. They also come from different issuers: Natixis and Amundi. Their fees differ too: 0.45% for EUMV.L and 0.05% for PRIE.L.

Portfolio Optimizer

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