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EUPE.DE vs. PR1Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUPE.DE vs. PR1Z.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.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, EUPE.DE achieves a 17.10% return, which is significantly higher than PR1Z.DE's 11.71% return.


EUPE.DE

1D
0.14%
1M
1.49%
6M
14.09%
YTD
17.10%
1Y
29.36%
3Y*
11.72%
5Y*
9.14%
10Y*
8.83%

PR1Z.DE

1D
-0.18%
1M
0.13%
6M
7.95%
YTD
11.71%
1Y
22.09%
3Y*
16.40%
5Y*
11.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUPE.DE vs. PR1Z.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EUPE.DE
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)
17.10%12.45%2.14%12.84%-6.14%25.64%2.80%20.19%
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
11.71%24.78%9.45%19.41%-12.44%27.38%-4.63%22.47%

Correlation

The correlation between EUPE.DE and PR1Z.DE is 0.55, 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

0.55

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

0.71

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

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2019

0.83

Over the past year, the correlation between EUPE.DE and PR1Z.DE has dropped to 0.55 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

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Return for Risk

EUPE.DE vs. PR1Z.DE — Risk / Return Rank

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

EUPE.DE
EUPE.DE Risk / Return Rank: 9292
Overall Rank
EUPE.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EUPE.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
EUPE.DE Omega Ratio Rank: 8989
Omega Ratio Rank
EUPE.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
EUPE.DE Martin Ratio Rank: 9090
Martin Ratio Rank

PR1Z.DE
PR1Z.DE Risk / Return Rank: 5454
Overall Rank
PR1Z.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PR1Z.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
PR1Z.DE Omega Ratio Rank: 5454
Omega Ratio Rank
PR1Z.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
PR1Z.DE Martin Ratio Rank: 5656
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.

EUPE.DE vs. PR1Z.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.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.


EUPE.DEPR1Z.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.45

1.28

+0.17

Calmar ratioReturn relative to maximum drawdown

5.75

2.13

+3.62

Martin ratioReturn relative to average drawdown

16.38

8.01

+8.37

EUPE.DE vs. PR1Z.DE - Sharpe Ratio Comparison

The current EUPE.DE Sharpe Ratio is 2.56, which is higher than the PR1Z.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of EUPE.DE and PR1Z.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

EUPE.DE vs. PR1Z.DE - Drawdown Comparison

The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum PR1Z.DE drawdown of -39.55%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and PR1Z.DE.


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Drawdown Indicators


EUPE.DEPR1Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-39.55%

+6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-10.31%

+5.23%

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

-15.67%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.63%

-24.21%

+8.58%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

Current Drawdown

Current decline from peak

-1.64%

-2.31%

+0.67%

Average Drawdown

Average peak-to-trough decline

-4.88%

-5.54%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.75%

-0.96%

Volatility

EUPE.DE vs. PR1Z.DE - Volatility Comparison

The current volatility for Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) is 3.63%, while Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) has a volatility of 4.11%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than PR1Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUPE.DEPR1Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

4.11%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

12.61%

-3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

14.78%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.19%

16.31%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

18.65%

-4.08%

EUPE.DE vs. PR1Z.DE - Expense Ratio Comparison

EUPE.DE has a 0.65% expense ratio, which is higher than PR1Z.DE's 0.05% expense ratio.


Dividends

EUPE.DE vs. PR1Z.DE - Dividend Comparison

EUPE.DE has not paid dividends to shareholders, while PR1Z.DE's dividend yield for the trailing twelve months is around 2.26%.


PositionTTM2025202420232022202120202019
EUPE.DE
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
2.26%2.53%2.77%2.80%3.09%1.83%2.11%2.60%

Frequently Asked Questions


EUPE.DE and PR1Z.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.65% for EUPE.DE.

EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: Natixis and Amundi. Their fees differ too: 0.65% for EUPE.DE and 0.05% for PR1Z.DE.

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