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EXSB.DE vs. PR1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSB.DE vs. PR1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares DivDAX UCITS ETF (DE) (EXSB.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.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, EXSB.DE achieves a 1.54% return, which is significantly lower than PR1E.DE's 7.72% return.


EXSB.DE

1D
-0.71%
1M
-0.92%
YTD
1.54%
6M
3.75%
1Y
8.12%
3Y*
9.41%
5Y*
5.53%
10Y*
7.59%

PR1E.DE

1D
0.46%
1M
3.10%
YTD
7.72%
6M
10.21%
1Y
17.12%
3Y*
13.86%
5Y*
10.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSB.DE vs. PR1E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EXSB.DE
iShares DivDAX UCITS ETF (DE)
1.54%21.72%4.26%17.02%-11.05%13.58%2.20%12.45%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
7.72%20.48%8.42%15.89%-9.34%25.39%-3.59%15.15%

Correlation

The correlation between EXSB.DE and PR1E.DE is 0.71, 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

0.71

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

0.74

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.82

The correlation between EXSB.DE and PR1E.DE shifts across timeframes, from 0.71 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXSB.DE vs. PR1E.DE — Risk / Return Rank

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

EXSB.DE
EXSB.DE Risk / Return Rank: 1919
Overall Rank
EXSB.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EXSB.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EXSB.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EXSB.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
EXSB.DE Martin Ratio Rank: 2020
Martin Ratio Rank

PR1E.DE
PR1E.DE Risk / Return Rank: 3939
Overall Rank
PR1E.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PR1E.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
PR1E.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PR1E.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PR1E.DE Martin Ratio Rank: 4242
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.

EXSB.DE vs. PR1E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares DivDAX UCITS ETF (DE) (EXSB.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.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.


EXSB.DEPR1E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratioReturn relative to maximum drawdown

0.82

1.81

-1.00

Martin ratioReturn relative to average drawdown

2.26

6.80

-4.53

EXSB.DE vs. PR1E.DE - Sharpe Ratio Comparison

The current EXSB.DE Sharpe Ratio is 0.55, which is lower than the PR1E.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of EXSB.DE and PR1E.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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Sharpe Ratios by Period


EXSB.DEPR1E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.32

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.68

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.62

-0.28

Drawdowns

EXSB.DE vs. PR1E.DE - Drawdown Comparison

The maximum EXSB.DE drawdown since its inception was -60.17%, which is greater than PR1E.DE's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for EXSB.DE and PR1E.DE.


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Drawdown Indicators


EXSB.DEPR1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.17%

-35.98%

-24.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-9.39%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-15.89%

-16.84%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.49%

-19.66%

-5.83%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

Current Drawdown

Current decline from peak

-5.13%

-1.61%

-3.52%

Average Drawdown

Average peak-to-trough decline

-12.25%

-4.90%

-7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.51%

+1.07%

Volatility

EXSB.DE vs. PR1E.DE - Volatility Comparison

The current volatility for iShares DivDAX UCITS ETF (DE) (EXSB.DE) is 3.57%, while Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) has a volatility of 4.33%. This indicates that EXSB.DE experiences smaller price fluctuations and is considered to be less risky than PR1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXSB.DEPR1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

4.33%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.51%

10.60%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

12.88%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

14.48%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

16.68%

+1.97%

EXSB.DE vs. PR1E.DE - Expense Ratio Comparison

EXSB.DE has a 0.31% expense ratio, which is higher than PR1E.DE's 0.05% expense ratio.


Dividends

EXSB.DE vs. PR1E.DE - Dividend Comparison

EXSB.DE's dividend yield for the trailing twelve months is around 3.06%, more than PR1E.DE's 2.38% yield.


PositionTTM20252024202320222021202020192018201720162015
EXSB.DE
iShares DivDAX UCITS ETF (DE)
3.06%3.11%3.50%4.55%3.19%2.17%2.19%2.36%2.77%1.65%2.53%3.23%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
2.38%2.56%2.87%2.91%3.15%2.25%2.17%2.73%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXSB.DE and PR1E.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1E.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.31% for EXSB.DE.

EXSB.DE tracks DivDAX®, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.31% for EXSB.DE and 0.05% for PR1E.DE.

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