EXW1.DE vs. PR1E.DE
EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - EXW1.DE tracks the EURO STOXX® 50 while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, EXW1.DE returned 11.50%/yr vs 10.02%/yr for PR1E.DE. Their correlation of 0.95 suggests significant overlap in exposure. EXW1.DE charges 0.10%/yr vs 0.05%/yr for PR1E.DE.
Performance
EXW1.DE vs. PR1E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW1.DE achieves a 7.31% return, which is significantly lower than PR1E.DE's 7.72% return.
EXW1.DE
- 1D
- 0.74%
- 1M
- 4.59%
- YTD
- 7.31%
- 6M
- 8.68%
- 1Y
- 15.82%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
PR1E.DE
- 1D
- 0.46%
- 1M
- 3.10%
- YTD
- 7.72%
- 6M
- 10.21%
- 1Y
- 17.12%
- 3Y*
- 13.86%
- 5Y*
- 10.02%
- 10Y*
- —
EXW1.DE vs. PR1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 17.51% |
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 EXW1.DE and PR1E.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.95 |
The correlation between EXW1.DE and PR1E.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
EXW1.DE vs. PR1E.DE — Risk / Return Rank
EXW1.DE
PR1E.DE
EXW1.DE vs. PR1E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.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.
| EXW1.DE | PR1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.81 | -0.35 |
| Martin ratioReturn relative to average drawdown | 4.97 | 6.80 | -1.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXW1.DE | PR1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.32 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.68 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.62 | -0.41 |
Drawdowns
EXW1.DE vs. PR1E.DE - Drawdown Comparison
The maximum EXW1.DE drawdown since its inception was -57.82%, 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 EXW1.DE and PR1E.DE.
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Drawdown Indicators
| EXW1.DE | PR1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -35.98% | -21.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -9.39% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -16.84% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -19.66% | -3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -38.49% | — | — |
Current DrawdownCurrent decline from peak | -0.54% | -1.61% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -4.90% | -10.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.51% | +0.67% |
Volatility
EXW1.DE vs. PR1E.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) has a higher volatility of 4.90% compared to Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) at 4.33%. This indicates that EXW1.DE's price experiences larger fluctuations and is considered to be riskier 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
| EXW1.DE | PR1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.33% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 10.60% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 12.88% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 14.48% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 16.68% | +1.52% |
EXW1.DE vs. PR1E.DE - Expense Ratio Comparison
EXW1.DE has a 0.10% expense ratio, which is higher than PR1E.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EXW1.DE vs. PR1E.DE - Dividend Comparison
EXW1.DE's dividend yield for the trailing twelve months is around 2.30%, less than PR1E.DE's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
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
With a correlation of 0.94, EXW1.DE and PR1E.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.10% for EXW1.DE.
EXW1.DE tracks EURO STOXX® 50, 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: 0.10% for EXW1.DE and 0.05% for PR1E.DE.
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