EXW3.DE vs. PR1E.DE
EXW3.DE (iShares STOXX Europe 50 UCITS ETF (DE)) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - EXW3.DE tracks the STOXX® Europe 50 while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, EXW3.DE returned 11.77%/yr vs 10.02%/yr for PR1E.DE. Their correlation of 0.94 suggests significant overlap in exposure. EXW3.DE charges 0.52%/yr vs 0.05%/yr for PR1E.DE.
Performance
EXW3.DE vs. PR1E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW3.DE achieves a 10.62% return, which is significantly higher than PR1E.DE's 7.72% return.
EXW3.DE
- 1D
- 0.65%
- 1M
- 4.48%
- YTD
- 10.62%
- 6M
- 13.23%
- 1Y
- 20.00%
- 3Y*
- 13.15%
- 5Y*
- 11.77%
- 10Y*
- 9.47%
PR1E.DE
- 1D
- 0.46%
- 1M
- 3.10%
- YTD
- 7.72%
- 6M
- 10.21%
- 1Y
- 17.12%
- 3Y*
- 13.86%
- 5Y*
- 10.02%
- 10Y*
- —
EXW3.DE vs. PR1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 10.62% | 18.18% | 7.31% | 14.20% | -1.53% | 25.70% | -6.57% | 15.21% |
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 EXW3.DE and PR1E.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
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 | 0.94 |
The correlation between EXW3.DE and PR1E.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
EXW3.DE vs. PR1E.DE — Risk / Return Rank
EXW3.DE
PR1E.DE
EXW3.DE vs. PR1E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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.
| EXW3.DE | PR1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.81 | +0.28 |
| Martin ratioReturn relative to average drawdown | 7.39 | 6.80 | +0.59 |
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
| EXW3.DE | PR1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.32 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.68 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.62 | -0.43 |
Drawdowns
EXW3.DE vs. PR1E.DE - Drawdown Comparison
The maximum EXW3.DE drawdown since its inception was -57.98%, 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 EXW3.DE and PR1E.DE.
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Drawdown Indicators
| EXW3.DE | PR1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -35.98% | -22.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -9.39% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -17.30% | -16.84% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -19.66% | +2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | — | — |
Current DrawdownCurrent decline from peak | -1.20% | -1.61% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -4.90% | -12.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.51% | +0.19% |
Volatility
EXW3.DE vs. PR1E.DE - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) has a higher volatility of 4.77% compared to Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) at 4.33%. This indicates that EXW3.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
| EXW3.DE | PR1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.33% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 10.60% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 12.88% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 14.48% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 16.68% | -1.24% |
EXW3.DE vs. PR1E.DE - Expense Ratio Comparison
EXW3.DE has a 0.52% expense ratio, which is higher than PR1E.DE's 0.05% expense ratio.
Dividends
EXW3.DE vs. PR1E.DE - Dividend Comparison
EXW3.DE's dividend yield for the trailing twelve months is around 2.12%, less than PR1E.DE's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 2.12% | 2.22% | 2.44% | 2.10% | 2.52% | 2.05% | 2.16% | 2.79% | 2.96% | 5.17% | 4.31% | 3.43% |
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 0.93, EXW3.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 0.52% for EXW3.DE.
EXW3.DE tracks STOXX® Europe 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: 0.52% for EXW3.DE and 0.05% for PR1E.DE.
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