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FEUD.L vs. PRIZ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEUD.L vs. PRIZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEUD.L achieves a 12.42% return, which is significantly higher than PRIZ.L's 10.24% return.


FEUD.L

1D
0.49%
1M
0.07%
YTD
12.42%
6M
13.19%
1Y
33.62%
3Y*
23.86%
5Y*
12.45%
10Y*

PRIZ.L

1D
-0.36%
1M
2.11%
YTD
10.24%
6M
10.89%
1Y
25.39%
3Y*
17.77%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUD.L vs. PRIZ.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FEUD.L
First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares
12.42%46.98%7.06%10.07%-9.31%13.22%1.46%11.87%
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
10.24%30.85%4.78%17.14%-6.69%17.22%2.06%3.64%

Correlation

The correlation between FEUD.L and PRIZ.L is 0.88, 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

0.88

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

0.89

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

0.89

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

0.89

The correlation between FEUD.L and PRIZ.L has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

FEUD.L vs. PRIZ.L - Sectors Allocation Comparison


Sectors
FEUD.L
PRIZ.L

Industrials

28.2%
19.8%

Financial Services

11.2%
24.8%

Energy

9.8%
3.9%

Consumer Cyclical

9.1%
8.6%

Utilities

8.0%
6.4%

Basic Materials

7.4%
3.6%

Technology

6.9%
17.2%

Real Estate

5.6%
0.7%

Consumer Defensive

5.2%
4.9%

Healthcare

5.0%
5.8%

Communication Services

3.6%
4.3%

Industrials

FEUD.L
28.2%
PRIZ.L
19.8%

Financial Services

FEUD.L
11.2%
PRIZ.L
24.8%

Energy

FEUD.L
9.8%
PRIZ.L
3.9%

Consumer Cyclical

FEUD.L
9.1%
PRIZ.L
8.6%

Utilities

FEUD.L
8.0%
PRIZ.L
6.4%

Basic Materials

FEUD.L
7.4%
PRIZ.L
3.6%

Technology

FEUD.L
6.9%
PRIZ.L
17.2%

Real Estate

FEUD.L
5.6%
PRIZ.L
0.7%

Consumer Defensive

FEUD.L
5.2%
PRIZ.L
4.9%

Healthcare

FEUD.L
5.0%
PRIZ.L
5.8%

Communication Services

FEUD.L
3.6%
PRIZ.L
4.3%

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Return for Risk

FEUD.L vs. PRIZ.L — Risk / Return Rank

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

FEUD.L
FEUD.L Risk / Return Rank: 7979
Overall Rank
FEUD.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FEUD.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
FEUD.L Omega Ratio Rank: 8585
Omega Ratio Rank
FEUD.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
FEUD.L Martin Ratio Rank: 7171
Martin Ratio Rank

PRIZ.L
PRIZ.L Risk / Return Rank: 5656
Overall Rank
PRIZ.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PRIZ.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
PRIZ.L Omega Ratio Rank: 6060
Omega Ratio Rank
PRIZ.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
PRIZ.L Martin Ratio Rank: 5252
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.

FEUD.L vs. PRIZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.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.

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.


FEUD.LPRIZ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.45

1.32

+0.13

Calmar ratioReturn relative to maximum drawdown

3.16

2.23

+0.93

Martin ratioReturn relative to average drawdown

11.63

7.97

+3.66

FEUD.L vs. PRIZ.L - Sharpe Ratio Comparison

The current FEUD.L Sharpe Ratio is 2.41, which is higher than the PRIZ.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FEUD.L and PRIZ.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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Drawdowns

FEUD.L vs. PRIZ.L - Drawdown Comparison

The maximum FEUD.L drawdown since its inception was -41.36%, which is greater than PRIZ.L's maximum drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for FEUD.L and PRIZ.L.


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Drawdown Indicators


FEUD.LPRIZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.36%

-33.06%

-8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-10.92%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-12.94%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

-21.44%

-2.15%

Current Drawdown

Current decline from peak

-1.24%

-2.09%

+0.85%

Average Drawdown

Average peak-to-trough decline

-9.71%

-5.36%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.06%

-0.18%

Volatility

FEUD.L vs. PRIZ.L - Volatility Comparison

The current volatility for First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) is 3.25%, while Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) has a volatility of 3.46%. This indicates that FEUD.L experiences smaller price fluctuations and is considered to be less risky than PRIZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUD.LPRIZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.46%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

11.73%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

13.99%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

16.15%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

18.87%

-0.18%

FEUD.L vs. PRIZ.L - Expense Ratio Comparison

FEUD.L has a 0.75% expense ratio, which is higher than PRIZ.L's 0.05% expense ratio.


Dividends

FEUD.L vs. PRIZ.L - Dividend Comparison

FEUD.L's dividend yield for the trailing twelve months is around 4.39%, more than PRIZ.L's 2.30% yield.


PositionTTM2025202420232022202120202019
FEUD.L
First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares
4.39%3.05%5.94%2.76%2.50%1.95%1.01%1.78%
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
2.30%2.54%2.75%2.78%3.05%1.86%2.08%3.08%

Frequently Asked Questions


FEUD.L and PRIZ.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRIZ.L is cheaper with a 0.05% expense ratio, compared with 0.75% for FEUD.L.

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: First Trust and Amundi. Their fees differ too: 0.75% for FEUD.L and 0.05% for PRIZ.L.

Portfolio Optimizer

Find the right allocation for FEUD.L and PRIZ.L

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