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

Performance

FEUQ.DE vs. PR1Z.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Europe Quality Income UCITS ETF (FEUQ.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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FEUQ.DE vs. PR1Z.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FEUQ.DE
Fidelity Europe Quality Income UCITS ETF
2.66%18.63%5.62%17.92%-16.24%25.15%-2.54%21.26%
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
0.06%24.78%9.45%19.43%-12.46%27.38%-4.61%22.45%

Returns By Period

In the year-to-date period, FEUQ.DE achieves a 2.66% return, which is significantly higher than PR1Z.DE's 0.06% return.


FEUQ.DE

1D
2.25%
1M
-3.40%
YTD
2.66%
6M
7.89%
1Y
14.16%
3Y*
12.28%
5Y*
8.11%
10Y*

PR1Z.DE

1D
2.83%
1M
-3.85%
YTD
0.06%
6M
4.50%
1Y
14.67%
3Y*
13.48%
5Y*
10.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FEUQ.DE has a 0.30% expense ratio, which is higher than PR1Z.DE's 0.05% expense ratio.


Return for Risk

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

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

FEUQ.DE
FEUQ.DE Risk / Return Rank: 4848
Overall Rank
FEUQ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FEUQ.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEUQ.DE Omega Ratio Rank: 4646
Omega Ratio Rank
FEUQ.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
FEUQ.DE Martin Ratio Rank: 5252
Martin Ratio Rank

PR1Z.DE
PR1Z.DE Risk / Return Rank: 4646
Overall Rank
PR1Z.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PR1Z.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
PR1Z.DE Omega Ratio Rank: 4343
Omega Ratio Rank
PR1Z.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
PR1Z.DE Martin Ratio Rank: 4949
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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEUQ.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.


FEUQ.DEPR1Z.DEDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.91

+0.01

Sortino ratio

Return per unit of downside risk

1.28

1.28

0.00

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.44

1.46

-0.02

Martin ratio

Return relative to average drawdown

5.69

5.27

+0.42

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

The current FEUQ.DE Sharpe Ratio is 0.93, which is comparable to the PR1Z.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FEUQ.DE and PR1Z.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEUQ.DEPR1Z.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.91

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.62

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.59

-0.13

Correlation

The correlation between FEUQ.DE and PR1Z.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FEUQ.DE vs. PR1Z.DE - Dividend Comparison

FEUQ.DE has not paid dividends to shareholders, while PR1Z.DE's dividend yield for the trailing twelve months is around 2.53%.


TTM2025202420232022202120202019
FEUQ.DE
Fidelity Europe Quality Income UCITS ETF
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)
2.53%2.53%2.77%2.80%3.09%1.83%2.11%2.60%

Drawdowns

FEUQ.DE vs. PR1Z.DE - Drawdown Comparison

The maximum FEUQ.DE drawdown since its inception was -33.84%, smaller than the maximum PR1Z.DE drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for FEUQ.DE and PR1Z.DE.


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Drawdown Indicators


FEUQ.DEPR1Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.84%

-39.52%

+5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-12.26%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.53%

-24.19%

-1.34%

Current Drawdown

Current decline from peak

-4.82%

-6.27%

+1.45%

Average Drawdown

Average peak-to-trough decline

-5.96%

-5.69%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.85%

-0.32%

Volatility

FEUQ.DE vs. PR1Z.DE - Volatility Comparison

The current volatility for Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) is 5.03%, while Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) has a volatility of 6.31%. This indicates that FEUQ.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


FEUQ.DEPR1Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

6.31%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

10.22%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

16.00%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

16.05%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

18.61%

-3.02%