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FKU.L vs. PRIE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKU.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust United Kingdom AlphaDEX UCITS ETF Acc (FKU.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

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FKU.L vs. PRIE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FKU.L
First Trust United Kingdom AlphaDEX UCITS ETF Acc
1.72%27.64%10.44%13.48%-13.53%20.41%-8.60%15.10%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
1.53%22.89%3.78%13.38%-3.63%17.40%1.98%12.47%

Returns By Period

In the year-to-date period, FKU.L achieves a 1.72% return, which is significantly higher than PRIE.L's 1.53% return.


FKU.L

1D
2.09%
1M
-5.93%
YTD
1.72%
6M
7.72%
1Y
27.07%
3Y*
15.94%
5Y*
8.98%
10Y*
7.76%

PRIE.L

1D
2.27%
1M
-3.81%
YTD
1.53%
6M
4.24%
1Y
15.57%
3Y*
11.15%
5Y*
9.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKU.L vs. PRIE.L - Expense Ratio Comparison

FKU.L has a 0.65% expense ratio, which is higher than PRIE.L's 0.05% expense ratio.


Return for Risk

FKU.L vs. PRIE.L — Risk / Return Rank

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

FKU.L
FKU.L Risk / Return Rank: 8080
Overall Rank
FKU.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FKU.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
FKU.L Omega Ratio Rank: 8585
Omega Ratio Rank
FKU.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
FKU.L Martin Ratio Rank: 7171
Martin Ratio Rank

PRIE.L
PRIE.L Risk / Return Rank: 5454
Overall Rank
PRIE.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 5656
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
PRIE.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.

FKU.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust United Kingdom AlphaDEX UCITS ETF Acc (FKU.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.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.


FKU.LPRIE.LDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.09

+0.70

Sortino ratio

Return per unit of downside risk

2.39

1.45

+0.94

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratio

Return relative to maximum drawdown

2.15

1.53

+0.62

Martin ratio

Return relative to average drawdown

8.32

5.60

+2.72

FKU.L vs. PRIE.L - Sharpe Ratio Comparison

The current FKU.L Sharpe Ratio is 1.79, which is higher than the PRIE.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FKU.L and PRIE.L, 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


FKU.LPRIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.09

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.71

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.61

-0.12

Correlation

The correlation between FKU.L and PRIE.L is 0.71, 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

FKU.L vs. PRIE.L - Dividend Comparison

Neither FKU.L nor PRIE.L has paid dividends to shareholders.


TTM2025202420232022202120202019
FKU.L
First Trust United Kingdom AlphaDEX UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
0.00%0.00%2.84%2.88%3.09%2.28%2.16%2.76%

Drawdowns

FKU.L vs. PRIE.L - Drawdown Comparison

The maximum FKU.L drawdown since its inception was -45.62%, which is greater than PRIE.L's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for FKU.L and PRIE.L.


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Drawdown Indicators


FKU.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.62%

-28.47%

-17.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-10.55%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

-15.92%

-11.12%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

Current Drawdown

Current decline from peak

-7.78%

-6.11%

-1.67%

Average Drawdown

Average peak-to-trough decline

-6.72%

-4.02%

-2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.89%

+0.14%

Volatility

FKU.L vs. PRIE.L - Volatility Comparison

First Trust United Kingdom AlphaDEX UCITS ETF Acc (FKU.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) have volatilities of 5.91% and 5.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKU.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

5.81%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

9.65%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

14.31%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

13.96%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

15.85%

+2.71%