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HPAE.DE vs. PRAE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPAE.DE vs. PRAE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI Europe Climate Paris Aligned UCITS ETF EUR Acc (HPAE.DE) and Amundi Prime Europe UCITS ETF (PRAE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HPAE.DE achieves a 6.01% return, which is significantly lower than PRAE.DE's 7.71% return.


HPAE.DE

1D
0.91%
1M
0.82%
YTD
6.01%
6M
8.47%
1Y
12.19%
3Y*
11.34%
5Y*
10Y*

PRAE.DE

1D
0.23%
1M
0.88%
YTD
7.71%
6M
9.87%
1Y
16.29%
3Y*
13.87%
5Y*
10.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPAE.DE vs. PRAE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HPAE.DE
HSBC MSCI Europe Climate Paris Aligned UCITS ETF EUR Acc
6.01%16.07%6.83%17.07%-13.17%5.18%
PRAE.DE
Amundi Prime Europe UCITS ETF
7.71%20.47%8.49%15.73%-9.25%4.09%

Correlation

The correlation between HPAE.DE and PRAE.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2021

0.96

The correlation between HPAE.DE and PRAE.DE has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

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Return for Risk

HPAE.DE vs. PRAE.DE — Risk / Return Rank

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

HPAE.DE
HPAE.DE Risk / Return Rank: 2626
Overall Rank
HPAE.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HPAE.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
HPAE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
HPAE.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
HPAE.DE Martin Ratio Rank: 2929
Martin Ratio Rank

PRAE.DE
PRAE.DE Risk / Return Rank: 3838
Overall Rank
PRAE.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 4242
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.

HPAE.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Europe Climate Paris Aligned UCITS ETF EUR Acc (HPAE.DE) and Amundi Prime Europe UCITS ETF (PRAE.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.


HPAE.DEPRAE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratioReturn relative to maximum drawdown

1.16

1.75

-0.59

Martin ratioReturn relative to average drawdown

4.08

6.64

-2.56

HPAE.DE vs. PRAE.DE - Sharpe Ratio Comparison

The current HPAE.DE Sharpe Ratio is 0.90, which is lower than the PRAE.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of HPAE.DE and PRAE.DE, 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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Sharpe Ratios by Period


HPAE.DEPRAE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.29

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.54

-0.05

Drawdowns

HPAE.DE vs. PRAE.DE - Drawdown Comparison

The maximum HPAE.DE drawdown since its inception was -22.46%, smaller than the maximum PRAE.DE drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for HPAE.DE and PRAE.DE.


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Drawdown Indicators


HPAE.DEPRAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.46%

-32.86%

+10.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-9.54%

-1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-15.94%

-16.94%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.60%

Current Drawdown

Current decline from peak

-1.71%

-1.63%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.04%

-5.27%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.52%

+0.48%

Volatility

HPAE.DE vs. PRAE.DE - Volatility Comparison

HSBC MSCI Europe Climate Paris Aligned UCITS ETF EUR Acc (HPAE.DE) has a higher volatility of 4.61% compared to Amundi Prime Europe UCITS ETF (PRAE.DE) at 4.39%. This indicates that HPAE.DE's price experiences larger fluctuations and is considered to be riskier than PRAE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPAE.DEPRAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

4.39%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

10.66%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

12.97%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

14.42%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

17.22%

-2.48%

HPAE.DE vs. PRAE.DE - Expense Ratio Comparison

HPAE.DE has a 0.15% expense ratio, which is higher than PRAE.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

HPAE.DE vs. PRAE.DE - Dividend Comparison

Neither HPAE.DE nor PRAE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, HPAE.DE and PRAE.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, PRAE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAE.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for HPAE.DE.

HPAE.DE tracks MSCI Europe NR EUR, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.15% for HPAE.DE and 0.05% for PRAE.DE.

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