IBC0.DE vs. PRAZ.DE
Compare and contrast key facts about iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE).
IBC0.DE and PRAZ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBC0.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Diversified Multiple-Factor. It was launched on Sep 4, 2015. PRAZ.DE is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Developed Markets Eurozone Large & Mid Cap. It was launched on Jan 15, 2020. Both IBC0.DE and PRAZ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IBC0.DE vs. PRAZ.DE - Performance Comparison
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IBC0.DE vs. PRAZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 4.41% | 21.49% | 14.29% | 19.19% | -15.94% | 26.76% | -2.51% |
PRAZ.DE Amundi Prime Eurozone UCITS ETF | 0.13% | 24.75% | 9.66% | 19.29% | -11.83% | 26.38% | -4.68% |
Returns By Period
In the year-to-date period, IBC0.DE achieves a 4.41% return, which is significantly higher than PRAZ.DE's 0.13% return.
IBC0.DE
- 1D
- 2.31%
- 1M
- -2.17%
- YTD
- 4.41%
- 6M
- 10.88%
- 1Y
- 18.62%
- 3Y*
- 16.34%
- 5Y*
- 11.04%
- 10Y*
- 9.53%
PRAZ.DE
- 1D
- 2.78%
- 1M
- -3.75%
- YTD
- 0.13%
- 6M
- 4.35%
- 1Y
- 14.44%
- 3Y*
- 13.49%
- 5Y*
- 10.21%
- 10Y*
- —
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IBC0.DE vs. PRAZ.DE - Expense Ratio Comparison
IBC0.DE has a 0.45% expense ratio, which is higher than PRAZ.DE's 0.05% expense ratio.
Return for Risk
IBC0.DE vs. PRAZ.DE — Risk / Return Rank
IBC0.DE
PRAZ.DE
IBC0.DE vs. PRAZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.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.
| IBC0.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.86 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.24 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.46 | +0.58 |
Martin ratioReturn relative to average drawdown | 8.13 | 5.25 | +2.87 |
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
| IBC0.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.86 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.60 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.48 | +0.08 |
Correlation
The correlation between IBC0.DE and PRAZ.DE is 0.76, 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
IBC0.DE vs. PRAZ.DE - Dividend Comparison
Neither IBC0.DE nor PRAZ.DE has paid dividends to shareholders.
Drawdowns
IBC0.DE vs. PRAZ.DE - Drawdown Comparison
The maximum IBC0.DE drawdown since its inception was -37.22%, which is greater than PRAZ.DE's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for IBC0.DE and PRAZ.DE.
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Drawdown Indicators
| IBC0.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -29.52% | -7.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -11.93% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.64% | -24.09% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -37.22% | — | — |
Current DrawdownCurrent decline from peak | -3.50% | -6.34% | +2.84% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -6.29% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.89% | -0.53% |
Volatility
IBC0.DE vs. PRAZ.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) is 5.68%, while Amundi Prime Eurozone UCITS ETF (PRAZ.DE) has a volatility of 6.51%. This indicates that IBC0.DE experiences smaller price fluctuations and is considered to be less risky than PRAZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBC0.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 6.51% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 10.51% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 16.68% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 16.77% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 19.14% | -2.78% |