IDJG.L vs. PRIE.L

Last updated Jun 5, 2026

IDJG.L (iShares EURO Total Market Growth Large UCITS) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - IDJG.L tracks the MSCI EMU NR EUR while PRIE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, IDJG.L returned 8.89%/yr vs 7.25%/yr for PRIE.L. Their correlation of 0.83 suggests significant overlap in exposure. IDJG.L charges 0.40%/yr vs 0.05%/yr for PRIE.L.

Performance

IDJG.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO Total Market Growth Large UCITS (IDJG.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDJG.L achieves a 10.35% return, which is significantly higher than PRIE.L's 6.91% return.

IDJG.L

• 1D: 0.60%
• 1M: 7.80%
• YTD: 10.35%
• 6M: 10.07%
• 1Y: 17.46%
• 3Y*: 11.45%
• 5Y*: 8.89%
• 10Y*: 11.09%

PRIE.L

• 1D: 0.53%
• 1M: 3.65%
• YTD: 6.91%
• 6M: 6.51%
• 1Y: 16.99%
• 3Y*: 10.92%
• 5Y*: 7.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IDJG.L iShares EURO Total Market Growth Large UCITS	10.35%	16.31%	5.06%	18.23%	-12.30%	18.39%	12.16%	18.11%
PRIE.L Amundi Prime Europe UCITS ETF DR (D)	6.91%	22.93%	1.02%	10.15%	-6.60%	14.84%	-0.22%	9.43%

Correlation

The correlation between IDJG.L and PRIE.L is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019	0.83

The correlation between IDJG.L and PRIE.L has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

IDJG.L vs. PRIE.L - Sectors Allocation Comparison

Sectors	IDJG.L	PRIE.L
Industrials	33.5%	19.2%
Technology	32.9%	9.4%
Consumer Cyclical	11.9%	6.5%
Financial Services	4.9%	24.2%
Utilities	4.4%	4.6%
Healthcare	4.4%	13.4%
Basic Materials	4.3%	5.2%
Consumer Defensive	3.1%	8.4%
Communication Services	0.7%	3.3%
Energy	-	5.2%
Real Estate	-	0.6%

Return for Risk

IDJG.L vs. PRIE.L — Risk / Return Rank

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

IDJG.L

IDJG.L Risk / Return Rank: 29
IDJG.L Sharpe Ratio Rank: 28
IDJG.L Sortino Ratio Rank: 29
IDJG.L Omega Ratio Rank: 28
IDJG.L Calmar Ratio Rank: 27
IDJG.L Martin Ratio Rank: 31

PRIE.L

PRIE.L Risk / Return Rank: 37
PRIE.L Sharpe Ratio Rank: 39
PRIE.L Sortino Ratio Rank: 37
PRIE.L Omega Ratio Rank: 41
PRIE.L Calmar Ratio Rank: 33
PRIE.L Martin Ratio Rank: 37

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares EURO Total Market Growth Large UCITS (IDJG.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.

	IDJG.L	PRIE.L	Difference
Sharpe ratio: Return per unit of total volatility	0.99	1.36	-0.37
Sortino ratio: Return per unit of downside risk	1.56	1.90	-0.34
Omega ratio: Gain probability vs. loss probability	1.19	1.26	-0.07
Calmar ratio: Return relative to maximum drawdown	1.31	1.60	-0.29
Martin ratio: Return relative to average drawdown	4.45	5.58	-1.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IDJG.L Sharpe Ratio is 0.99, which is comparable to the PRIE.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of IDJG.L and PRIE.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.

Sharpe Ratios by Period

	IDJG.L	PRIE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	1.36	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.51	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.49	-0.04

Drawdowns

IDJG.L vs. PRIE.L - Drawdown Comparison

The maximum IDJG.L drawdown since its inception was -45.75%, which is greater than PRIE.L's maximum drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for IDJG.L and PRIE.L.

Drawdown Indicators

	IDJG.L	PRIE.L	Difference
Max Drawdown Largest peak-to-trough decline	-45.75%	-28.92%	-16.83%
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	-10.55%	-2.72%
Max Drawdown (3Y) Largest decline over 3 years	-17.37%	-13.25%	-4.12%
Max Drawdown (5Y) Largest decline over 5 years	-27.15%	-17.75%	-9.40%
Max Drawdown (10Y) Largest decline over 10 years	-27.21%	—	—
Current Drawdown Current decline from peak	0.00%	-1.14%	+1.14%
Average Drawdown Average peak-to-trough decline	-7.90%	-4.71%	-3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	3.04%	+0.87%

Volatility

IDJG.L vs. PRIE.L - Volatility Comparison

iShares EURO Total Market Growth Large UCITS (IDJG.L) has a higher volatility of 6.05% compared to Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) at 4.12%. This indicates that IDJG.L's price experiences larger fluctuations and is considered to be riskier than PRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDJG.L	PRIE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	4.12%	+1.93%
Volatility (6M) Calculated over the trailing 6-month period	14.77%	10.54%	+4.23%
Volatility (1Y) Calculated over the trailing 1-year period	17.58%	12.44%	+5.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.20%	14.21%	+4.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	15.99%	+2.96%

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

IDJG.L has a 0.40% expense ratio, which is higher than PRIE.L's 0.05% expense ratio.

Dividends

IDJG.L vs. PRIE.L - Dividend Comparison

IDJG.L's dividend yield for the trailing twelve months is around 1.07%, more than PRIE.L's 0.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDJG.L iShares EURO Total Market Growth Large UCITS	1.07%	1.02%	0.99%	0.93%	0.97%	0.56%	1.00%	1.45%	1.53%	1.55%	1.68%	1.67%
PRIE.L Amundi Prime Europe UCITS ETF DR (D)	0.02%	0.03%	0.03%	0.03%	0.03%	0.02%	0.02%	0.03%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDJG.L and PRIE.L in my portfolio?

IDJG.L and PRIE.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDJG.L or PRIE.L?

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

Which ETF is cheaper, IDJG.L or PRIE.L?

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.40% for IDJG.L.

What is the main difference between IDJG.L and PRIE.L?

IDJG.L tracks MSCI EMU NR EUR, while PRIE.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for IDJG.L and 0.05% for PRIE.L.