IDTK.L vs. PRAM.L
IDTK.L (iShares MSCI Turkey UCITS ETF USD (Dist)) and PRAM.L (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds - IDTK.L tracks the MSCI Turkey - Net Returns while PRAM.L tracks the MSCI EM NR USD. Both are passively managed. Over the past 3 years, IDTK.L returned 13.14%/yr vs 19.01%/yr for PRAM.L. At a 0.26 correlation, their price movements are largely independent. IDTK.L charges 0.74%/yr vs 0.10%/yr for PRAM.L.
Performance
IDTK.L vs. PRAM.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTK.L achieves a 16.16% return, which is significantly higher than PRAM.L's 14.40% return.
IDTK.L
- 1D
- -1.76%
- 1M
- -4.64%
- 6M
- 1.66%
- YTD
- 16.16%
- 1Y
- 17.88%
- 3Y*
- 13.14%
- 5Y*
- 15.73%
- 10Y*
- 1.48%
PRAM.L
- 1D
- -2.05%
- 1M
- -9.53%
- 6M
- 8.92%
- YTD
- 14.40%
- 1Y
- 28.83%
- 3Y*
- 19.01%
- 5Y*
- —
- 10Y*
- —
IDTK.L vs. PRAM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IDTK.L iShares MSCI Turkey UCITS ETF USD (Dist) | 16.16% | -3.80% | 17.64% | -6.83% | 89.97% | -14.64% |
PRAM.L Amundi Prime Emerging Markets UCITS ETF DR (C) | 14.40% | 32.60% | 7.09% | 9.87% | -17.96% | -0.87% |
Correlation
The correlation between IDTK.L and PRAM.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2021 | 0.26 |
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Return for Risk
IDTK.L vs. PRAM.L — Risk / Return Rank
IDTK.L
PRAM.L
IDTK.L vs. PRAM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey UCITS ETF USD (Dist) (IDTK.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDTK.L | PRAM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.29 | -1.14 |
| Martin ratioReturn relative to average drawdown | 2.60 | 7.02 | -4.42 |
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Drawdowns
IDTK.L vs. PRAM.L - Drawdown Comparison
The maximum IDTK.L drawdown since its inception was -76.41%, which is greater than PRAM.L's maximum drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for IDTK.L and PRAM.L.
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Drawdown Indicators
| IDTK.L | PRAM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.41% | -31.21% | -45.20% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -12.51% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -32.38% | -16.74% | -15.64% |
Max Drawdown (5Y)Largest decline over 5 years | -32.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -64.70% | — | — |
Current DrawdownCurrent decline from peak | -39.75% | -11.32% | -28.43% |
Average DrawdownAverage peak-to-trough decline | -44.36% | -10.59% | -33.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.86% | 4.10% | +2.76% |
Volatility
IDTK.L vs. PRAM.L - Volatility Comparison
The current volatility for iShares MSCI Turkey UCITS ETF USD (Dist) (IDTK.L) is 5.58%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L) has a volatility of 8.81%. This indicates that IDTK.L experiences smaller price fluctuations and is considered to be less risky than PRAM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTK.L | PRAM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 8.81% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 21.58% | 19.52% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.93% | 21.62% | +5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.62% | 18.65% | +15.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.31% | 18.65% | +15.66% |
IDTK.L vs. PRAM.L - Expense Ratio Comparison
IDTK.L has a 0.74% expense ratio, which is higher than PRAM.L's 0.10% expense ratio.
Dividends
IDTK.L vs. PRAM.L - Dividend Comparison
IDTK.L's dividend yield for the trailing twelve months is around 1.85%, while PRAM.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTK.L iShares MSCI Turkey UCITS ETF USD (Dist) | 1.85% | 1.75% | 2.47% | 3.13% | 1.97% | 3.81% | 0.59% | 2.45% | 4.77% | 1.88% | 2.07% | 2.57% |
PRAM.L Amundi Prime Emerging Markets UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDTK.L and PRAM.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAM.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAM.L is cheaper with a 0.10% expense ratio, compared with 0.74% for IDTK.L.
IDTK.L tracks MSCI Turkey - Net Returns, while PRAM.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.74% for IDTK.L and 0.10% for PRAM.L.
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