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IEAA.L vs. PRIC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEAA.L vs. PRIC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEAA.L is traded in EUR, while PRIC.L is traded in GBp. To make them comparable, the PRIC.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEAA.L achieves a 0.56% return, which is significantly higher than PRIC.L's 0.52% return.


IEAA.L

1D
0.13%
1M
0.35%
YTD
0.56%
6M
0.50%
1Y
2.22%
3Y*
4.59%
5Y*
0.09%
10Y*

PRIC.L

1D
0.20%
1M
0.83%
YTD
0.52%
6M
-1.95%
1Y
-0.52%
3Y*
2.28%
5Y*
-1.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEAA.L vs. PRIC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.56%3.10%4.31%7.51%-13.40%-1.11%2.70%3.51%
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
0.53%0.23%2.19%5.71%-14.99%-2.82%0.81%3.92%

Correlation

The correlation between IEAA.L and PRIC.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.66

The correlation between IEAA.L and PRIC.L shifts across timeframes, from 0.61 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEAA.L vs. PRIC.L — Risk / Return Rank

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

IEAA.L
IEAA.L Risk / Return Rank: 2020
Overall Rank
IEAA.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 2020
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2222
Martin Ratio Rank

PRIC.L
PRIC.L Risk / Return Rank: 1414
Overall Rank
PRIC.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRIC.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
PRIC.L Omega Ratio Rank: 1414
Omega Ratio Rank
PRIC.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRIC.L Martin Ratio Rank: 1313
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.

IEAA.L vs. PRIC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.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.


IEAA.LPRIC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.12

0.98

+0.14

Calmar ratioReturn relative to maximum drawdown

0.72

-0.11

+0.83

Martin ratioReturn relative to average drawdown

2.55

-0.25

+2.80

IEAA.L vs. PRIC.L - Sharpe Ratio Comparison

The current IEAA.L Sharpe Ratio is 0.63, which is higher than the PRIC.L Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of IEAA.L and PRIC.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.


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Sharpe Ratios by Period


IEAA.LPRIC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

-0.12

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.33

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.13

+0.30

Drawdowns

IEAA.L vs. PRIC.L - Drawdown Comparison

The maximum IEAA.L drawdown since its inception was -17.29%, smaller than the maximum PRIC.L drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for IEAA.L and PRIC.L.


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Drawdown Indicators


IEAA.LPRIC.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-19.82%

+2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-4.66%

+1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-2.73%

-4.66%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.29%

-19.34%

+2.05%

Current Drawdown

Current decline from peak

-1.07%

-10.83%

+9.76%

Average Drawdown

Average peak-to-trough decline

-4.56%

-8.70%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

2.13%

-1.36%

Volatility

IEAA.L vs. PRIC.L - Volatility Comparison

iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) have volatilities of 1.30% and 1.27%, 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


IEAA.LPRIC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.27%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

3.88%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

4.31%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

5.58%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

6.56%

-1.88%

IEAA.L vs. PRIC.L - Expense Ratio Comparison

IEAA.L has a 0.20% expense ratio, which is higher than PRIC.L'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

IEAA.L vs. PRIC.L - Dividend Comparison

IEAA.L has not paid dividends to shareholders, while PRIC.L's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM2025202420232022202120202019
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
0.03%0.03%0.03%0.02%0.01%0.01%0.01%0.01%

Frequently Asked Questions


IEAA.L and PRIC.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRIC.L is cheaper with a 0.05% expense ratio, compared with 0.20% for IEAA.L.

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IEAA.L and 0.05% for PRIC.L.

Portfolio Optimizer

Find the right allocation for IEAA.L and PRIC.L

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