IEDL.L vs. PRIE.L

Last updated Jun 25, 2026

IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - IEDL.L tracks the MSCI Europe Value NR EUR while PRIE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, IEDL.L returned 14.62%/yr vs 10.17%/yr for PRIE.L. Their correlation of 0.86 suggests significant overlap in exposure. IEDL.L charges 0.25%/yr vs 0.05%/yr for PRIE.L.

Performance

IEDL.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEDL.L achieves a 14.74% return, which is significantly higher than PRIE.L's 9.90% return.

IEDL.L

• 1D: -0.12%
• 1M: 0.88%
• YTD: 14.74%
• 6M: 15.35%
• 1Y: 34.56%
• 3Y*: 22.06%
• 5Y*: 14.62%
• 10Y*: —

PRIE.L

• 1D: -0.15%
• 1M: 2.09%
• YTD: 9.90%
• 6M: 10.29%
• 1Y: 21.27%
• 3Y*: 15.10%
• 5Y*: 10.17%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)	14.74%	34.97%	10.35%	13.65%	-3.82%	26.74%	-8.81%	14.49%
PRIE.L Amundi Prime Europe UCITS ETF DR (D)	9.90%	19.54%	8.79%	15.79%	-8.59%	25.03%	-3.56%	5.10%

Correlation

The correlation between IEDL.L and PRIE.L is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019	0.86

The correlation between IEDL.L and PRIE.L has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

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

Sectors	IEDL.L	PRIE.L
Financial Services	25.8%	24.7%
Industrials	18.9%	19.0%
Healthcare	12.7%	13.1%
Technology	9.6%	9.8%
Consumer Defensive	8.2%	8.2%
Consumer Cyclical	5.9%	6.7%
Basic Materials	5.3%	5.1%
Utilities	4.6%	4.5%
Energy	4.5%	5.0%
Communication Services	3.3%	3.3%
Real Estate	0.6%	0.6%

Return for Risk

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

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

IEDL.L

IEDL.L Risk / Return Rank: 83
IEDL.L Sharpe Ratio Rank: 87
IEDL.L Sortino Ratio Rank: 87
IEDL.L Omega Ratio Rank: 86
IEDL.L Calmar Ratio Rank: 78
IEDL.L Martin Ratio Rank: 78

PRIE.L

PRIE.L Risk / Return Rank: 59
PRIE.L Sharpe Ratio Rank: 65
PRIE.L Sortino Ratio Rank: 64
PRIE.L Omega Ratio Rank: 67
PRIE.L Calmar Ratio Rank: 49
PRIE.L Martin Ratio Rank: 51

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.

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.

	IEDL.L	PRIE.L	Difference
Sharpe ratio: Return per unit of total volatility	2.51	1.69	+0.82
Sortino ratio: Return per unit of downside risk	3.43	2.41	+1.02
Omega ratio: Gain probability vs. loss probability	1.46	1.31	+0.15
Calmar ratio: Return relative to maximum drawdown	3.55	2.22	+1.33
Martin ratio: Return relative to average drawdown	13.32	8.53	+4.79

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

The current IEDL.L Sharpe Ratio is 2.51, which is higher than the PRIE.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of IEDL.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.

Drawdowns

IEDL.L vs. PRIE.L - Drawdown Comparison

The maximum IEDL.L drawdown since its inception was -39.77%, which is greater than PRIE.L's maximum drawdown of -36.11%. Use the drawdown chart below to compare losses from any high point for IEDL.L and PRIE.L.

Drawdown Indicators

	IEDL.L	PRIE.L	Difference
Max Drawdown Largest peak-to-trough decline	-39.77%	-36.11%	-3.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.69%	-9.54%	-0.15%
Max Drawdown (3Y) Largest decline over 3 years	-17.59%	-16.26%	-1.33%
Max Drawdown (5Y) Largest decline over 5 years	-19.68%	-19.61%	-0.07%
Current Drawdown Current decline from peak	-0.82%	-0.92%	+0.10%
Average Drawdown Average peak-to-trough decline	-6.17%	-5.73%	-0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	2.49%	+0.10%

Volatility

IEDL.L vs. PRIE.L - Volatility Comparison

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a higher volatility of 3.41% compared to Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) at 2.74%. This indicates that IEDL.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

	IEDL.L	PRIE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.41%	2.74%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	11.19%	10.41%	+0.78%
Volatility (1Y) Calculated over the trailing 1-year period	13.76%	12.59%	+1.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.44%	14.39%	+1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.96%	17.27%	+0.69%

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

IEDL.L has a 0.25% expense ratio, which is higher than PRIE.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

IEDL.L vs. PRIE.L - Dividend Comparison

IEDL.L's dividend yield for the trailing twelve months is around 2.97%, more than PRIE.L's 2.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)	2.97%	3.44%	4.22%	4.75%	4.23%	3.55%	2.32%	3.86%	3.19%
PRIE.L Amundi Prime Europe UCITS ETF DR (D)	2.37%	2.57%	2.84%	2.88%	3.10%	2.27%	2.16%	2.76%	0.00%

Frequently Asked Questions

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

IEDL.L and PRIE.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.25% for IEDL.L.

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

IEDL.L tracks MSCI Europe Value NR EUR, while PRIE.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IEDL.L and 0.05% for PRIE.L.