IEFS.L vs. PRIE.L
IEFS.L (iShares Edge MSCI Europe Size Factor UCITS ETF) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - IEFS.L tracks the MSCI Europe SMID NR EUR while PRIE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, IEFS.L returned 5.82%/yr vs 7.13%/yr for PRIE.L. Their correlation of 0.92 suggests significant overlap in exposure. IEFS.L charges 0.25%/yr vs 0.05%/yr for PRIE.L.
Performance
IEFS.L vs. PRIE.L - Performance Comparison
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Returns By Period
In the year-to-date period, IEFS.L achieves a 5.78% return, which is significantly lower than PRIE.L's 6.35% return.
IEFS.L
- 1D
- -0.28%
- 1M
- 1.57%
- YTD
- 5.78%
- 6M
- 8.60%
- 1Y
- 16.22%
- 3Y*
- 12.43%
- 5Y*
- 5.82%
- 10Y*
- 8.37%
PRIE.L
- 1D
- -0.40%
- 1M
- 2.17%
- YTD
- 6.35%
- 6M
- 6.06%
- 1Y
- 17.10%
- 3Y*
- 10.65%
- 5Y*
- 7.13%
- 10Y*
- —
IEFS.L vs. PRIE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IEFS.L iShares Edge MSCI Europe Size Factor UCITS ETF | 5.78% | 24.40% | 0.75% | 11.87% | -13.35% | 12.21% | 7.23% | 12.25% |
PRIE.L Amundi Prime Europe UCITS ETF DR (D) | 6.35% | 22.93% | 1.02% | 10.15% | -6.60% | 14.84% | -0.22% | 9.43% |
Correlation
The correlation between IEFS.L and PRIE.L is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.92 |
The correlation between IEFS.L and PRIE.L has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
IEFS.L vs. PRIE.L — Risk / Return Rank
IEFS.L
PRIE.L
IEFS.L vs. PRIE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.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.
| IEFS.L | PRIE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.61 | +0.02 |
| Martin ratioReturn relative to average drawdown | 5.83 | 5.62 | +0.21 |
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
| IEFS.L | PRIE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.37 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.50 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.04 |
Drawdowns
IEFS.L vs. PRIE.L - Drawdown Comparison
The maximum IEFS.L drawdown since its inception was -31.02%, 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 IEFS.L and PRIE.L.
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Drawdown Indicators
| IEFS.L | PRIE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -28.92% | -2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -10.55% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -11.84% | -13.25% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -26.40% | -17.75% | -8.65% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | — | — |
Current DrawdownCurrent decline from peak | -2.40% | -1.66% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -4.71% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.04% | -0.26% |
Volatility
IEFS.L vs. PRIE.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) is 3.78%, while Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) has a volatility of 4.24%. This indicates that IEFS.L experiences smaller price fluctuations and is considered to be less risky than PRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEFS.L | PRIE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 4.24% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 10.53% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 12.44% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 14.21% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 16.00% | -0.41% |
IEFS.L vs. PRIE.L - Expense Ratio Comparison
IEFS.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
IEFS.L vs. PRIE.L - Dividend Comparison
IEFS.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 0.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IEFS.L iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
IEFS.L and PRIE.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.25% for IEFS.L.
IEFS.L tracks MSCI Europe SMID 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 IEFS.L and 0.05% for PRIE.L.
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