ISX5.L vs. PRIZ.L

Last updated Jun 6, 2026

ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) and PRIZ.L (Amundi Prime Eurozone UCITS ETF DR (D)) are both Europe Equities funds tracking the MSCI EMU NR EUR, from iShares and Amundi respectively. Both are passively managed. Over the past 5 years, ISX5.L returned 10.22%/yr vs 9.57%/yr for PRIZ.L. Their correlation of 0.93 suggests significant overlap in exposure. ISX5.L charges 0.00%/yr vs 0.05%/yr for PRIZ.L.

Performance

ISX5.L vs. PRIZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ISX5.L is traded in USD, while PRIZ.L is traded in GBp. To make them comparable, the PRIZ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISX5.L achieves a 4.97% return, which is significantly lower than PRIZ.L's 6.58% return.

ISX5.L

• 1D: -1.32%
• 1M: -0.64%
• YTD: 4.97%
• 6M: 7.07%
• 1Y: 15.90%
• 3Y*: 18.36%
• 5Y*: 10.22%
• 10Y*: 11.88%

PRIZ.L

• 1D: -1.35%
• 1M: -0.66%
• YTD: 6.58%
• 6M: 9.05%
• 1Y: 18.81%
• 3Y*: 18.87%
• 5Y*: 9.57%
• 10Y*: —

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

ISX5.L vs. PRIZ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	4.97%	37.35%	4.59%	26.91%	-13.63%	13.94%	6.81%	19.93%
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	6.58%	40.72%	3.03%	23.32%	-16.66%	16.16%	5.19%	4.70%

Correlation

The correlation between ISX5.L and PRIZ.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019	0.93

The correlation between ISX5.L and PRIZ.L has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

ISX5.L vs. PRIZ.L - Sectors Allocation Comparison

Sectors	ISX5.L	PRIZ.L
Financial Services	25.0%	24.2%
Industrials	21.4%	20.7%
Technology	17.0%	15.9%
Consumer Cyclical	9.8%	8.4%
Consumer Defensive	5.6%	5.0%
Energy	5.3%	4.6%
Healthcare	5.3%	5.9%
Utilities	4.7%	6.8%
Basic Materials	3.5%	3.9%
Communication Services	2.5%	4.0%
Real Estate	-	0.7%

Return for Risk

ISX5.L vs. PRIZ.L — Risk / Return Rank

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

ISX5.L

ISX5.L Risk / Return Rank: 28
ISX5.L Sharpe Ratio Rank: 26
ISX5.L Sortino Ratio Rank: 28
ISX5.L Omega Ratio Rank: 27
ISX5.L Calmar Ratio Rank: 27
ISX5.L Martin Ratio Rank: 31

PRIZ.L

PRIZ.L Risk / Return Rank: 47
PRIZ.L Sharpe Ratio Rank: 48
PRIZ.L Sortino Ratio Rank: 49
PRIZ.L Omega Ratio Rank: 49
PRIZ.L Calmar Ratio Rank: 42
PRIZ.L Martin Ratio Rank: 45

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.

ISX5.L vs. PRIZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.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.

	ISX5.L	PRIZ.L	Difference
Sharpe ratio: Return per unit of total volatility	0.87	1.17	-0.30
Sortino ratio: Return per unit of downside risk	1.39	1.77	-0.37
Omega ratio: Gain probability vs. loss probability	1.17	1.22	-0.05
Calmar ratio: Return relative to maximum drawdown	1.23	1.49	-0.26
Martin ratio: Return relative to average drawdown	4.13	5.33	-1.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISX5.L vs. PRIZ.L - Sharpe Ratio Comparison

The current ISX5.L Sharpe Ratio is 0.87, which is comparable to the PRIZ.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ISX5.L and PRIZ.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

	ISX5.L	PRIZ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	1.17	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.49	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.47	-0.05

Drawdowns

ISX5.L vs. PRIZ.L - Drawdown Comparison

The maximum ISX5.L drawdown since its inception was -38.62%, smaller than the maximum PRIZ.L drawdown of -41.99%. Use the drawdown chart below to compare losses from any high point for ISX5.L and PRIZ.L.

Drawdown Indicators

	ISX5.L	PRIZ.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.62%	-41.99%	+3.37%
Max Drawdown (1Y) Largest decline over 1 year	-12.92%	-12.59%	-0.33%
Max Drawdown (3Y) Largest decline over 3 years	-15.36%	-14.69%	-0.67%
Max Drawdown (5Y) Largest decline over 5 years	-34.86%	-35.84%	+0.98%
Max Drawdown (10Y) Largest decline over 10 years	-38.62%	—	—
Current Drawdown Current decline from peak	-2.30%	-1.78%	-0.52%
Average Drawdown Average peak-to-trough decline	-8.35%	-8.10%	-0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.84%	3.52%	+0.32%

Volatility

ISX5.L vs. PRIZ.L - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a higher volatility of 5.39% compared to Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) at 4.31%. This indicates that ISX5.L's price experiences larger fluctuations and is considered to be riskier than PRIZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISX5.L	PRIZ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.39%	4.31%	+1.08%
Volatility (6M) Calculated over the trailing 6-month period	15.08%	13.19%	+1.89%
Volatility (1Y) Calculated over the trailing 1-year period	18.14%	16.02%	+2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.89%	19.41%	+2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.99%	21.71%	+0.28%

ISX5.L vs. PRIZ.L - Expense Ratio Comparison

ISX5.L has a 0.00% expense ratio, which is lower than PRIZ.L's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISX5.L vs. PRIZ.L - Dividend Comparison

ISX5.L has not paid dividends to shareholders, while PRIZ.L's dividend yield for the trailing twelve months is around 2.36%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	2.36%	2.54%	2.75%	2.78%	3.05%	1.86%	2.08%	3.08%

Frequently Asked Questions

Can I hold both ISX5.L and PRIZ.L in my portfolio?

With a correlation of 0.96, ISX5.L and PRIZ.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, ISX5.L or PRIZ.L?

On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISX5.L or PRIZ.L?

ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.05% for PRIZ.L.

What is the main difference between ISX5.L and PRIZ.L?

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.00% for ISX5.L and 0.05% for PRIZ.L.