IUSS.DE vs. PRAM.DE
IUSS.DE (iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc)) and PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds - IUSS.DE tracks the MSCI Saudi Arabia 20/35 Index while PRAM.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 3 years, IUSS.DE returned -1.24%/yr vs 18.60%/yr for PRAM.DE. At a 0.32 correlation, their price movements are largely independent. IUSS.DE charges 0.60%/yr vs 0.10%/yr for PRAM.DE.
Performance
IUSS.DE vs. PRAM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSS.DE achieves a 8.25% return, which is significantly lower than PRAM.DE's 23.36% return.
IUSS.DE
- 1D
- 0.18%
- 1M
- 0.00%
- 6M
- 6.99%
- YTD
- 8.25%
- 1Y
- 3.96%
- 3Y*
- -1.24%
- 5Y*
- 2.54%
- 10Y*
- —
PRAM.DE
- 1D
- 0.00%
- 1M
- -3.82%
- 6M
- 20.51%
- YTD
- 23.36%
- 1Y
- 40.19%
- 3Y*
- 18.60%
- 5Y*
- —
- 10Y*
- —
IUSS.DE vs. PRAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IUSS.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) | 8.25% | -16.14% | 5.57% | 5.70% | 0.37% | 5.24% |
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 23.36% | 17.03% | 13.52% | 7.05% | -12.45% | -15.96% |
Correlation
The correlation between IUSS.DE and PRAM.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2021 | 0.32 |
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Return for Risk
IUSS.DE vs. PRAM.DE — Risk / Return Rank
IUSS.DE
PRAM.DE
IUSS.DE vs. PRAM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.DE) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE). 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.
| IUSS.DE | PRAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.35 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.39 | -2.06 |
| Martin ratioReturn relative to average drawdown | 0.86 | 5.52 | -4.66 |
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Drawdowns
IUSS.DE vs. PRAM.DE - Drawdown Comparison
The maximum IUSS.DE drawdown since its inception was -46.04%, which is greater than PRAM.DE's maximum drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for IUSS.DE and PRAM.DE.
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Drawdown Indicators
| IUSS.DE | PRAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -29.89% | -16.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -16.81% | +4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -21.60% | -19.02% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -31.28% | — | — |
Current DrawdownCurrent decline from peak | -24.42% | -7.22% | -17.20% |
Average DrawdownAverage peak-to-trough decline | -19.69% | -15.85% | -3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 7.28% | -2.70% |
Volatility
IUSS.DE vs. PRAM.DE - Volatility Comparison
The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.DE) is 3.54%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a volatility of 8.85%. This indicates that IUSS.DE experiences smaller price fluctuations and is considered to be less risky than PRAM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSS.DE | PRAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 8.85% | -5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 16.90% | -5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 28.05% | -12.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 20.65% | -4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 20.65% | -1.00% |
IUSS.DE vs. PRAM.DE - Expense Ratio Comparison
IUSS.DE has a 0.60% expense ratio, which is higher than PRAM.DE's 0.10% expense ratio.
Dividends
IUSS.DE vs. PRAM.DE - Dividend Comparison
Neither IUSS.DE nor PRAM.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSS.DE and PRAM.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.60% for IUSS.DE.
IUSS.DE tracks MSCI Saudi Arabia 20/35 Index, while PRAM.DE tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.60% for IUSS.DE and 0.10% for PRAM.DE.
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