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IUSZ.DE vs. PR1Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSZ.DE vs. PR1Z.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than PR1Z.DE's 9.20% return.


IUSZ.DE

1D
0.15%
1M
-0.44%
YTD
6.50%
6M
8.78%
1Y
14.23%
3Y*
11.63%
5Y*
9.88%
10Y*

PR1Z.DE

1D
0.53%
1M
2.15%
YTD
9.20%
6M
10.94%
1Y
18.70%
3Y*
16.35%
5Y*
10.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSZ.DE vs. PR1Z.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)
6.50%16.47%9.79%9.07%-1.35%24.82%-15.69%17.44%
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
9.20%24.78%9.45%19.43%-12.46%27.38%-4.61%22.45%

Correlation

The correlation between IUSZ.DE and PR1Z.DE is 0.68, 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

0.68

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

0.70

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2019

0.73

The correlation between IUSZ.DE and PR1Z.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

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Return for Risk

IUSZ.DE vs. PR1Z.DE — Risk / Return Rank

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

IUSZ.DE
IUSZ.DE Risk / Return Rank: 3434
Overall Rank
IUSZ.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IUSZ.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
IUSZ.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IUSZ.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
IUSZ.DE Martin Ratio Rank: 3838
Martin Ratio Rank

PR1Z.DE
PR1Z.DE Risk / Return Rank: 3939
Overall Rank
PR1Z.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PR1Z.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
PR1Z.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PR1Z.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
PR1Z.DE Martin Ratio Rank: 4343
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.

IUSZ.DE vs. PR1Z.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.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.


IUSZ.DEPR1Z.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.03

Calmar ratioReturn relative to maximum drawdown

1.74

1.84

-0.10

Martin ratioReturn relative to average drawdown

5.71

6.79

-1.08

IUSZ.DE vs. PR1Z.DE - Sharpe Ratio Comparison

The current IUSZ.DE Sharpe Ratio is 1.17, which is comparable to the PR1Z.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IUSZ.DE and PR1Z.DE, 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


IUSZ.DEPR1Z.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.30

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.66

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.65

-0.20

Drawdowns

IUSZ.DE vs. PR1Z.DE - Drawdown Comparison

The maximum IUSZ.DE drawdown since its inception was -40.31%, roughly equal to the maximum PR1Z.DE drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for IUSZ.DE and PR1Z.DE.


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Drawdown Indicators


IUSZ.DEPR1Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.31%

-39.52%

-0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-10.29%

+2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.24%

-15.66%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-24.19%

+6.95%

Current Drawdown

Current decline from peak

-2.94%

-0.41%

-2.53%

Average Drawdown

Average peak-to-trough decline

-5.25%

-5.61%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.79%

-0.28%

Volatility

IUSZ.DE vs. PR1Z.DE - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) is 4.16%, while Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) has a volatility of 4.59%. This indicates that IUSZ.DE experiences smaller price fluctuations and is considered to be less risky than PR1Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSZ.DEPR1Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.59%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

11.98%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

14.52%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

16.26%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

18.63%

-2.31%

IUSZ.DE vs. PR1Z.DE - Expense Ratio Comparison

IUSZ.DE has a 0.07% expense ratio, which is higher than PR1Z.DE'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

IUSZ.DE vs. PR1Z.DE - Dividend Comparison

IUSZ.DE has not paid dividends to shareholders, while PR1Z.DE's dividend yield for the trailing twelve months is around 2.31%.


PositionTTM2025202420232022202120202019201820172016
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)
0.00%0.00%0.00%3.09%3.86%3.68%3.06%4.32%4.54%4.01%0.73%
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
2.31%2.53%2.77%2.80%3.09%1.83%2.11%2.60%0.00%0.00%0.00%

Frequently Asked Questions


IUSZ.DE and PR1Z.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for IUSZ.DE.

IUSZ.DE tracks FTSE 100, while PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for IUSZ.DE and 0.05% for PR1Z.DE.

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