IUSZ.DE vs. PRAE.DE

Last updated Jun 5, 2026

IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds - IUSZ.DE tracks the FTSE 100 while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 10.04%/yr for PRAE.DE. A 0.75 correlation means they provide meaningful diversification when combined. IUSZ.DE charges 0.07%/yr vs 0.05%/yr for PRAE.DE.

Performance

IUSZ.DE vs. PRAE.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 Europe UCITS ETF (PRAE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than PRAE.DE's 7.71% 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*: —

PRAE.DE

• 1D: 0.23%
• 1M: 0.88%
• YTD: 7.71%
• 6M: 9.87%
• 1Y: 16.29%
• 3Y*: 13.87%
• 5Y*: 10.04%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist)	6.50%	16.47%	9.79%	9.07%	-1.35%	24.82%	-16.04%
PRAE.DE Amundi Prime Europe UCITS ETF	7.71%	20.47%	8.49%	15.73%	-9.25%	25.29%	-4.31%

Correlation

The correlation between IUSZ.DE and PRAE.DE is 0.80, 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020	0.75

The correlation between IUSZ.DE and PRAE.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

Return for Risk

IUSZ.DE vs. PRAE.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: 34
IUSZ.DE Sharpe Ratio Rank: 33
IUSZ.DE Sortino Ratio Rank: 32
IUSZ.DE Omega Ratio Rank: 34
IUSZ.DE Calmar Ratio Rank: 36
IUSZ.DE Martin Ratio Rank: 38

PRAE.DE

PRAE.DE Risk / Return Rank: 38
PRAE.DE Sharpe Ratio Rank: 37
PRAE.DE Sortino Ratio Rank: 37
PRAE.DE Omega Ratio Rank: 38
PRAE.DE Calmar Ratio Rank: 36
PRAE.DE Martin Ratio Rank: 42

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. PRAE.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 Europe UCITS ETF (PRAE.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.DE	PRAE.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.17	1.29	-0.11
Sortino ratio: Return per unit of downside risk	1.68	1.90	-0.22
Omega ratio: Gain probability vs. loss probability	1.22	1.24	-0.03
Calmar ratio: Return relative to maximum drawdown	1.74	1.75	-0.01
Martin ratio: Return relative to average drawdown	5.71	6.64	-0.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IUSZ.DE Sharpe Ratio is 1.17, which is comparable to the PRAE.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IUSZ.DE and PRAE.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.

Sharpe Ratios by Period

	IUSZ.DE	PRAE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	1.29	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.69	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.54	-0.10

Drawdowns

IUSZ.DE vs. PRAE.DE - Drawdown Comparison

The maximum IUSZ.DE drawdown since its inception was -40.31%, which is greater than PRAE.DE's maximum drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for IUSZ.DE and PRAE.DE.

Drawdown Indicators

	IUSZ.DE	PRAE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.31%	-32.86%	-7.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.23%	-9.54%	+1.31%
Max Drawdown (3Y) Largest decline over 3 years	-17.24%	-16.94%	-0.30%
Max Drawdown (5Y) Largest decline over 5 years	-17.24%	-19.60%	+2.36%
Current Drawdown Current decline from peak	-2.94%	-1.63%	-1.31%
Average Drawdown Average peak-to-trough decline	-5.25%	-5.27%	+0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	2.52%	-0.01%

Volatility

IUSZ.DE vs. PRAE.DE - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) is 4.16%, while Amundi Prime Europe UCITS ETF (PRAE.DE) has a volatility of 4.39%. This indicates that IUSZ.DE experiences smaller price fluctuations and is considered to be less risky than PRAE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUSZ.DE	PRAE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	4.39%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	10.14%	10.66%	-0.52%
Volatility (1Y) Calculated over the trailing 1-year period	12.19%	12.97%	-0.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.07%	14.42%	-0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.32%	17.22%	-0.90%

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

IUSZ.DE has a 0.07% expense ratio, which is higher than PRAE.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. PRAE.DE - Dividend Comparison

Neither IUSZ.DE nor PRAE.DE has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
PRAE.DE Amundi Prime Europe UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IUSZ.DE and PRAE.DE in my portfolio?

IUSZ.DE and PRAE.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IUSZ.DE or PRAE.DE?

On fees, PRAE.DE 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, IUSZ.DE or PRAE.DE?

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

What is the main difference between IUSZ.DE and PRAE.DE?

IUSZ.DE tracks FTSE 100, while PRAE.DE tracks Solactive GBS Developed Markets Europe 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 PRAE.DE.