LEER.DE vs. PRAM.DE
LEER.DE (Amundi MSCI Eastern Europe Ex Russia UCITS ETF) and PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds from Amundi - LEER.DE tracks the MSCI Emerging Markets Eastern Europe ex Russia Index while PRAM.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 3 years, LEER.DE returned 31.18%/yr vs 20.14%/yr for PRAM.DE. At a 0.48 correlation, their price movements are largely independent. LEER.DE charges 0.50%/yr vs 0.10%/yr for PRAM.DE.
Performance
LEER.DE vs. PRAM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LEER.DE achieves a 18.03% return, which is significantly lower than PRAM.DE's 26.47% return.
LEER.DE
- 1D
- 0.66%
- 1M
- 4.22%
- YTD
- 18.03%
- 6M
- 25.17%
- 1Y
- 42.24%
- 3Y*
- 31.18%
- 5Y*
- 16.61%
- 10Y*
- 10.92%
PRAM.DE
- 1D
- -1.40%
- 1M
- 5.50%
- YTD
- 26.47%
- 6M
- 28.34%
- 1Y
- 47.88%
- 3Y*
- 20.14%
- 5Y*
- —
- 10Y*
- —
LEER.DE vs. PRAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LEER.DE Amundi MSCI Eastern Europe Ex Russia UCITS ETF | 18.03% | 53.92% | 4.11% | 41.71% | -21.16% | 1.28% |
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 26.47% | 17.03% | 13.52% | 7.05% | -12.45% | 1.12% |
Correlation
The correlation between LEER.DE and PRAM.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2021 | 0.48 |
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Return for Risk
LEER.DE vs. PRAM.DE — Risk / Return Rank
LEER.DE
PRAM.DE
LEER.DE vs. PRAM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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.
| LEER.DE | PRAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.48 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 4.52 | -0.28 |
| Martin ratioReturn relative to average drawdown | 11.61 | 15.90 | -4.30 |
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
| LEER.DE | PRAM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.68 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.61 | -0.50 |
Drawdowns
LEER.DE vs. PRAM.DE - Drawdown Comparison
The maximum LEER.DE drawdown since its inception was -72.16%, which is greater than PRAM.DE's maximum drawdown of -20.90%. Use the drawdown chart below to compare losses from any high point for LEER.DE and PRAM.DE.
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Drawdown Indicators
| LEER.DE | PRAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.16% | -20.90% | -51.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -10.54% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -15.85% | -19.02% | +3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -43.49% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -2.59% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -33.44% | -7.74% | -25.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.00% | +0.63% |
Volatility
LEER.DE vs. PRAM.DE - Volatility Comparison
The current volatility for Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) is 6.19%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a volatility of 7.09%. This indicates that LEER.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
| LEER.DE | PRAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 7.09% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 14.98% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.00% | 17.80% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.00% | 16.84% | +6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 16.84% | +5.13% |
LEER.DE vs. PRAM.DE - Expense Ratio Comparison
LEER.DE has a 0.50% expense ratio, which is higher than PRAM.DE's 0.10% expense ratio.
Dividends
LEER.DE vs. PRAM.DE - Dividend Comparison
Neither LEER.DE nor PRAM.DE has paid dividends to shareholders.
Frequently Asked Questions
LEER.DE and PRAM.DE have a correlation of 0.48, 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 0.50% for LEER.DE.
LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index, while PRAM.DE tracks MSCI EM NR USD. Their fees differ too: 0.50% for LEER.DE and 0.10% for PRAM.DE.
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