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LGWS.DE vs. PR1E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGWS.DE vs. PR1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE). The values are adjusted to include any dividend payments, if applicable.

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LGWS.DE vs. PR1E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LGWS.DE
Lyxor MSCI EMU Value UCITS ETF Dist
1.50%37.06%9.12%14.07%-5.04%19.93%-7.89%9.76%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
1.48%20.48%8.42%15.89%-9.34%25.39%-3.59%15.15%

Returns By Period

The year-to-date returns for both stocks are quite close, with LGWS.DE having a 1.50% return and PR1E.DE slightly lower at 1.48%.


LGWS.DE

1D
-0.07%
1M
1.45%
YTD
1.50%
6M
9.27%
1Y
20.81%
3Y*
16.91%
5Y*
12.05%
10Y*

PR1E.DE

1D
-0.09%
1M
-0.83%
YTD
1.48%
6M
6.19%
1Y
14.37%
3Y*
12.41%
5Y*
9.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGWS.DE vs. PR1E.DE - Expense Ratio Comparison

LGWS.DE has a 0.40% expense ratio, which is higher than PR1E.DE's 0.05% expense ratio.


Return for Risk

LGWS.DE vs. PR1E.DE — Risk / Return Rank

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

LGWS.DE
LGWS.DE Risk / Return Rank: 7171
Overall Rank
LGWS.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LGWS.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
LGWS.DE Omega Ratio Rank: 6969
Omega Ratio Rank
LGWS.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
LGWS.DE Martin Ratio Rank: 7171
Martin Ratio Rank

PR1E.DE
PR1E.DE Risk / Return Rank: 5252
Overall Rank
PR1E.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PR1E.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
PR1E.DE Omega Ratio Rank: 4848
Omega Ratio Rank
PR1E.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
PR1E.DE Martin Ratio Rank: 6060
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.

LGWS.DE vs. PR1E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.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.


LGWS.DEPR1E.DEDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.95

+0.38

Sortino ratio

Return per unit of downside risk

1.73

1.30

+0.44

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

2.64

1.87

+0.77

Martin ratio

Return relative to average drawdown

9.06

7.41

+1.65

LGWS.DE vs. PR1E.DE - Sharpe Ratio Comparison

The current LGWS.DE Sharpe Ratio is 1.34, which is higher than the PR1E.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of LGWS.DE and PR1E.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LGWS.DEPR1E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.95

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.68

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.59

-0.15

Correlation

The correlation between LGWS.DE and PR1E.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LGWS.DE vs. PR1E.DE - Dividend Comparison

LGWS.DE's dividend yield for the trailing twelve months is around 3.24%, more than PR1E.DE's 2.53% yield.


TTM202520242023202220212020201920182017
LGWS.DE
Lyxor MSCI EMU Value UCITS ETF Dist
3.24%3.29%4.24%0.00%4.69%2.83%2.72%4.37%4.77%0.38%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
2.53%2.56%2.87%2.91%3.15%2.25%2.17%2.73%0.00%0.00%

Drawdowns

LGWS.DE vs. PR1E.DE - Drawdown Comparison

The maximum LGWS.DE drawdown since its inception was -41.73%, which is greater than PR1E.DE's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for LGWS.DE and PR1E.DE.


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Drawdown Indicators


LGWS.DEPR1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.73%

-35.98%

-5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-10.05%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-22.84%

-19.66%

-3.18%

Current Drawdown

Current decline from peak

-4.33%

-5.40%

+1.07%

Average Drawdown

Average peak-to-trough decline

-7.07%

-4.96%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.37%

+0.22%

Volatility

LGWS.DE vs. PR1E.DE - Volatility Comparison

The current volatility for Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) is 5.29%, while Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) has a volatility of 5.68%. This indicates that LGWS.DE experiences smaller price fluctuations and is considered to be less risky than PR1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGWS.DEPR1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

5.68%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

9.10%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

15.04%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

14.33%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

16.66%

+1.33%