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LMVF.DE vs. PRAZ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMVF.DE vs. PRAZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI EMU UCITS ETF Dist (LMVF.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE). The values are adjusted to include any dividend payments, if applicable.

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LMVF.DE vs. PRAZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LMVF.DE
Amundi MSCI EMU UCITS ETF Dist
0.32%24.80%9.34%18.84%-11.91%22.15%-1.54%
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
-0.45%24.75%9.66%19.29%-11.83%26.38%-4.68%

Returns By Period

In the year-to-date period, LMVF.DE achieves a 0.32% return, which is significantly higher than PRAZ.DE's -0.45% return.


LMVF.DE

1D
2.84%
1M
-3.64%
YTD
0.32%
6M
4.65%
1Y
14.70%
3Y*
13.32%
5Y*
9.95%
10Y*

PRAZ.DE

1D
-0.58%
1M
-0.88%
YTD
-0.45%
6M
2.95%
1Y
14.53%
3Y*
13.22%
5Y*
10.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMVF.DE vs. PRAZ.DE - Expense Ratio Comparison

LMVF.DE has a 0.12% expense ratio, which is higher than PRAZ.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%.


Return for Risk

LMVF.DE vs. PRAZ.DE — Risk / Return Rank

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

LMVF.DE
LMVF.DE Risk / Return Rank: 4545
Overall Rank
LMVF.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LMVF.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
LMVF.DE Omega Ratio Rank: 4343
Omega Ratio Rank
LMVF.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
LMVF.DE Martin Ratio Rank: 4747
Martin Ratio Rank

PRAZ.DE
PRAZ.DE Risk / Return Rank: 4747
Overall Rank
PRAZ.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PRAZ.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
PRAZ.DE Omega Ratio Rank: 4141
Omega Ratio Rank
PRAZ.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
PRAZ.DE Martin Ratio Rank: 5656
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.

LMVF.DE vs. PRAZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU UCITS ETF Dist (LMVF.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.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.


LMVF.DEPRAZ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.87

+0.04

Sortino ratio

Return per unit of downside risk

1.28

1.25

+0.03

Omega ratio

Gain probability vs. loss probability

1.18

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.45

1.68

-0.23

Martin ratio

Return relative to average drawdown

5.27

6.46

-1.19

LMVF.DE vs. PRAZ.DE - Sharpe Ratio Comparison

The current LMVF.DE Sharpe Ratio is 0.91, which is comparable to the PRAZ.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of LMVF.DE and PRAZ.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


LMVF.DEPRAZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.87

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.59

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.48

-0.02

Correlation

The correlation between LMVF.DE and PRAZ.DE is 0.85, 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

LMVF.DE vs. PRAZ.DE - Dividend Comparison

LMVF.DE's dividend yield for the trailing twelve months is around 3.24%, while PRAZ.DE has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
LMVF.DE
Amundi MSCI EMU UCITS ETF Dist
3.24%3.25%2.84%2.59%3.36%2.11%1.99%3.12%3.68%0.35%
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LMVF.DE vs. PRAZ.DE - Drawdown Comparison

The maximum LMVF.DE drawdown since its inception was -38.51%, which is greater than PRAZ.DE's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for LMVF.DE and PRAZ.DE.


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Drawdown Indicators


LMVF.DEPRAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.51%

-29.52%

-8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-10.45%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-24.09%

-0.44%

Current Drawdown

Current decline from peak

-6.09%

-6.88%

+0.79%

Average Drawdown

Average peak-to-trough decline

-5.78%

-6.29%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.72%

+0.12%

Volatility

LMVF.DE vs. PRAZ.DE - Volatility Comparison

Amundi MSCI EMU UCITS ETF Dist (LMVF.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE) have volatilities of 6.48% and 6.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMVF.DEPRAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

6.26%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

10.48%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

16.66%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

16.76%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

19.14%

-1.53%