LTUR.DE vs. PRAM.DE
LTUR.DE (Amundi MSCI Turkey UCITS ETF (Acc)) and PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds from Amundi - LTUR.DE tracks the MSCI Turkey Net Total Return Index while PRAM.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 3 years, LTUR.DE returned 14.68%/yr vs 18.60%/yr for PRAM.DE. At a 0.26 correlation, their price movements are largely independent. LTUR.DE charges 0.45%/yr vs 0.10%/yr for PRAM.DE.
Performance
LTUR.DE vs. PRAM.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LTUR.DE achieves a 24.69% return, which is significantly higher than PRAM.DE's 23.36% return.
LTUR.DE
- 1D
- -0.75%
- 1M
- 4.09%
- 6M
- 20.48%
- YTD
- 24.69%
- 1Y
- 26.92%
- 3Y*
- 14.68%
- 5Y*
- 19.06%
- 10Y*
- —
PRAM.DE
- 1D
- 0.00%
- 1M
- -3.82%
- 6M
- 20.51%
- YTD
- 23.36%
- 1Y
- 40.19%
- 3Y*
- 18.60%
- 5Y*
- —
- 10Y*
- —
LTUR.DE vs. PRAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LTUR.DE Amundi MSCI Turkey UCITS ETF (Acc) | 24.69% | -14.56% | 27.15% | -8.67% | 98.34% | -10.78% |
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 23.36% | 17.03% | 13.52% | 7.05% | -12.45% | -15.96% |
Correlation
The correlation between LTUR.DE and PRAM.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2021 | 0.26 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LTUR.DE vs. PRAM.DE — Risk / Return Rank
LTUR.DE
PRAM.DE
LTUR.DE vs. PRAM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LTUR.DE | PRAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.39 | -0.96 |
| Martin ratioReturn relative to average drawdown | 3.30 | 5.52 | -2.22 |
Loading charts...
Drawdowns
LTUR.DE vs. PRAM.DE - Drawdown Comparison
The maximum LTUR.DE drawdown since its inception was -49.50%, which is greater than PRAM.DE's maximum drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for LTUR.DE and PRAM.DE.
Loading charts...
Drawdown Indicators
| LTUR.DE | PRAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.50% | -29.89% | -19.61% |
Max Drawdown (1Y)Largest decline over 1 year | -18.75% | -16.81% | -1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -35.43% | -19.02% | -16.41% |
Max Drawdown (5Y)Largest decline over 5 years | -35.43% | — | — |
Current DrawdownCurrent decline from peak | -9.93% | -7.22% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -19.87% | -15.85% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 7.28% | +0.85% |
Volatility
LTUR.DE vs. PRAM.DE - Volatility Comparison
The current volatility for Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.DE) is 7.41%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a volatility of 8.85%. This indicates that LTUR.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.
Loading charts...
Volatility by Period
| LTUR.DE | PRAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 8.85% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 27.22% | 16.90% | +10.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.81% | 28.05% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.26% | 20.65% | +15.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.73% | 20.65% | +15.08% |
LTUR.DE vs. PRAM.DE - Expense Ratio Comparison
LTUR.DE has a 0.45% expense ratio, which is higher than PRAM.DE's 0.10% expense ratio.
Dividends
LTUR.DE vs. PRAM.DE - Dividend Comparison
Neither LTUR.DE nor PRAM.DE has paid dividends to shareholders.
Frequently Asked Questions
LTUR.DE and PRAM.DE have a correlation of 0.28, 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 0.45% for LTUR.DE.
LTUR.DE tracks MSCI Turkey Net Total Return Index, while PRAM.DE tracks MSCI EM NR USD. Their fees differ too: 0.45% for LTUR.DE and 0.10% for PRAM.DE.
Find the right allocation for LTUR.DE and PRAM.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer