LYSX.DE vs. PR1Z.DE

Last updated Jun 5, 2026

LYSX.DE (Amundi EURO STOXX 50 II UCITS ETF Acc) and PR1Z.DE (Amundi Prime Eurozone UCITS ETF DR (D)) are both Europe Equities funds from Amundi - LYSX.DE tracks the EURO STOXX® 50 while PR1Z.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, LYSX.DE returned 11.43%/yr vs 10.86%/yr for PR1Z.DE. Their correlation of 0.94 suggests significant overlap in exposure. LYSX.DE charges 0.20%/yr vs 0.05%/yr for PR1Z.DE.

Performance

LYSX.DE vs. PR1Z.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYSX.DE achieves a 7.10% return, which is significantly lower than PR1Z.DE's 9.20% return.

LYSX.DE

• 1D: 0.77%
• 1M: 1.91%
• YTD: 7.10%
• 6M: 8.53%
• 1Y: 15.65%
• 3Y*: 15.56%
• 5Y*: 11.43%
• 10Y*: 10.40%

PR1Z.DE

• 1D: 0.53%
• 1M: 2.15%
• YTD: 9.20%
• 6M: 10.94%
• 1Y: 18.70%
• 3Y*: 16.35%
• 5Y*: 10.86%
• 10Y*: —

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

LYSX.DE vs. PR1Z.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc	7.10%	22.03%	11.00%	22.54%	-8.86%	23.39%	-2.89%	22.87%
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D)	9.20%	24.78%	9.45%	19.43%	-12.46%	27.38%	-4.61%	22.45%

Correlation

The correlation between LYSX.DE and PR1Z.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019	0.94

The correlation between LYSX.DE and PR1Z.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

Return for Risk

LYSX.DE vs. PR1Z.DE — Risk / Return Rank

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

LYSX.DE

LYSX.DE Risk / Return Rank: 30
LYSX.DE Sharpe Ratio Rank: 28
LYSX.DE Sortino Ratio Rank: 29
LYSX.DE Omega Ratio Rank: 28
LYSX.DE Calmar Ratio Rank: 30
LYSX.DE Martin Ratio Rank: 33

PR1Z.DE

PR1Z.DE Risk / Return Rank: 39
PR1Z.DE Sharpe Ratio Rank: 37
PR1Z.DE Sortino Ratio Rank: 39
PR1Z.DE Omega Ratio Rank: 38
PR1Z.DE Calmar Ratio Rank: 38
PR1Z.DE Martin Ratio Rank: 43

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.

LYSX.DE vs. PR1Z.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.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.

	LYSX.DE	PR1Z.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.99	1.30	-0.32
Sortino ratio: Return per unit of downside risk	1.55	1.97	-0.42
Omega ratio: Gain probability vs. loss probability	1.18	1.24	-0.06
Calmar ratio: Return relative to maximum drawdown	1.44	1.84	-0.40
Martin ratio: Return relative to average drawdown	4.85	6.79	-1.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYSX.DE vs. PR1Z.DE - Sharpe Ratio Comparison

The current LYSX.DE Sharpe Ratio is 0.99, which is comparable to the PR1Z.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of LYSX.DE and PR1Z.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

	LYSX.DE	PR1Z.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	1.30	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.66	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.65	-0.32

Drawdowns

LYSX.DE vs. PR1Z.DE - Drawdown Comparison

The maximum LYSX.DE drawdown since its inception was -57.63%, which is greater than PR1Z.DE's maximum drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for LYSX.DE and PR1Z.DE.

Drawdown Indicators

	LYSX.DE	PR1Z.DE	Difference
Max Drawdown Largest peak-to-trough decline	-57.63%	-39.52%	-18.11%
Max Drawdown (1Y) Largest decline over 1 year	-10.87%	-10.29%	-0.58%
Max Drawdown (3Y) Largest decline over 3 years	-16.49%	-15.66%	-0.83%
Max Drawdown (5Y) Largest decline over 5 years	-23.32%	-24.19%	+0.87%
Max Drawdown (10Y) Largest decline over 10 years	-38.38%	—	—
Current Drawdown Current decline from peak	-0.53%	-0.41%	-0.12%
Average Drawdown Average peak-to-trough decline	-13.15%	-5.61%	-7.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.24%	2.79%	+0.45%

Volatility

LYSX.DE vs. PR1Z.DE - Volatility Comparison

Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) has a higher volatility of 4.96% compared to Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) at 4.59%. This indicates that LYSX.DE's price experiences larger fluctuations and is considered to be riskier than PR1Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYSX.DE	PR1Z.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	4.59%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	12.92%	11.98%	+0.94%
Volatility (1Y) Calculated over the trailing 1-year period	15.90%	14.52%	+1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.47%	16.26%	+1.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.22%	18.63%	-0.41%

LYSX.DE vs. PR1Z.DE - Expense Ratio Comparison

LYSX.DE has a 0.20% expense ratio, which is higher than PR1Z.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

LYSX.DE vs. PR1Z.DE - Dividend Comparison

LYSX.DE has not paid dividends to shareholders, while PR1Z.DE's dividend yield for the trailing twelve months is around 2.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.19%	3.26%	3.89%	3.19%	3.71%	3.85%
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D)	2.31%	2.53%	2.77%	2.80%	3.09%	1.83%	2.11%	2.60%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LYSX.DE and PR1Z.DE in my portfolio?

With a correlation of 0.98, LYSX.DE and PR1Z.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, LYSX.DE or PR1Z.DE?

On fees, PR1Z.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, LYSX.DE or PR1Z.DE?

PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for LYSX.DE.

What is the main difference between LYSX.DE and PR1Z.DE?

LYSX.DE tracks EURO STOXX® 50, while PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. Their fees differ too: 0.20% for LYSX.DE and 0.05% for PR1Z.DE.