LYSX.DE vs. PRAE.DE

Last updated Jun 5, 2026

LYSX.DE (Amundi EURO STOXX 50 II UCITS ETF Acc) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds from Amundi - LYSX.DE tracks the EURO STOXX® 50 while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, LYSX.DE returned 11.43%/yr vs 10.04%/yr for PRAE.DE. Their correlation of 0.85 suggests significant overlap in exposure. LYSX.DE charges 0.20%/yr vs 0.05%/yr for PRAE.DE.

Performance

LYSX.DE vs. PRAE.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 Europe UCITS ETF (PRAE.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 PRAE.DE's 7.71% 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%

PRAE.DE

• 1D: 0.23%
• 1M: 0.88%
• YTD: 7.71%
• 6M: 9.87%
• 1Y: 16.29%
• 3Y*: 13.87%
• 5Y*: 10.04%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc	7.10%	22.03%	11.00%	22.54%	-8.86%	23.39%	-3.04%
PRAE.DE Amundi Prime Europe UCITS ETF	7.71%	20.47%	8.49%	15.73%	-9.25%	25.29%	-4.31%

Correlation

The correlation between LYSX.DE and PRAE.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020	0.85

The correlation between LYSX.DE and PRAE.DE has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

Return for Risk

LYSX.DE vs. PRAE.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

PRAE.DE

PRAE.DE Risk / Return Rank: 38
PRAE.DE Sharpe Ratio Rank: 37
PRAE.DE Sortino Ratio Rank: 37
PRAE.DE Omega Ratio Rank: 38
PRAE.DE Calmar Ratio Rank: 36
PRAE.DE Martin Ratio Rank: 42

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. PRAE.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 Europe UCITS ETF (PRAE.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	PRAE.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.99	1.29	-0.30
Sortino ratio: Return per unit of downside risk	1.55	1.90	-0.35
Omega ratio: Gain probability vs. loss probability	1.18	1.24	-0.06
Calmar ratio: Return relative to maximum drawdown	1.44	1.75	-0.31
Martin ratio: Return relative to average drawdown	4.85	6.64	-1.79
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. PRAE.DE - Sharpe Ratio Comparison

The current LYSX.DE Sharpe Ratio is 0.99, which is comparable to the PRAE.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of LYSX.DE and PRAE.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	PRAE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	1.29	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.69	-0.04
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	0.54	-0.22

Drawdowns

LYSX.DE vs. PRAE.DE - Drawdown Comparison

The maximum LYSX.DE drawdown since its inception was -57.63%, which is greater than PRAE.DE's maximum drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for LYSX.DE and PRAE.DE.

Drawdown Indicators

	LYSX.DE	PRAE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-57.63%	-32.86%	-24.77%
Max Drawdown (1Y) Largest decline over 1 year	-10.87%	-9.54%	-1.33%
Max Drawdown (3Y) Largest decline over 3 years	-16.49%	-16.94%	+0.45%
Max Drawdown (5Y) Largest decline over 5 years	-23.32%	-19.60%	-3.72%
Max Drawdown (10Y) Largest decline over 10 years	-38.38%	—	—
Current Drawdown Current decline from peak	-0.53%	-1.63%	+1.10%
Average Drawdown Average peak-to-trough decline	-13.15%	-5.27%	-7.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.24%	2.52%	+0.72%

Volatility

LYSX.DE vs. PRAE.DE - Volatility Comparison

Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) has a higher volatility of 4.96% compared to Amundi Prime Europe UCITS ETF (PRAE.DE) at 4.39%. This indicates that LYSX.DE's price experiences larger fluctuations and is considered to be riskier than PRAE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYSX.DE	PRAE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	4.39%	+0.57%
Volatility (6M) Calculated over the trailing 6-month period	12.92%	10.66%	+2.26%
Volatility (1Y) Calculated over the trailing 1-year period	15.90%	12.97%	+2.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.47%	14.42%	+3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.22%	17.22%	+1.00%

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

LYSX.DE has a 0.20% expense ratio, which is higher than PRAE.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. PRAE.DE - Dividend Comparison

Neither LYSX.DE nor PRAE.DE has paid dividends to shareholders.

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%
PRAE.DE Amundi Prime Europe UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

With a correlation of 0.93, LYSX.DE and PRAE.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 PRAE.DE?

On fees, PRAE.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 PRAE.DE?

PRAE.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 PRAE.DE?

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