LYY7.DE vs. PR1E.DE
LYY7.DE (Amundi Dax III UCITS ETF Acc) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds from Amundi - LYY7.DE tracks the DAX® while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, LYY7.DE returned 9.09%/yr vs 10.02%/yr for PR1E.DE. Their correlation of 0.91 suggests significant overlap in exposure. LYY7.DE charges 0.15%/yr vs 0.05%/yr for PR1E.DE.
Performance
LYY7.DE vs. PR1E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYY7.DE achieves a 1.32% return, which is significantly lower than PR1E.DE's 7.72% return.
LYY7.DE
- 1D
- 0.49%
- 1M
- -0.07%
- YTD
- 1.32%
- 6M
- 3.35%
- 1Y
- 1.98%
- 3Y*
- 15.46%
- 5Y*
- 9.09%
- 10Y*
- 8.86%
PR1E.DE
- 1D
- 0.46%
- 1M
- 0.90%
- YTD
- 7.72%
- 6M
- 10.13%
- 1Y
- 16.32%
- 3Y*
- 13.86%
- 5Y*
- 10.02%
- 10Y*
- —
LYY7.DE vs. PR1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LYY7.DE Amundi Dax III UCITS ETF Acc | 1.32% | 22.58% | 18.16% | 19.56% | -12.88% | 15.21% | 3.01% | 14.49% |
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 7.72% | 20.48% | 8.42% | 15.89% | -9.34% | 25.39% | -3.59% | 15.15% |
Correlation
The correlation between LYY7.DE and PR1E.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.91 |
The correlation between LYY7.DE and PR1E.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
LYY7.DE vs. PR1E.DE — Risk / Return Rank
LYY7.DE
PR1E.DE
LYY7.DE vs. PR1E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Dax III UCITS ETF Acc (LYY7.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.
| LYY7.DE | PR1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.25 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.81 | -1.63 |
| Martin ratioReturn relative to average drawdown | 0.56 | 6.80 | -6.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYY7.DE | PR1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.32 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.68 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.62 | -0.28 |
Drawdowns
LYY7.DE vs. PR1E.DE - Drawdown Comparison
The maximum LYY7.DE drawdown since its inception was -55.24%, 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 LYY7.DE and PR1E.DE.
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Drawdown Indicators
| LYY7.DE | PR1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -35.98% | -19.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -9.39% | -2.92% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -16.84% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -19.66% | -7.05% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | — | — |
Current DrawdownCurrent decline from peak | -2.28% | -1.61% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -4.90% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.51% | +1.48% |
Volatility
LYY7.DE vs. PR1E.DE - Volatility Comparison
Amundi Dax III UCITS ETF Acc (LYY7.DE) has a higher volatility of 5.09% compared to Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) at 4.33%. This indicates that LYY7.DE's price experiences larger fluctuations and is considered to be riskier 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
| LYY7.DE | PR1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.33% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 10.60% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 12.88% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 14.48% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 16.68% | +1.67% |
LYY7.DE vs. PR1E.DE - Expense Ratio Comparison
LYY7.DE has a 0.15% expense ratio, which is higher than PR1E.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
LYY7.DE vs. PR1E.DE - Dividend Comparison
LYY7.DE has not paid dividends to shareholders, while PR1E.DE's dividend yield for the trailing twelve months is around 2.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
LYY7.DE Amundi Dax III UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 2.38% | 2.56% | 2.87% | 2.91% | 3.15% | 2.25% | 2.17% | 2.73% |
Frequently Asked Questions
LYY7.DE and PR1E.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1E.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for LYY7.DE.
LYY7.DE tracks DAX®, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. Their fees differ too: 0.15% for LYY7.DE and 0.05% for PR1E.DE.
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