MIBX.L vs. PRIZ.L

Last updated Jun 5, 2026

MIBX.L (Lyxor FTSE MIB UCITS ETF - Dist) and PRIZ.L (Amundi Prime Eurozone UCITS ETF DR (D)) are both Europe Equities funds from Amundi - MIBX.L tracks the FTSE Italia AllShare TR EUR while PRIZ.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, MIBX.L returned 19.80%/yr vs 8.24%/yr for PRIZ.L. A 0.52 correlation means they provide meaningful diversification when combined. MIBX.L charges 0.35%/yr vs 0.05%/yr for PRIZ.L.

Performance

MIBX.L vs. PRIZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MIBX.L achieves a 13.44% return, which is significantly higher than PRIZ.L's 8.21% return.

MIBX.L

• 1D: 0.02%
• 1M: 2.17%
• YTD: 13.44%
• 6M: 16.90%
• 1Y: 32.99%
• 3Y*: 28.91%
• 5Y*: 19.80%
• 10Y*: 16.09%

PRIZ.L

• 1D: 0.35%
• 1M: 1.97%
• YTD: 8.21%
• 6M: 7.17%
• 1Y: 19.00%
• 3Y*: 13.22%
• 5Y*: 8.24%
• 10Y*: —

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

MIBX.L vs. PRIZ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MIBX.L Lyxor FTSE MIB UCITS ETF - Dist	13.44%	43.78%	13.17%	30.61%	-3.53%	18.16%	1.49%	1.57%
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	8.21%	28.03%	1.78%	13.31%	-9.02%	14.24%	0.24%	-1.68%

Correlation

The correlation between MIBX.L and PRIZ.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jul 5, 2019	0.52

The correlation between MIBX.L and PRIZ.L shifts across timeframes, from 0.52 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

MIBX.L vs. PRIZ.L - Sectors Allocation Comparison

Sectors	MIBX.L	PRIZ.L
Financial Services	45.1%	24.2%
Utilities	17.2%	6.8%
Industrials	10.7%	20.7%
Consumer Cyclical	10.0%	8.4%
Energy	8.8%	4.6%
Technology	4.6%	15.9%
Healthcare	1.1%	5.9%
Communication Services	1.1%	4.0%
Basic Materials	0.6%	3.9%
Consumer Defensive	0.5%	5.0%
Real Estate	0.3%	0.7%

Return for Risk

MIBX.L vs. PRIZ.L — Risk / Return Rank

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

MIBX.L

MIBX.L Risk / Return Rank: 67
MIBX.L Sharpe Ratio Rank: 69
MIBX.L Sortino Ratio Rank: 67
MIBX.L Omega Ratio Rank: 66
MIBX.L Calmar Ratio Rank: 67
MIBX.L Martin Ratio Rank: 66

PRIZ.L

PRIZ.L Risk / Return Rank: 47
PRIZ.L Sharpe Ratio Rank: 46
PRIZ.L Sortino Ratio Rank: 43
PRIZ.L Omega Ratio Rank: 47
PRIZ.L Calmar Ratio Rank: 50
PRIZ.L Martin Ratio Rank: 48

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.

MIBX.L vs. PRIZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L). 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.

	MIBX.L	PRIZ.L	Difference
Sharpe ratio: Return per unit of total volatility	2.23	1.59	+0.64
Sortino ratio: Return per unit of downside risk	3.03	2.16	+0.87
Omega ratio: Gain probability vs. loss probability	1.39	1.29	+0.10
Calmar ratio: Return relative to maximum drawdown	3.28	2.47	+0.81
Martin ratio: Return relative to average drawdown	11.88	7.96	+3.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MIBX.L vs. PRIZ.L - Sharpe Ratio Comparison

The current MIBX.L Sharpe Ratio is 2.23, which is higher than the PRIZ.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of MIBX.L and PRIZ.L, 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

	MIBX.L	PRIZ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	1.59	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.10	0.67	+0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.52	+0.09

Drawdowns

MIBX.L vs. PRIZ.L - Drawdown Comparison

The maximum MIBX.L drawdown since its inception was -35.10%, roughly equal to the maximum PRIZ.L drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for MIBX.L and PRIZ.L.

Drawdown Indicators

	MIBX.L	PRIZ.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.10%	-33.71%	-1.39%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	-10.90%	+0.64%
Max Drawdown (3Y) Largest decline over 3 years	-15.64%	-12.94%	-2.70%
Max Drawdown (5Y) Largest decline over 5 years	-24.05%	-22.82%	-1.23%
Max Drawdown (10Y) Largest decline over 10 years	-35.10%	—	—
Current Drawdown Current decline from peak	-0.67%	-0.09%	-0.58%
Average Drawdown Average peak-to-trough decline	-7.07%	-6.03%	-1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	3.59%	-0.75%

Volatility

MIBX.L vs. PRIZ.L - Volatility Comparison

Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) have volatilities of 4.47% and 4.56%, 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.

Volatility by Period

	MIBX.L	PRIZ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	4.56%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	12.15%	12.91%	-0.76%
Volatility (1Y) Calculated over the trailing 1-year period	15.08%	16.93%	-1.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.95%	21.48%	-3.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.16%	24.31%	-5.15%

MIBX.L vs. PRIZ.L - Expense Ratio Comparison

MIBX.L has a 0.35% expense ratio, which is higher than PRIZ.L's 0.05% expense ratio.

Dividends

MIBX.L vs. PRIZ.L - Dividend Comparison

MIBX.L's dividend yield for the trailing twelve months is around 3.25%, more than PRIZ.L's 0.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MIBX.L Lyxor FTSE MIB UCITS ETF - Dist	3.25%	3.68%	3.93%	3.72%	3.89%	2.08%	1.55%	4.02%	4.05%	2.75%	3.56%	3.05%
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	0.02%	0.03%	0.03%	0.03%	0.03%	0.02%	0.02%	0.03%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MIBX.L and PRIZ.L in my portfolio?

MIBX.L and PRIZ.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MIBX.L or PRIZ.L?

On fees, PRIZ.L 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, MIBX.L or PRIZ.L?

PRIZ.L is cheaper with a 0.05% expense ratio, compared with 0.35% for MIBX.L.

What is the main difference between MIBX.L and PRIZ.L?

MIBX.L tracks FTSE Italia AllShare TR EUR, while PRIZ.L tracks MSCI EMU NR EUR. Their fees differ too: 0.35% for MIBX.L and 0.05% for PRIZ.L.