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PABG.L vs. PRIE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PABG.L vs. PRIE.L

Last updated Jun 5, 2026

PABG.L (Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds from Amundi - PABG.L tracks the MSCI EMU NR EUR while PRIE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, PABG.L returned 9.95%/yr vs 7.25%/yr for PRIE.L. Their correlation of 0.93 suggests significant overlap in exposure. PABG.L charges 0.20%/yr vs 0.05%/yr for PRIE.L.

Performance

PABG.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PABG.L is traded in GBP, while PRIE.L is traded in GBp. To make them comparable, the PRIE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, PABG.L achieves a 5.89% return, which is significantly lower than PRIE.L's 6.91% return.

PABG.L

1D
0.86%
1M
3.40%
YTD
5.89%
6M
6.95%
1Y
16.55%
3Y*
16.35%
5Y*
9.95%
10Y*
—

PRIE.L

1D
0.53%
1M
0.96%
YTD
6.91%
6M
6.34%
1Y
16.78%
3Y*
10.92%
5Y*
7.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

PABG.L vs. PRIE.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
PABG.L
Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc		5.89%27.75%9.01%19.40%-11.91%18.30%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		6.91%22.93%1.02%10.15%-6.60%15.23%

Correlation

The correlation between PABG.L and PRIE.L is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2021

0.93

The correlation between PABG.L and PRIE.L has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

PABG.L vs. PRIE.L - Sectors Allocation Comparison

Sectors
PABG.L
PRIE.L

Financial Services

32.6%
24.2%

Technology

19.8%
9.4%

Industrials

16.1%
19.2%

Consumer Cyclical

9.9%
6.5%

Healthcare

8.2%
13.4%

Consumer Defensive

4.2%
8.4%

Utilities

4.1%
4.6%

Communication Services

3.5%
3.3%

Real Estate

1.1%
0.6%

Basic Materials

0.4%
5.2%

Energy

0.2%
5.2%

Financial Services

PABG.L
32.6%
PRIE.L
24.2%

Technology

PABG.L
19.8%
PRIE.L
9.4%

Industrials

PABG.L
16.1%
PRIE.L
19.2%

Consumer Cyclical

PABG.L
9.9%
PRIE.L
6.5%

Healthcare

PABG.L
8.2%
PRIE.L
13.4%

Consumer Defensive

PABG.L
4.2%
PRIE.L
8.4%

Utilities

PABG.L
4.1%
PRIE.L
4.6%

Communication Services

PABG.L
3.5%
PRIE.L
3.3%

Real Estate

PABG.L
1.1%
PRIE.L
0.6%

Basic Materials

PABG.L
0.4%
PRIE.L
5.2%

Energy

PABG.L
0.2%
PRIE.L
5.2%

Compare stocks, funds, or ETFs

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Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc

Amundi Prime Europe UCITS ETF DR (D)

Often compared with PABG.L:
PABG.L vs. LYPG.DEPABG.L vs. JPCT.DEPABG.L vs. ZPAB.DEPABG.L vs. LWCR.DEPABG.L vs. XLVP.LPABG.L vs. XDWT.DEPABG.L vs. QQQ
Often compared with PRIE.L:
PRIE.L vs. PRIG.LPRIE.L vs. MSED.LPRIE.L vs. SRHE.LPRIE.L vs. VEUA.LPRIE.L vs. ^STOXXPRIE.L vs. VEUPRIE.L vs. FEZ

Return for Risk

PABG.L vs. PRIE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PABG.L
PABG.L Risk / Return Rank: 3131
Overall Rank
PABG.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PABG.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PABG.L Omega Ratio Rank: 3131
Omega Ratio Rank
PABG.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
PABG.L Martin Ratio Rank: 3333
Martin Ratio Rank
PRIE.L
PRIE.L Risk / Return Rank: 3737
Overall Rank
PRIE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 4141
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 3737
Martin Ratio Rank
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.

PABG.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.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.

PABG.LPRIE.LDifference
Sharpe ratioReturn per unit of total volatility
1.10
1.36

-0.27

Sortino ratioReturn per unit of downside risk
1.68
1.90

-0.21

Omega ratioGain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratioReturn relative to maximum drawdown

1.43

1.60

-0.17

Martin ratioReturn relative to average drawdown

4.90

5.58

-0.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PABG.L vs. PRIE.L - Sharpe Ratio Comparison

The current PABG.L Sharpe Ratio is 1.10, which is comparable to the PRIE.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PABG.L and PRIE.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.

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Sharpe Ratios by Period

PABG.LPRIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.36

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.51

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.49

+0.23

Drawdowns

PABG.L vs. PRIE.L - Drawdown Comparison

The maximum PABG.L drawdown since its inception was -26.49%, smaller than the maximum PRIE.L drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for PABG.L and PRIE.L.

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Drawdown Indicators

PABG.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.49%

-28.92%

+2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-10.55%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-13.25%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.49%

-17.75%

-8.74%

Current Drawdown

Current decline from peak

-0.04%

-1.14%

+1.10%

Average Drawdown

Average peak-to-trough decline

-5.63%

-4.71%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.04%

+0.41%

Volatility

PABG.L vs. PRIE.L - Volatility Comparison

Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L) has a higher volatility of 4.81% compared to Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) at 4.12%. This indicates that PABG.L's price experiences larger fluctuations and is considered to be riskier than PRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PABG.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

4.12%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

10.54%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

12.44%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

14.21%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

15.99%

+0.74%

PABG.L vs. PRIE.L - Expense Ratio Comparison

PABG.L has a 0.20% expense ratio, which is higher than PRIE.L'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

PABG.L vs. PRIE.L - Dividend Comparison

PABG.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 0.02%.

PositionTTM2025202420232022202120202019
PABG.L
Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		0.02%0.03%0.03%0.03%0.03%0.02%0.02%0.03%

Frequently Asked Questions

With a correlation of 0.92, PABG.L and PRIE.L 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.

On fees, PRIE.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.20% for PABG.L.

PABG.L tracks MSCI EMU NR EUR, while PRIE.L tracks MSCI Europe NR EUR. Their fees differ too: 0.20% for PABG.L and 0.05% for PRIE.L.

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