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PARI.L vs. CEUR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PARI.L vs. CEUR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF (PARI.L) and Amundi MSCI Europe (CEUR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PARI.L is traded in EUR, while CEUR.L is traded in GBp. To make them comparable, the CEUR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PARI.L achieves a 9.19% return, which is significantly lower than CEUR.L's 11.17% return.


PARI.L

1D
0.21%
1M
1.42%
6M
5.33%
YTD
9.19%
1Y
12.95%
3Y*
8.40%
5Y*
6.59%
10Y*

CEUR.L

1D
0.03%
1M
1.42%
6M
7.86%
YTD
11.17%
1Y
21.55%
3Y*
14.73%
5Y*
9.91%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PARI.L vs. CEUR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PARI.L
Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF
9.19%5.82%7.25%15.81%-10.70%23.80%11.15%
CEUR.L
Amundi MSCI Europe
11.17%17.97%9.96%15.33%-10.81%24.63%11.63%

Correlation

The correlation between PARI.L and CEUR.L is 0.94, 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

0.94

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2020

0.92

The correlation between PARI.L and CEUR.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

PARI.L vs. CEUR.L — Risk / Return Rank

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

PARI.L
PARI.L Risk / Return Rank: 3131
Overall Rank
PARI.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PARI.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PARI.L Omega Ratio Rank: 3131
Omega Ratio Rank
PARI.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
PARI.L Martin Ratio Rank: 3434
Martin Ratio Rank

CEUR.L
CEUR.L Risk / Return Rank: 4949
Overall Rank
CEUR.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CEUR.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
CEUR.L Omega Ratio Rank: 5555
Omega Ratio Rank
CEUR.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
CEUR.L Martin Ratio Rank: 4444
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.

PARI.L vs. CEUR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF (PARI.L) and Amundi MSCI Europe (CEUR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PARI.LCEUR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratioReturn relative to maximum drawdown

1.20

2.13

-0.93

Martin ratioReturn relative to average drawdown

4.10

7.92

-3.81

PARI.L vs. CEUR.L - Sharpe Ratio Comparison

The current PARI.L Sharpe Ratio is 0.96, which is lower than the CEUR.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of PARI.L and CEUR.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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Drawdowns

PARI.L vs. CEUR.L - Drawdown Comparison

The maximum PARI.L drawdown since its inception was -21.18%, smaller than the maximum CEUR.L drawdown of -50.52%. Use the drawdown chart below to compare losses from any high point for PARI.L and CEUR.L.


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Drawdown Indicators


PARI.LCEUR.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.18%

-50.52%

+29.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-10.05%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.04%

-15.75%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.18%

-21.40%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-2.01%

-1.51%

-0.50%

Average Drawdown

Average peak-to-trough decline

-4.32%

-13.62%

+9.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.72%

+0.43%

Volatility

PARI.L vs. CEUR.L - Volatility Comparison

Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF (PARI.L) and Amundi MSCI Europe (CEUR.L) have volatilities of 3.37% and 3.24%, 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.


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Volatility by Period


PARI.LCEUR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

3.24%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

10.89%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

13.03%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

14.35%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.36%

16.34%

-1.98%

PARI.L vs. CEUR.L - Expense Ratio Comparison

PARI.L has a 0.15% expense ratio, which is higher than CEUR.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

PARI.L vs. CEUR.L - Dividend Comparison

Neither PARI.L nor CEUR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, PARI.L and CEUR.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, CEUR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEUR.L is cheaper with a 0.05% expense ratio, compared with 0.15% for PARI.L.

PARI.L tracks Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF, while CEUR.L tracks MSCI Europe NR EUR. They also come from different issuers: Franklin and Amundi. Their fees differ too: 0.15% for PARI.L and 0.05% for CEUR.L.

Portfolio Optimizer

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