PE500.PA vs. PRCOX
Compare and contrast key facts about Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
PE500.PA is a passively managed fund by Amundi that tracks the performance of the S&P 500 ESG+ Index. It was launched on Apr 25, 2019. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
PE500.PA vs. PRCOX - Performance Comparison
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PE500.PA vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PE500.PA Amundi ETF PEA S&P 500 UCITS ETF EUR | -3.04% | 3.89% | 32.77% | 21.94% | -14.19% | 40.52% | 7.92% | 13.82% |
PRCOX T. Rowe Price U.S. Equity Research Fund | -1.78% | 3.09% | 34.76% | 25.93% | -13.76% | 37.64% | 9.95% | 15.01% |
Different Trading Currencies
PE500.PA is traded in EUR, while PRCOX is traded in USD. To make them comparable, the PRCOX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PE500.PA achieves a -3.04% return, which is significantly lower than PRCOX's -1.78% return.
PE500.PA
- 1D
- 0.21%
- 1M
- -3.86%
- YTD
- -3.04%
- 6M
- 0.55%
- 1Y
- 17.36%
- 3Y*
- 15.41%
- 5Y*
- 11.84%
- 10Y*
- —
PRCOX
- 1D
- 0.55%
- 1M
- -3.41%
- YTD
- -1.78%
- 6M
- 1.00%
- 1Y
- 18.17%
- 3Y*
- 17.22%
- 5Y*
- 12.98%
- 10Y*
- 14.63%
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PE500.PA vs. PRCOX - Expense Ratio Comparison
PE500.PA has a 0.25% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
Return for Risk
PE500.PA vs. PRCOX — Risk / Return Rank
PE500.PA
PRCOX
PE500.PA vs. PRCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.
| PE500.PA | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.49 | +0.16 |
Sortino ratioReturn per unit of downside risk | 0.98 | 0.81 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 0.78 | +2.79 |
Martin ratioReturn relative to average drawdown | 13.07 | 3.30 | +9.77 |
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
| PE500.PA | PRCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.49 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.76 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.57 | +0.22 |
Correlation
The correlation between PE500.PA and PRCOX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PE500.PA vs. PRCOX - Dividend Comparison
PE500.PA has not paid dividends to shareholders, while PRCOX's dividend yield for the trailing twelve months is around 1.78%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PE500.PA Amundi ETF PEA S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.78% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
Drawdowns
PE500.PA vs. PRCOX - Drawdown Comparison
The maximum PE500.PA drawdown since its inception was -33.60%, smaller than the maximum PRCOX drawdown of -49.60%. Use the drawdown chart below to compare losses from any high point for PE500.PA and PRCOX.
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Drawdown Indicators
| PE500.PA | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -53.96% | +20.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.47% | -9.32% | +1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -24.94% | +1.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.42% | — |
Current DrawdownCurrent decline from peak | -5.18% | -5.67% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -9.22% | +4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.64% | -0.60% |
Volatility
PE500.PA vs. PRCOX - Volatility Comparison
The current volatility for Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) is 3.68%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 4.67%. This indicates that PE500.PA experiences smaller price fluctuations and is considered to be less risky than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PE500.PA | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 4.67% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 9.46% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 20.60% | -3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 17.16% | -1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 18.87% | -1.77% |