PE500.PA vs. PRCOX

Last updated Jun 5, 2026

PE500.PA (Amundi ETF PEA S&P 500 UCITS ETF EUR) and PRCOX (T. Rowe Price U.S. Equity Research Fund) are both funds - PE500.PA is a S&P 500 fund tracking the S&P 500 ESG+ Index, while PRCOX is a Large Cap Blend Equities fund managed by T. Rowe Price. Over the past 5 years, PE500.PA returned 14.38%/yr vs 15.48%/yr for PRCOX. A 0.57 correlation means they provide meaningful diversification when combined. PE500.PA charges 0.25%/yr vs 0.42%/yr for PRCOX.

Performance

PE500.PA vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

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 10.83% return, which is significantly lower than PRCOX's 12.76% return.

PE500.PA

• 1D: 0.63%
• 1M: 5.49%
• YTD: 10.83%
• 6M: 11.25%
• 1Y: 27.69%
• 3Y*: 18.15%
• 5Y*: 14.38%
• 10Y*: —

PRCOX

• 1D: -0.39%
• 1M: 3.80%
• YTD: 12.76%
• 6M: 11.46%
• 1Y: 26.44%
• 3Y*: 19.69%
• 5Y*: 15.48%
• 10Y*: 15.86%

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

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	10.83%	3.89%	32.77%	21.94%	-14.19%	40.52%	7.92%	13.82%
PRCOX T. Rowe Price U.S. Equity Research Fund	12.76%	2.53%	34.76%	25.93%	-13.76%	37.64%	9.95%	15.01%

Correlation

The correlation between PE500.PA and PRCOX is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since May 21, 2019	0.57

The correlation between PE500.PA and PRCOX has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

Return for Risk

PE500.PA vs. PRCOX — Risk / Return Rank

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

PE500.PA

PE500.PA Risk / Return Rank: 75
PE500.PA Sharpe Ratio Rank: 76
PE500.PA Sortino Ratio Rank: 75
PE500.PA Omega Ratio Rank: 77
PE500.PA Calmar Ratio Rank: 74
PE500.PA Martin Ratio Rank: 75

PRCOX

PRCOX Risk / Return Rank: 62
PRCOX Sharpe Ratio Rank: 62
PRCOX Sortino Ratio Rank: 59
PRCOX Omega Ratio Rank: 56
PRCOX Calmar Ratio Rank: 60
PRCOX Martin Ratio Rank: 73

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.

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 ratio: Return per unit of total volatility	2.42	2.10	+0.32
Sortino ratio: Return per unit of downside risk	3.31	2.79	+0.52
Omega ratio: Gain probability vs. loss probability	1.44	1.38	+0.07
Calmar ratio: Return relative to maximum drawdown	3.66	3.42	+0.24
Martin ratio: Return relative to average drawdown	14.05	13.27	+0.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PE500.PA vs. PRCOX - Sharpe Ratio Comparison

The current PE500.PA Sharpe Ratio is 2.42, which is comparable to the PRCOX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of PE500.PA and PRCOX, 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

	PE500.PA	PRCOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	2.10	+0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.91	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.63	+0.27

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 -48.45%. Use the drawdown chart below to compare losses from any high point for PE500.PA and PRCOX.

Drawdown Indicators

	PE500.PA	PRCOX	Difference
Max Drawdown Largest peak-to-trough decline	-33.60%	-48.45%	+14.85%
Max Drawdown (1Y) Largest decline over 1 year	-7.47%	-7.43%	-0.04%
Max Drawdown (3Y) Largest decline over 3 years	-23.69%	-24.22%	+0.53%
Max Drawdown (5Y) Largest decline over 5 years	-23.69%	-24.22%	+0.53%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	0.00%	-0.39%	+0.39%
Average Drawdown Average peak-to-trough decline	-4.85%	-7.65%	+2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.91%	+0.05%

Volatility

PE500.PA vs. PRCOX - Volatility Comparison

Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) has a higher volatility of 2.83% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 2.49%. This indicates that PE500.PA's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PE500.PA	PRCOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	2.49%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	7.53%	8.92%	-1.39%
Volatility (1Y) Calculated over the trailing 1-year period	11.30%	12.14%	-0.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.18%	17.17%	-1.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.98%	18.84%	-1.86%

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.

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 1.05%.

Position	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	1.05%	1.17%	0.64%	1.17%	1.28%	3.71%	1.04%	1.39%	5.60%	7.02%	7.28%	8.76%

Frequently Asked Questions

Can I hold both PE500.PA and PRCOX in my portfolio?

PE500.PA and PRCOX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.