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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PE500.PA or PRCOX.
Key characteristics
| PE500.PA | PRCOX | |
|---|---|---|
| YTD Return | 19.49% | 21.81% |
| 1Y Return | 26.23% | 35.63% |
| 3Y Return (Ann) | 11.88% | 11.88% |
| 5Y Return (Ann) | 14.69% | 16.50% |
| Sharpe Ratio | 2.30 | 2.54 |
| Daily Std Dev | 11.80% | 13.06% |
| Max Drawdown | -33.60% | -54.26% |
| Current Drawdown | -2.45% | -0.23% |
Correlation
The correlation between PE500.PA and PRCOX is 0.61, 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.
Performance
PE500.PA vs. PRCOX - Performance Comparison
In the year-to-date period, PE500.PA achieves a 19.49% return, which is significantly lower than PRCOX's 21.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
PE500.PA vs. PRCOX - Risk-Adjusted Performance 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.
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 0.96%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.96% | 1.17% | 1.28% | 3.71% | 1.04% | 0.97% | 5.60% | 7.02% | 7.28% | 8.76% | 5.01% | 0.92% |
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 -54.26%. Use the drawdown chart below to compare losses from any high point for PE500.PA and PRCOX. For additional features, visit the drawdowns tool.
Volatility
PE500.PA vs. PRCOX - Volatility Comparison
Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) has a higher volatility of 4.64% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 4.27%. 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.