PR1E.DE vs. D5BL.DE
PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, PR1E.DE returned 10.02%/yr vs 14.60%/yr for D5BL.DE. Their correlation of 0.90 suggests significant overlap in exposure. PR1E.DE charges 0.05%/yr vs 0.15%/yr for D5BL.DE.
Performance
PR1E.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PR1E.DE achieves a 7.72% return, which is significantly lower than D5BL.DE's 13.85% return.
PR1E.DE
- 1D
- 0.46%
- 1M
- 3.10%
- YTD
- 7.72%
- 6M
- 10.21%
- 1Y
- 17.12%
- 3Y*
- 13.86%
- 5Y*
- 10.02%
- 10Y*
- —
D5BL.DE
- 1D
- -0.38%
- 1M
- 4.90%
- YTD
- 13.85%
- 6M
- 17.13%
- 1Y
- 33.04%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
PR1E.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 7.72% | 20.48% | 8.42% | 15.89% | -9.34% | 25.39% | -3.59% | 15.15% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 10.96% |
Correlation
The correlation between PR1E.DE and D5BL.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.90 |
The correlation between PR1E.DE and D5BL.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
PR1E.DE vs. D5BL.DE — Risk / Return Rank
PR1E.DE
D5BL.DE
PR1E.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE). 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.
| PR1E.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.28 | -1.47 |
| Martin ratioReturn relative to average drawdown | 6.80 | 12.52 | -5.72 |
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
| PR1E.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.28 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.93 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.48 | +0.14 |
Drawdowns
PR1E.DE vs. D5BL.DE - Drawdown Comparison
The maximum PR1E.DE drawdown since its inception was -35.98%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for PR1E.DE and D5BL.DE.
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Drawdown Indicators
| PR1E.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.98% | -40.40% | +4.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -10.02% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.84% | -17.36% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.66% | -19.58% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -1.61% | -1.22% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -7.23% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.63% | -0.12% |
Volatility
PR1E.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) is 4.33%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that PR1E.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PR1E.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 4.83% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 11.54% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 14.44% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 15.59% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 17.76% | -1.08% |
PR1E.DE vs. D5BL.DE - Expense Ratio Comparison
PR1E.DE has a 0.05% expense ratio, which is lower than D5BL.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
PR1E.DE vs. D5BL.DE - Dividend Comparison
PR1E.DE's dividend yield for the trailing twelve months is around 2.38%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 2.38% | 2.56% | 2.87% | 2.91% | 3.15% | 2.25% | 2.17% | 2.73% |
Frequently Asked Questions
PR1E.DE and D5BL.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1E.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for D5BL.DE.
PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.05% for PR1E.DE and 0.15% for D5BL.DE.
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