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PR1E.DE vs. LSMC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PR1E.DE vs. LSMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE). The values are adjusted to include any dividend payments, if applicable.

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PR1E.DE vs. LSMC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
1.57%20.48%8.42%15.89%-9.34%25.39%-3.59%15.15%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
7.99%32.60%66.54%74.46%-34.66%37.56%23.03%30.92%

Returns By Period

In the year-to-date period, PR1E.DE achieves a 1.57% return, which is significantly lower than LSMC.DE's 7.99% return.


PR1E.DE

1D
2.43%
1M
-3.76%
YTD
1.57%
6M
6.83%
1Y
13.64%
3Y*
12.36%
5Y*
9.92%
10Y*

LSMC.DE

1D
5.07%
1M
-2.83%
YTD
7.99%
6M
18.35%
1Y
77.01%
3Y*
47.36%
5Y*
25.66%
10Y*
23.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PR1E.DE vs. LSMC.DE - Expense Ratio Comparison

PR1E.DE has a 0.05% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.


Return for Risk

PR1E.DE vs. LSMC.DE — Risk / Return Rank

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

PR1E.DE
PR1E.DE Risk / Return Rank: 4646
Overall Rank
PR1E.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PR1E.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
PR1E.DE Omega Ratio Rank: 4545
Omega Ratio Rank
PR1E.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
PR1E.DE Martin Ratio Rank: 5050
Martin Ratio Rank

LSMC.DE
LSMC.DE Risk / Return Rank: 9393
Overall Rank
LSMC.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LSMC.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
LSMC.DE Omega Ratio Rank: 8787
Omega Ratio Rank
LSMC.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
LSMC.DE Martin Ratio Rank: 9696
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.

PR1E.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.DELSMC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.23

-1.33

Sortino ratio

Return per unit of downside risk

1.24

2.74

-1.51

Omega ratio

Gain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratio

Return relative to maximum drawdown

1.44

5.98

-4.54

Martin ratio

Return relative to average drawdown

5.53

18.64

-13.11

PR1E.DE vs. LSMC.DE - Sharpe Ratio Comparison

The current PR1E.DE Sharpe Ratio is 0.90, which is lower than the LSMC.DE Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of PR1E.DE and LSMC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PR1E.DELSMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.23

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.82

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.71

-0.13

Correlation

The correlation between PR1E.DE and LSMC.DE is 0.56, 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

PR1E.DE vs. LSMC.DE - Dividend Comparison

PR1E.DE's dividend yield for the trailing twelve months is around 2.52%, while LSMC.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
2.52%2.56%2.87%2.91%3.15%2.25%2.17%2.73%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PR1E.DE vs. LSMC.DE - Drawdown Comparison

The maximum PR1E.DE drawdown since its inception was -35.98%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for PR1E.DE and LSMC.DE.


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Drawdown Indicators


PR1E.DELSMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-39.77%

+3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-15.54%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-39.77%

+20.11%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

Current Drawdown

Current decline from peak

-5.31%

-7.15%

+1.84%

Average Drawdown

Average peak-to-trough decline

-4.96%

-9.45%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

4.02%

-1.40%

Volatility

PR1E.DE vs. LSMC.DE - Volatility Comparison

The current volatility for Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) is 5.87%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 8.94%. This indicates that PR1E.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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.DELSMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

8.94%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

22.58%

-13.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

34.41%

-19.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

30.93%

-16.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

25.73%

-9.06%