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PR1E.DE vs. PRIZ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PR1E.DE vs. PRIZ.L - 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 Prime Eurozone UCITS ETF DR (D) (PRIZ.L). The values are adjusted to include any dividend payments, if applicable.

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PR1E.DE vs. PRIZ.L - 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%7.28%
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
0.30%21.47%9.32%18.76%-11.00%25.15%-3.05%5.87%
Different Trading Currencies

PR1E.DE is traded in EUR, while PRIZ.L is traded in GBp. To make them comparable, the PRIZ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PR1E.DE achieves a 1.57% return, which is significantly higher than PRIZ.L's 0.30% 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*

PRIZ.L

1D
3.30%
1M
-3.85%
YTD
0.30%
6M
1.86%
1Y
11.61%
3Y*
14.18%
5Y*
9.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PR1E.DE vs. PRIZ.L - Expense Ratio Comparison

Both PR1E.DE and PRIZ.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

PR1E.DE vs. PRIZ.L — 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

PRIZ.L
PRIZ.L Risk / Return Rank: 4747
Overall Rank
PRIZ.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PRIZ.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
PRIZ.L Omega Ratio Rank: 5252
Omega Ratio Rank
PRIZ.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRIZ.L Martin Ratio Rank: 3737
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. PRIZ.L - 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 Prime Eurozone UCITS ETF DR (D) (PRIZ.L). 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.DEPRIZ.LDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.74

+0.16

Sortino ratio

Return per unit of downside risk

1.24

1.05

+0.19

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.44

0.70

+0.74

Martin ratio

Return relative to average drawdown

5.53

2.85

+2.68

PR1E.DE vs. PRIZ.L - Sharpe Ratio Comparison

The current PR1E.DE Sharpe Ratio is 0.90, which is comparable to the PRIZ.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PR1E.DE and PRIZ.L, 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.DEPRIZ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.74

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.76

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.60

-0.01

Correlation

The correlation between PR1E.DE and PRIZ.L 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

PR1E.DE vs. PRIZ.L - Dividend Comparison

PR1E.DE's dividend yield for the trailing twelve months is around 2.52%, while PRIZ.L 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%
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
0.00%0.00%2.75%2.77%3.02%1.87%2.06%2.62%

Drawdowns

PR1E.DE vs. PRIZ.L - Drawdown Comparison

The maximum PR1E.DE drawdown since its inception was -35.98%, smaller than the maximum PRIZ.L drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for PR1E.DE and PRIZ.L.


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Drawdown Indicators


PR1E.DEPRIZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-32.96%

-3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-10.92%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-21.43%

+1.77%

Current Drawdown

Current decline from peak

-5.31%

-6.81%

+1.50%

Average Drawdown

Average peak-to-trough decline

-4.96%

-5.07%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

3.50%

-0.88%

Volatility

PR1E.DE vs. PRIZ.L - Volatility Comparison

The current volatility for Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) is 5.87%, while Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) has a volatility of 6.54%. This indicates that PR1E.DE experiences smaller price fluctuations and is considered to be less risky than PRIZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PR1E.DEPRIZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

6.54%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

10.71%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

16.04%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

20.33%

-6.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

24.71%

-8.04%