PR1Z.DE vs. SXRJ.DE
PR1Z.DE (Amundi Prime Eurozone UCITS ETF DR (D)) and SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) are both Europe Equities funds - PR1Z.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap while SXRJ.DE tracks the MSCI EMU Small Cap. Both are passively managed. Over the past 5 years, PR1Z.DE returned 10.86%/yr vs 6.53%/yr for SXRJ.DE. Their correlation of 0.86 suggests significant overlap in exposure. PR1Z.DE charges 0.05%/yr vs 0.58%/yr for SXRJ.DE.
Performance
PR1Z.DE vs. SXRJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PR1Z.DE achieves a 9.20% return, which is significantly lower than SXRJ.DE's 10.87% return.
PR1Z.DE
- 1D
- 0.53%
- 1M
- 4.73%
- YTD
- 9.20%
- 6M
- 11.17%
- 1Y
- 19.02%
- 3Y*
- 16.35%
- 5Y*
- 10.86%
- 10Y*
- —
SXRJ.DE
- 1D
- 0.05%
- 1M
- 2.75%
- YTD
- 10.87%
- 6M
- 13.69%
- 1Y
- 17.11%
- 3Y*
- 13.45%
- 5Y*
- 6.53%
- 10Y*
- 9.05%
PR1Z.DE vs. SXRJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 9.20% | 24.78% | 9.45% | 19.43% | -12.46% | 27.38% | -4.61% | 22.45% |
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 10.87% | 25.22% | -0.19% | 14.41% | -16.60% | 23.00% | 5.26% | 18.90% |
Correlation
The correlation between PR1Z.DE and SXRJ.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019 | 0.86 |
The correlation between PR1Z.DE and SXRJ.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
PR1Z.DE vs. SXRJ.DE — Risk / Return Rank
PR1Z.DE
SXRJ.DE
PR1Z.DE vs. SXRJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) and iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.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.
| PR1Z.DE | SXRJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.60 | +0.25 |
| Martin ratioReturn relative to average drawdown | 6.79 | 5.95 | +0.84 |
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
| PR1Z.DE | SXRJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.24 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.40 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.59 | +0.06 |
Drawdowns
PR1Z.DE vs. SXRJ.DE - Drawdown Comparison
The maximum PR1Z.DE drawdown since its inception was -39.52%, roughly equal to the maximum SXRJ.DE drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for PR1Z.DE and SXRJ.DE.
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Drawdown Indicators
| PR1Z.DE | SXRJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -39.38% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -10.68% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -15.66% | -15.73% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -29.43% | +5.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.38% | — |
Current DrawdownCurrent decline from peak | -0.41% | -1.35% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -7.44% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.87% | -0.08% |
Volatility
PR1Z.DE vs. SXRJ.DE - Volatility Comparison
Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) has a higher volatility of 4.59% compared to iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) at 4.04%. This indicates that PR1Z.DE's price experiences larger fluctuations and is considered to be riskier than SXRJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PR1Z.DE | SXRJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 4.04% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 11.42% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 13.80% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 16.23% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.63% | 16.28% | +2.35% |
PR1Z.DE vs. SXRJ.DE - Expense Ratio Comparison
PR1Z.DE has a 0.05% expense ratio, which is lower than SXRJ.DE's 0.58% expense ratio.
Dividends
PR1Z.DE vs. SXRJ.DE - Dividend Comparison
PR1Z.DE's dividend yield for the trailing twelve months is around 2.31%, while SXRJ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 2.31% | 2.53% | 2.77% | 2.80% | 3.09% | 1.83% | 2.11% | 2.60% |
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PR1Z.DE and SXRJ.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.58% for SXRJ.DE.
PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap, while SXRJ.DE tracks MSCI EMU Small Cap. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PR1Z.DE and 0.58% for SXRJ.DE.
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