PRAE.DE vs. AUM5.DE
PRAE.DE (Amundi Prime Europe UCITS ETF) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - PRAE.DE is a Europe Equities fund tracking the Solactive GBS Developed Markets Europe Large & Mid Cap, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, PRAE.DE returned 10.04%/yr vs 14.88%/yr for AUM5.DE. A 0.60 correlation means they provide meaningful diversification when combined. PRAE.DE charges 0.05%/yr vs 0.15%/yr for AUM5.DE.
Performance
PRAE.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PRAE.DE achieves a 7.71% return, which is significantly lower than AUM5.DE's 11.38% return.
PRAE.DE
- 1D
- 0.23%
- 1M
- 0.88%
- YTD
- 7.71%
- 6M
- 9.87%
- 1Y
- 16.29%
- 3Y*
- 13.87%
- 5Y*
- 10.04%
- 10Y*
- —
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
PRAE.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PRAE.DE Amundi Prime Europe UCITS ETF | 7.71% | 20.47% | 8.49% | 15.73% | -9.25% | 25.29% | -4.31% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 3.11% |
Correlation
The correlation between PRAE.DE and AUM5.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.60 |
The correlation between PRAE.DE and AUM5.DE has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.
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Return for Risk
PRAE.DE vs. AUM5.DE — Risk / Return Rank
PRAE.DE
AUM5.DE
PRAE.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Europe UCITS ETF (PRAE.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| PRAE.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.57 | -1.82 |
| Martin ratioReturn relative to average drawdown | 6.64 | 12.74 | -6.10 |
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
| PRAE.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.20 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.97 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.96 | -0.42 |
Drawdowns
PRAE.DE vs. AUM5.DE - Drawdown Comparison
The maximum PRAE.DE drawdown since its inception was -32.86%, roughly equal to the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for PRAE.DE and AUM5.DE.
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Drawdown Indicators
| PRAE.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.86% | -33.66% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -7.15% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -16.94% | -23.30% | +6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.60% | -23.30% | +3.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | -1.63% | -0.46% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -4.00% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.01% | +0.51% |
Volatility
PRAE.DE vs. AUM5.DE - Volatility Comparison
Amundi Prime Europe UCITS ETF (PRAE.DE) has a higher volatility of 4.39% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that PRAE.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRAE.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 2.63% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 7.61% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 11.64% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 15.19% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 16.07% | +1.15% |
PRAE.DE vs. AUM5.DE - Expense Ratio Comparison
PRAE.DE has a 0.05% expense ratio, which is lower than AUM5.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
PRAE.DE vs. AUM5.DE - Dividend Comparison
Neither PRAE.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
PRAE.DE and AUM5.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAE.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for AUM5.DE.
PRAE.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.05% for PRAE.DE and 0.15% for AUM5.DE.
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