PRAE.DE vs. DX2G.DE

Last updated Jun 5, 2026

PRAE.DE (Amundi Prime Europe UCITS ETF) and DX2G.DE (Xtrackers CAC 40 UCITS ETF) are both Europe Equities funds - PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap while DX2G.DE tracks the CAC 40®. Both are passively managed. Over the past 5 years, PRAE.DE returned 10.04%/yr vs 7.91%/yr for DX2G.DE. Their correlation of 0.81 suggests significant overlap in exposure. PRAE.DE charges 0.05%/yr vs 0.20%/yr for DX2G.DE.

Performance

PRAE.DE vs. DX2G.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Europe UCITS ETF (PRAE.DE) and Xtrackers CAC 40 UCITS ETF (DX2G.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRAE.DE achieves a 7.71% return, which is significantly higher than DX2G.DE's 3.56% 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*: —

DX2G.DE

• 1D: 1.24%
• 1M: 3.92%
• YTD: 3.56%
• 6M: 3.92%
• 1Y: 8.98%
• 3Y*: 7.75%
• 5Y*: 7.91%
• 10Y*: 9.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAE.DE vs. DX2G.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%
DX2G.DE Xtrackers CAC 40 UCITS ETF	3.56%	14.51%	-0.04%	19.30%	-6.47%	30.47%	-4.97%

Correlation

The correlation between PRAE.DE and DX2G.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	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020	0.81

The correlation between PRAE.DE and DX2G.DE has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

Return for Risk

PRAE.DE vs. DX2G.DE — Risk / Return Rank

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

PRAE.DE

PRAE.DE Risk / Return Rank: 38
PRAE.DE Sharpe Ratio Rank: 37
PRAE.DE Sortino Ratio Rank: 37
PRAE.DE Omega Ratio Rank: 38
PRAE.DE Calmar Ratio Rank: 36
PRAE.DE Martin Ratio Rank: 42

DX2G.DE

DX2G.DE Risk / Return Rank: 20
DX2G.DE Sharpe Ratio Rank: 20
DX2G.DE Sortino Ratio Rank: 20
DX2G.DE Omega Ratio Rank: 20
DX2G.DE Calmar Ratio Rank: 20
DX2G.DE Martin Ratio Rank: 21

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.

PRAE.DE vs. DX2G.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Europe UCITS ETF (PRAE.DE) and Xtrackers CAC 40 UCITS ETF (DX2G.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	DX2G.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.29	0.62	+0.67
Sortino ratio: Return per unit of downside risk	1.90	0.99	+0.90
Omega ratio: Gain probability vs. loss probability	1.24	1.12	+0.12
Calmar ratio: Return relative to maximum drawdown	1.75	0.82	+0.93
Martin ratio: Return relative to average drawdown	6.64	2.51	+4.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRAE.DE vs. DX2G.DE - Sharpe Ratio Comparison

The current PRAE.DE Sharpe Ratio is 1.29, which is higher than the DX2G.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of PRAE.DE and DX2G.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRAE.DE	DX2G.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	0.62	+0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.47	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.48	+0.06

Drawdowns

PRAE.DE vs. DX2G.DE - Drawdown Comparison

The maximum PRAE.DE drawdown since its inception was -32.86%, smaller than the maximum DX2G.DE drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for PRAE.DE and DX2G.DE.

Drawdown Indicators

	PRAE.DE	DX2G.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.86%	-38.70%	+5.84%
Max Drawdown (1Y) Largest decline over 1 year	-9.54%	-10.92%	+1.38%
Max Drawdown (3Y) Largest decline over 3 years	-16.94%	-16.22%	-0.72%
Max Drawdown (5Y) Largest decline over 5 years	-19.60%	-20.89%	+1.29%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.70%	—
Current Drawdown Current decline from peak	-1.63%	-2.30%	+0.67%
Average Drawdown Average peak-to-trough decline	-5.27%	-6.46%	+1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	3.56%	-1.04%

Volatility

PRAE.DE vs. DX2G.DE - Volatility Comparison

The current volatility for Amundi Prime Europe UCITS ETF (PRAE.DE) is 4.39%, while Xtrackers CAC 40 UCITS ETF (DX2G.DE) has a volatility of 4.71%. This indicates that PRAE.DE experiences smaller price fluctuations and is considered to be less risky than DX2G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRAE.DE	DX2G.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.39%	4.71%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	10.66%	11.25%	-0.59%
Volatility (1Y) Calculated over the trailing 1-year period	12.97%	14.42%	-1.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.42%	16.76%	-2.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.22%	17.95%	-0.73%

PRAE.DE vs. DX2G.DE - Expense Ratio Comparison

PRAE.DE has a 0.05% expense ratio, which is lower than DX2G.DE's 0.20% 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. DX2G.DE - Dividend Comparison

PRAE.DE has not paid dividends to shareholders, while DX2G.DE's dividend yield for the trailing twelve months is around 2.97%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DX2G.DE Xtrackers CAC 40 UCITS ETF	2.97%	2.78%	3.06%	2.92%	4.66%	1.41%	3.38%	2.74%	2.51%	2.99%	2.25%	0.24%
PRAE.DE Amundi Prime Europe UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PRAE.DE and DX2G.DE in my portfolio?

PRAE.DE and DX2G.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.

Which ETF is better, PRAE.DE or DX2G.DE?

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.

Which ETF is cheaper, PRAE.DE or DX2G.DE?

PRAE.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for DX2G.DE.

What is the main difference between PRAE.DE and DX2G.DE?

PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap, while DX2G.DE tracks CAC 40®. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.05% for PRAE.DE and 0.20% for DX2G.DE.