PRAE.DE vs. EUN0.DE
PRAE.DE (Amundi Prime Europe UCITS ETF) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 5 years, PRAE.DE returned 10.04%/yr vs 7.36%/yr for EUN0.DE. A 0.75 correlation means they provide meaningful diversification when combined. PRAE.DE charges 0.05%/yr vs 0.25%/yr for EUN0.DE.
Performance
PRAE.DE vs. EUN0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRAE.DE achieves a 7.71% return, which is significantly higher than EUN0.DE's 5.60% 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*
- —
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
PRAE.DE vs. EUN0.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% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -6.46% |
Correlation
The correlation between PRAE.DE and EUN0.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.75 |
The correlation between PRAE.DE and EUN0.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRAE.DE vs. EUN0.DE — Risk / Return Rank
PRAE.DE
EUN0.DE
PRAE.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Europe UCITS ETF (PRAE.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.11 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.76 | +0.99 |
| Martin ratioReturn relative to average drawdown | 6.64 | 1.97 | +4.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PRAE.DE | EUN0.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 | 0.66 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.63 | -0.09 |
Drawdowns
PRAE.DE vs. EUN0.DE - Drawdown Comparison
The maximum PRAE.DE drawdown since its inception was -32.86%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for PRAE.DE and EUN0.DE.
Loading charts...
Drawdown Indicators
| PRAE.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.86% | -30.68% | -2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -7.16% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.94% | -10.73% | -6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -19.60% | -19.64% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.68% | — |
Current DrawdownCurrent decline from peak | -1.63% | -3.12% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -4.69% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.76% | -0.24% |
Volatility
PRAE.DE vs. EUN0.DE - Volatility Comparison
Amundi Prime Europe UCITS ETF (PRAE.DE) has a higher volatility of 4.39% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that PRAE.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRAE.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.03% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 7.20% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 8.77% | +4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 11.02% | +3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 12.51% | +4.71% |
PRAE.DE vs. EUN0.DE - Expense Ratio Comparison
PRAE.DE has a 0.05% expense ratio, which is lower than EUN0.DE's 0.25% 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. EUN0.DE - Dividend Comparison
Neither PRAE.DE nor EUN0.DE has paid dividends to shareholders.
Frequently Asked Questions
PRAE.DE and EUN0.DE have a correlation of 0.77, 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 0.25% for EUN0.DE.
PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRAE.DE and 0.25% for EUN0.DE.
Find the right allocation for PRAE.DE and EUN0.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer