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PRAE.DE vs. FEUQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAE.DE vs. FEUQ.DE - Performance Comparison

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

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PRAE.DE vs. FEUQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAE.DE
Amundi Prime Europe UCITS ETF
1.61%20.47%8.49%15.73%-9.25%25.29%-4.31%
FEUQ.DE
Fidelity Europe Quality Income UCITS ETF
2.66%18.63%5.62%17.92%-16.24%25.15%-3.98%

Returns By Period

In the year-to-date period, PRAE.DE achieves a 1.61% return, which is significantly lower than FEUQ.DE's 2.66% return.


PRAE.DE

1D
2.52%
1M
-3.72%
YTD
1.61%
6M
6.88%
1Y
13.66%
3Y*
12.45%
5Y*
9.92%
10Y*

FEUQ.DE

1D
2.25%
1M
-3.40%
YTD
2.66%
6M
7.89%
1Y
14.16%
3Y*
12.28%
5Y*
8.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

PRAE.DE has a 0.05% expense ratio, which is lower than FEUQ.DE's 0.30% expense ratio.


Return for Risk

PRAE.DE vs. FEUQ.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: 4747
Overall Rank
PRAE.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 4646
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 5252
Martin Ratio Rank

FEUQ.DE
FEUQ.DE Risk / Return Rank: 4848
Overall Rank
FEUQ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FEUQ.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEUQ.DE Omega Ratio Rank: 4646
Omega Ratio Rank
FEUQ.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
FEUQ.DE Martin Ratio Rank: 5252
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Europe UCITS ETF (PRAE.DE) and Fidelity Europe Quality Income UCITS ETF (FEUQ.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.DEFEUQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.93

-0.04

Sortino ratio

Return per unit of downside risk

1.23

1.28

-0.05

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.40

1.44

-0.04

Martin ratio

Return relative to average drawdown

5.52

5.69

-0.17

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

The current PRAE.DE Sharpe Ratio is 0.89, which is comparable to the FEUQ.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PRAE.DE and FEUQ.DE, 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


PRAE.DEFEUQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.93

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.55

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.46

+0.03

Correlation

The correlation between PRAE.DE and FEUQ.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRAE.DE vs. FEUQ.DE - Dividend Comparison

Neither PRAE.DE nor FEUQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PRAE.DE vs. FEUQ.DE - Drawdown Comparison

The maximum PRAE.DE drawdown since its inception was -32.86%, roughly equal to the maximum FEUQ.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for PRAE.DE and FEUQ.DE.


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Drawdown Indicators


PRAE.DEFEUQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.86%

-33.84%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-12.63%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-19.60%

-25.53%

+5.93%

Current Drawdown

Current decline from peak

-5.31%

-4.82%

-0.49%

Average Drawdown

Average peak-to-trough decline

-5.35%

-5.96%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.53%

+0.10%

Volatility

PRAE.DE vs. FEUQ.DE - Volatility Comparison

Amundi Prime Europe UCITS ETF (PRAE.DE) has a higher volatility of 5.91% compared to Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) at 5.03%. This indicates that PRAE.DE's price experiences larger fluctuations and is considered to be riskier than FEUQ.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.DEFEUQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

5.03%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

8.84%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

15.25%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

14.58%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

15.59%

+1.63%