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

Performance

PRAE.DE vs. IUSQ.DE - Performance Comparison

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

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


2026 (YTD)202520242023202220212020
PRAE.DE
Amundi Prime Europe UCITS ETF
1.46%20.47%8.49%15.73%-9.25%25.29%-4.31%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
-0.62%9.02%24.53%18.57%-13.58%29.13%2.17%

Returns By Period

In the year-to-date period, PRAE.DE achieves a 1.46% return, which is significantly higher than IUSQ.DE's -0.62% return.


PRAE.DE

1D
-0.15%
1M
-0.85%
YTD
1.46%
6M
6.19%
1Y
14.35%
3Y*
12.41%
5Y*
9.88%
10Y*

IUSQ.DE

1D
-13.59%
1M
-2.02%
YTD
-0.62%
6M
2.46%
1Y
13.61%
3Y*
14.89%
5Y*
10.08%
10Y*
11.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

PRAE.DE has a 0.05% expense ratio, which is lower than IUSQ.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%.


Return for Risk

PRAE.DE vs. IUSQ.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: 5252
Overall Rank
PRAE.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 4848
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 6262
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 4545
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 4343
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
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. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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.DEIUSQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.49

+0.44

Sortino ratio

Return per unit of downside risk

1.28

0.92

+0.36

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.83

1.42

+0.41

Martin ratio

Return relative to average drawdown

7.35

10.55

-3.20

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

The current PRAE.DE Sharpe Ratio is 0.93, which is higher than the IUSQ.DE Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of PRAE.DE and IUSQ.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.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.49

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.58

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.66

-0.16

Correlation

The correlation between PRAE.DE and IUSQ.DE is 0.71, 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. IUSQ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

PRAE.DE vs. IUSQ.DE - Drawdown Comparison

The maximum PRAE.DE drawdown since its inception was -32.86%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for PRAE.DE and IUSQ.DE.


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Drawdown Indicators


PRAE.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.86%

-33.60%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

-13.59%

+3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-19.60%

-21.25%

+1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-5.46%

-13.59%

+8.13%

Average Drawdown

Average peak-to-trough decline

-5.35%

-4.23%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

1.83%

+0.55%

Volatility

PRAE.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for Amundi Prime Europe UCITS ETF (PRAE.DE) is 5.71%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 23.01%. This indicates that PRAE.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.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.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

23.01%

-17.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

23.73%

-14.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

27.62%

-12.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

17.14%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

16.64%

+0.58%