PRAE.DE vs. SXRW.DE
PRAE.DE (Amundi Prime Europe UCITS ETF) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both Europe Equities funds - PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap while SXRW.DE tracks the FTSE 100. Both are passively managed. Over the past 5 years, PRAE.DE returned 10.04%/yr vs 11.57%/yr for SXRW.DE. A 0.75 correlation means they provide meaningful diversification when combined. PRAE.DE charges 0.05%/yr vs 0.07%/yr for SXRW.DE.
Performance
PRAE.DE vs. SXRW.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 higher than SXRW.DE's 6.50% 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*
- —
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
PRAE.DE vs. SXRW.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% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.94% |
Correlation
The correlation between PRAE.DE and SXRW.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
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 SXRW.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
PRAE.DE vs. SXRW.DE — Risk / Return Rank
PRAE.DE
SXRW.DE
PRAE.DE vs. SXRW.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 Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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 | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.30 | -0.55 |
| Martin ratioReturn relative to average drawdown | 6.64 | 8.40 | -1.76 |
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 | SXRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.50 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.81 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.50 | +0.04 |
Drawdowns
PRAE.DE vs. SXRW.DE - Drawdown Comparison
The maximum PRAE.DE drawdown since its inception was -32.86%, smaller than the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for PRAE.DE and SXRW.DE.
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Drawdown Indicators
| PRAE.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.86% | -40.31% | +7.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -7.91% | -1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.94% | -16.86% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.60% | -16.86% | -2.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.31% | — |
Current DrawdownCurrent decline from peak | -1.63% | -2.75% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -6.05% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.17% | +0.35% |
Volatility
PRAE.DE vs. SXRW.DE - Volatility Comparison
Amundi Prime Europe UCITS ETF (PRAE.DE) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) have volatilities of 4.39% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRAE.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 4.45% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 10.16% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 12.13% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 14.13% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 16.93% | +0.29% |
PRAE.DE vs. SXRW.DE - Expense Ratio Comparison
PRAE.DE has a 0.05% expense ratio, which is lower than SXRW.DE's 0.07% 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. SXRW.DE - Dividend Comparison
Neither PRAE.DE nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
PRAE.DE and SXRW.DE have a correlation of 0.81, 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 0.07% for SXRW.DE.
PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap, while SXRW.DE tracks FTSE 100. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRAE.DE and 0.07% for SXRW.DE.
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