PRAM.DE vs. EIMI.L
Compare and contrast key facts about Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
PRAM.DE and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRAM.DE is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Sep 14, 2021. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. Both PRAM.DE and EIMI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PRAM.DE vs. EIMI.L - Performance Comparison
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PRAM.DE vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 6.47% | 17.03% | 13.52% | 7.05% | -12.45% | 1.12% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 6.09% | 16.48% | 14.45% | 7.70% | -14.70% | 2.39% |
Different Trading Currencies
PRAM.DE is traded in EUR, while EIMI.L is traded in USD. To make them comparable, the EIMI.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PRAM.DE achieves a 6.47% return, which is significantly higher than EIMI.L's 6.09% return.
PRAM.DE
- 1D
- 3.41%
- 1M
- -5.29%
- YTD
- 6.47%
- 6M
- 9.51%
- 1Y
- 25.11%
- 3Y*
- 14.17%
- 5Y*
- —
- 10Y*
- —
EIMI.L
- 1D
- 4.02%
- 1M
- -4.99%
- YTD
- 6.09%
- 6M
- 9.70%
- 1Y
- 24.99%
- 3Y*
- 14.00%
- 5Y*
- 5.13%
- 10Y*
- 8.29%
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PRAM.DE vs. EIMI.L - Expense Ratio Comparison
PRAM.DE has a 0.10% expense ratio, which is lower than EIMI.L's 0.18% 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
PRAM.DE vs. EIMI.L — Risk / Return Rank
PRAM.DE
EIMI.L
PRAM.DE vs. EIMI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). 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.
| PRAM.DE | EIMI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.36 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.84 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.37 | +0.10 |
Martin ratioReturn relative to average drawdown | 8.26 | 8.12 | +0.14 |
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
| PRAM.DE | EIMI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.36 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.31 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.36 | +0.05 |
Correlation
The correlation between PRAM.DE and EIMI.L is 0.90, 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
PRAM.DE vs. EIMI.L - Dividend Comparison
Neither PRAM.DE nor EIMI.L has paid dividends to shareholders.
Drawdowns
PRAM.DE vs. EIMI.L - Drawdown Comparison
The maximum PRAM.DE drawdown since its inception was -20.90%, smaller than the maximum EIMI.L drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and EIMI.L.
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Drawdown Indicators
| PRAM.DE | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.90% | -38.73% | +17.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -12.66% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.73% | — |
Current DrawdownCurrent decline from peak | -7.49% | -9.03% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -14.21% | +6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.47% | -0.32% |
Volatility
PRAM.DE vs. EIMI.L - Volatility Comparison
The current volatility for Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) is 7.13%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.31%. This indicates that PRAM.DE experiences smaller price fluctuations and is considered to be less risky than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRAM.DE | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 8.31% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 13.42% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 18.36% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 16.34% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 18.29% | -1.81% |