PRAM.DE vs. EMXC.DE
PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) and EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc) are both Emerging Markets Equities funds from Amundi tracking the MSCI EM NR USD. Both are passively managed. Over the past 3 years, PRAM.DE returned 20.14%/yr vs 25.05%/yr for EMXC.DE. Their correlation of 0.83 suggests significant overlap in exposure. PRAM.DE charges 0.10%/yr vs 0.15%/yr for EMXC.DE.
Performance
PRAM.DE vs. EMXC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PRAM.DE achieves a 26.47% return, which is significantly lower than EMXC.DE's 40.23% return.
PRAM.DE
- 1D
- -1.40%
- 1M
- 5.50%
- YTD
- 26.47%
- 6M
- 28.34%
- 1Y
- 47.88%
- 3Y*
- 20.14%
- 5Y*
- —
- 10Y*
- —
EMXC.DE
- 1D
- -1.80%
- 1M
- 8.39%
- YTD
- 40.23%
- 6M
- 44.14%
- 1Y
- 69.02%
- 3Y*
- 25.05%
- 5Y*
- 13.66%
- 10Y*
- —
PRAM.DE vs. EMXC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 26.47% | 17.03% | 13.52% | 7.05% | -12.45% | 1.12% |
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 40.23% | 19.92% | 9.13% | 14.33% | -13.60% | 4.01% |
Correlation
The correlation between PRAM.DE and EMXC.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2021 | 0.83 |
The correlation between PRAM.DE and EMXC.DE has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
PRAM.DE vs. EMXC.DE — Risk / Return Rank
PRAM.DE
EMXC.DE
PRAM.DE vs. EMXC.DE - 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 Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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.
| PRAM.DE | EMXC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.62 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 5.78 | -1.26 |
| Martin ratioReturn relative to average drawdown | 15.90 | 21.97 | -6.07 |
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 | EMXC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 3.46 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.69 | -0.08 |
Drawdowns
PRAM.DE vs. EMXC.DE - Drawdown Comparison
The maximum PRAM.DE drawdown since its inception was -20.90%, smaller than the maximum EMXC.DE drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and EMXC.DE.
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Drawdown Indicators
| PRAM.DE | EMXC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.90% | -38.77% | +17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -11.87% | +1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -20.48% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.48% | — |
Current DrawdownCurrent decline from peak | -2.59% | -2.53% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -6.73% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.13% | -0.13% |
Volatility
PRAM.DE vs. EMXC.DE - Volatility Comparison
The current volatility for Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) is 7.09%, while Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a volatility of 8.44%. This indicates that PRAM.DE experiences smaller price fluctuations and is considered to be less risky than EMXC.DE 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 | EMXC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 8.44% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.98% | 17.23% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 19.85% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 15.83% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 18.50% | -1.66% |
PRAM.DE vs. EMXC.DE - Expense Ratio Comparison
PRAM.DE has a 0.10% expense ratio, which is lower than EMXC.DE's 0.15% 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
PRAM.DE vs. EMXC.DE - Dividend Comparison
Neither PRAM.DE nor EMXC.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, PRAM.DE and EMXC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for EMXC.DE.
Both ETFs track MSCI EM NR USD. Their fees differ too: 0.10% for PRAM.DE and 0.15% for EMXC.DE.
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