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PRAM.DE vs. LEER.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAM.DE vs. LEER.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) and Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRAM.DE achieves a 26.47% return, which is significantly higher than LEER.DE's 18.03% return.


PRAM.DE

1D
-1.40%
1M
5.50%
YTD
26.47%
6M
28.34%
1Y
47.88%
3Y*
20.14%
5Y*
10Y*

LEER.DE

1D
0.66%
1M
4.22%
YTD
18.03%
6M
25.17%
1Y
42.24%
3Y*
31.18%
5Y*
16.61%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAM.DE vs. LEER.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
26.47%17.03%13.52%7.05%-12.45%1.12%
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
18.03%53.92%4.11%41.71%-21.16%1.28%

Correlation

The correlation between PRAM.DE and LEER.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.48

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Return for Risk

PRAM.DE vs. LEER.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRAM.DE
PRAM.DE Risk / Return Rank: 8282
Overall Rank
PRAM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PRAM.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRAM.DE Omega Ratio Rank: 8181
Omega Ratio Rank
PRAM.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
PRAM.DE Martin Ratio Rank: 8181
Martin Ratio Rank

LEER.DE
LEER.DE Risk / Return Rank: 6565
Overall Rank
LEER.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 5757
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 6565
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.

PRAM.DE vs. LEER.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 Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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.DELEER.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.48

1.34

+0.13

Calmar ratioReturn relative to maximum drawdown

4.52

4.24

+0.28

Martin ratioReturn relative to average drawdown

15.90

11.61

+4.30

PRAM.DE vs. LEER.DE - Sharpe Ratio Comparison

The current PRAM.DE Sharpe Ratio is 2.68, which is higher than the LEER.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of PRAM.DE and LEER.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRAM.DELEER.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

2.00

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.12

+0.50

Drawdowns

PRAM.DE vs. LEER.DE - Drawdown Comparison

The maximum PRAM.DE drawdown since its inception was -20.90%, smaller than the maximum LEER.DE drawdown of -72.16%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and LEER.DE.


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Drawdown Indicators


PRAM.DELEER.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.90%

-72.16%

+51.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-9.92%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-15.85%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-43.49%

Max Drawdown (10Y)

Largest decline over 10 years

-48.74%

Current Drawdown

Current decline from peak

-2.59%

-0.84%

-1.75%

Average Drawdown

Average peak-to-trough decline

-7.74%

-33.44%

+25.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.63%

-0.63%

Volatility

PRAM.DE vs. LEER.DE - Volatility Comparison

Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a higher volatility of 7.09% compared to Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) at 6.19%. This indicates that PRAM.DE's price experiences larger fluctuations and is considered to be riskier than LEER.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.DELEER.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

6.19%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

16.81%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

21.00%

-3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

23.00%

-6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

21.97%

-5.13%

PRAM.DE vs. LEER.DE - Expense Ratio Comparison

PRAM.DE has a 0.10% expense ratio, which is lower than LEER.DE's 0.50% expense ratio.


Dividends

PRAM.DE vs. LEER.DE - Dividend Comparison

Neither PRAM.DE nor LEER.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PRAM.DE and LEER.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.50% for LEER.DE.

PRAM.DE tracks MSCI EM NR USD, while LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index. Their fees differ too: 0.10% for PRAM.DE and 0.50% for LEER.DE.

Portfolio Optimizer

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