PRAM.DE vs. LYP6.DE

Last updated Jun 5, 2026

PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - PRAM.DE is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, PRAM.DE returned 20.14%/yr vs 13.98%/yr for LYP6.DE. A 0.58 correlation means they provide meaningful diversification when combined. PRAM.DE charges 0.10%/yr vs 0.07%/yr for LYP6.DE.

Performance

PRAM.DE vs. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRAM.DE achieves a 26.47% return, which is significantly higher than LYP6.DE's 7.48% return.

PRAM.DE

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

LYP6.DE

• 1D: 0.57%
• 1M: 3.11%
• YTD: 7.48%
• 6M: 10.06%
• 1Y: 16.54%
• 3Y*: 13.98%
• 5Y*: 9.75%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAM.DE vs. LYP6.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%
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc	7.48%	20.82%	8.25%	15.97%	-10.40%	8.47%

Correlation

The correlation between PRAM.DE and LYP6.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (All Time) Calculated using the full available price history since Sep 29, 2021	0.58

The correlation between PRAM.DE and LYP6.DE has been stable across timeframes, ranging from 0.58 to 0.59 - a consistent structural relationship.

Return for Risk

PRAM.DE vs. LYP6.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: 82
PRAM.DE Sharpe Ratio Rank: 83
PRAM.DE Sortino Ratio Rank: 81
PRAM.DE Omega Ratio Rank: 81
PRAM.DE Calmar Ratio Rank: 84
PRAM.DE Martin Ratio Rank: 81

LYP6.DE

LYP6.DE Risk / Return Rank: 38
LYP6.DE Sharpe Ratio Rank: 36
LYP6.DE Sortino Ratio Rank: 37
LYP6.DE Omega Ratio Rank: 37
LYP6.DE Calmar Ratio Rank: 36
LYP6.DE Martin Ratio Rank: 42

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. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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	LYP6.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.68	1.28	+1.40
Sortino ratio: Return per unit of downside risk	3.55	1.88	+1.67
Omega ratio: Gain probability vs. loss probability	1.48	1.24	+0.24
Calmar ratio: Return relative to maximum drawdown	4.52	1.74	+2.78
Martin ratio: Return relative to average drawdown	15.90	6.63	+9.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRAM.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current PRAM.DE Sharpe Ratio is 2.68, which is higher than the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PRAM.DE and LYP6.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.

Sharpe Ratios by Period

	PRAM.DE	LYP6.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	1.28	+1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.56	+0.06

Drawdowns

PRAM.DE vs. LYP6.DE - Drawdown Comparison

The maximum PRAM.DE drawdown since its inception was -20.90%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and LYP6.DE.

Drawdown Indicators

	PRAM.DE	LYP6.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.90%	-35.51%	+14.61%
Max Drawdown (1Y) Largest decline over 1 year	-10.54%	-9.45%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-19.02%	-16.26%	-2.76%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.71%	—
Current Drawdown Current decline from peak	-2.59%	-1.62%	-0.97%
Average Drawdown Average peak-to-trough decline	-7.74%	-4.84%	-2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	2.49%	+0.51%

Volatility

PRAM.DE vs. LYP6.DE - Volatility Comparison

Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a higher volatility of 7.09% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.35%. This indicates that PRAM.DE's price experiences larger fluctuations and is considered to be riskier than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRAM.DE	LYP6.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.09%	4.35%	+2.74%
Volatility (6M) Calculated over the trailing 6-month period	14.98%	10.65%	+4.33%
Volatility (1Y) Calculated over the trailing 1-year period	17.80%	12.90%	+4.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.84%	14.41%	+2.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.84%	15.86%	+0.98%

PRAM.DE vs. LYP6.DE - Expense Ratio Comparison

PRAM.DE has a 0.10% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio. However, 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. LYP6.DE - Dividend Comparison

Neither PRAM.DE nor LYP6.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PRAM.DE and LYP6.DE in my portfolio?

PRAM.DE and LYP6.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRAM.DE or LYP6.DE?

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRAM.DE or LYP6.DE?

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for PRAM.DE.

What is the main difference between PRAM.DE and LYP6.DE?

PRAM.DE is categorized as Emerging Markets Equities, while LYP6.DE is Europe Equities. PRAM.DE tracks MSCI EM NR USD, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.10% for PRAM.DE and 0.07% for LYP6.DE.