PRAM.DE vs. LYY0.DE
Compare and contrast key facts about Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) and Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE).
PRAM.DE and LYY0.DE 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. LYY0.DE is a passively managed fund by Amundi that tracks the performance of the MSCI All Country World (ACWI). It was launched on Sep 5, 2011. Both PRAM.DE and LYY0.DE 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. LYY0.DE - Performance Comparison
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PRAM.DE vs. LYY0.DE - 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% |
LYY0.DE Amundi MSCI All Country World UCITS ETF EUR Acc | -0.47% | 8.83% | 24.54% | 18.29% | -14.00% | 9.57% |
Returns By Period
In the year-to-date period, PRAM.DE achieves a 6.47% return, which is significantly higher than LYY0.DE's -0.47% return.
PRAM.DE
- 1D
- 3.41%
- 1M
- -5.29%
- YTD
- 6.47%
- 6M
- 9.51%
- 1Y
- 25.11%
- 3Y*
- 14.17%
- 5Y*
- —
- 10Y*
- —
LYY0.DE
- 1D
- 2.19%
- 1M
- -3.37%
- YTD
- -0.47%
- 6M
- 3.09%
- 1Y
- 13.50%
- 3Y*
- 14.86%
- 5Y*
- 9.88%
- 10Y*
- 11.25%
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PRAM.DE vs. LYY0.DE - Expense Ratio Comparison
PRAM.DE has a 0.10% expense ratio, which is lower than LYY0.DE's 0.45% expense ratio.
Return for Risk
PRAM.DE vs. LYY0.DE — Risk / Return Rank
PRAM.DE
LYY0.DE
PRAM.DE vs. LYY0.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 All Country World UCITS ETF EUR Acc (LYY0.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 | LYY0.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.85 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.20 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.18 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.53 | +0.94 |
Martin ratioReturn relative to average drawdown | 8.26 | 6.83 | +1.43 |
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 | LYY0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.85 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.78 | -0.37 |
Correlation
The correlation between PRAM.DE and LYY0.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PRAM.DE vs. LYY0.DE - Dividend Comparison
Neither PRAM.DE nor LYY0.DE has paid dividends to shareholders.
Drawdowns
PRAM.DE vs. LYY0.DE - Drawdown Comparison
The maximum PRAM.DE drawdown since its inception was -20.90%, smaller than the maximum LYY0.DE drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for PRAM.DE and LYY0.DE.
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Drawdown Indicators
| PRAM.DE | LYY0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.90% | -33.27% | +12.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -13.18% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.27% | — |
Current DrawdownCurrent decline from peak | -7.49% | -3.93% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -4.55% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 1.99% | +1.16% |
Volatility
PRAM.DE vs. LYY0.DE - Volatility Comparison
Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a higher volatility of 7.13% compared to Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) at 4.66%. This indicates that PRAM.DE's price experiences larger fluctuations and is considered to be riskier than LYY0.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 | LYY0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 4.66% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 8.56% | +4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 15.92% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 13.90% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 15.09% | +1.39% |