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PRAM.L vs. ISDE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PRAM.L vs. ISDE.L

Last updated Jun 5, 2026

PRAM.L (Amundi Prime Emerging Markets UCITS ETF DR (C)) and ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) are both Emerging Markets Equities funds - PRAM.L tracks the MSCI EM NR USD while ISDE.L tracks the MSCI Emerging Markets Islamic Index. Both are passively managed. Over the past 3 years, PRAM.L returned 23.23%/yr vs 32.29%/yr for ISDE.L. A 0.63 correlation means they provide meaningful diversification when combined. PRAM.L charges 0.10%/yr vs 0.85%/yr for ISDE.L.

Performance

PRAM.L vs. ISDE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L) and iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L). 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.L achieves a 24.27% return, which is significantly lower than ISDE.L's 60.11% return.

PRAM.L

1D
-1.56%
1M
4.75%
YTD
24.27%
6M
27.23%
1Y
49.84%
3Y*
23.23%
5Y*
—
10Y*
—

ISDE.L

1D
-2.79%
1M
13.41%
YTD
60.11%
6M
64.90%
1Y
107.18%
3Y*
32.29%
5Y*
12.82%
10Y*
13.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAM.L vs. ISDE.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)		24.27%32.60%7.14%9.82%-16.79%0.00%
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		60.11%40.46%-3.55%13.97%-22.72%1.84%

Correlation

The correlation between PRAM.L and ISDE.L is 0.86, 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

0.86

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

0.73

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2021

0.63

Over the past year, PRAM.L and ISDE.L have become more correlated (0.86) than their long-term average of 0.63, meaning their price movements have been converging.

PRAM.L vs. ISDE.L - Sectors Allocation Comparison

Sectors
PRAM.L
ISDE.L

Technology

40.7%
48.0%

Financial Services

17.6%
3.7%

Consumer Cyclical

9.1%
5.3%

Industrials

8.3%
8.6%

Communication Services

6.1%
0.9%

Basic Materials

5.8%
12.2%

Energy

3.6%
10.1%

Healthcare

2.8%
4.8%

Consumer Defensive

2.8%
3.3%

Utilities

2.1%
2.3%

Real Estate

1.1%
0.9%

Technology

PRAM.L
40.7%
ISDE.L
48.0%

Financial Services

PRAM.L
17.6%
ISDE.L
3.7%

Consumer Cyclical

PRAM.L
9.1%
ISDE.L
5.3%

Industrials

PRAM.L
8.3%
ISDE.L
8.6%

Communication Services

PRAM.L
6.1%
ISDE.L
0.9%

Basic Materials

PRAM.L
5.8%
ISDE.L
12.2%

Energy

PRAM.L
3.6%
ISDE.L
10.1%

Healthcare

PRAM.L
2.8%
ISDE.L
4.8%

Consumer Defensive

PRAM.L
2.8%
ISDE.L
3.3%

Utilities

PRAM.L
2.1%
ISDE.L
2.3%

Real Estate

PRAM.L
1.1%
ISDE.L
0.9%

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Amundi Prime Emerging Markets UCITS ETF DR (C)

iShares MSCI EM Islamic UCITS ETF USD (Dist)

Often compared with PRAM.L:
PRAM.L vs. EIMI.LPRAM.L vs. EMIM.LPRAM.L vs. AEME.LPRAM.L vs. ACWI.LPRAM.L vs. XMMS.LPRAM.L vs. HMEF.LPRAM.L vs. EMHD.L
Often compared with ISDE.L:
ISDE.L vs. JRDM.LISDE.L vs. VDEM.LISDE.L vs. LEML.LISDE.L vs. VFEG.LISDE.L vs. EDG2.LISDE.L vs. IUIT.LISDE.L vs. EMVL.L

Return for Risk

PRAM.L vs. ISDE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PRAM.L
PRAM.L Risk / Return Rank: 7878
Overall Rank
PRAM.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PRAM.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
PRAM.L Omega Ratio Rank: 7979
Omega Ratio Rank
PRAM.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
PRAM.L Martin Ratio Rank: 7676
Martin Ratio Rank
ISDE.L
ISDE.L Risk / Return Rank: 9595
Overall Rank
ISDE.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ISDE.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
ISDE.L Omega Ratio Rank: 9595
Omega Ratio Rank
ISDE.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISDE.L Martin Ratio Rank: 9595
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.L vs. ISDE.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.L) and iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.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.LISDE.LDifference
Sharpe ratioReturn per unit of total volatility
2.57
4.28

-1.70

Sortino ratioReturn per unit of downside risk
3.41
4.93

-1.52

Omega ratioGain probability vs. loss probability

1.46

1.73

-0.27

Calmar ratioReturn relative to maximum drawdown

3.96

7.48

-3.52

Martin ratioReturn relative to average drawdown

14.36

28.54

-14.18

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.L vs. ISDE.L - Sharpe Ratio Comparison

The current PRAM.L Sharpe Ratio is 2.57, which is lower than the ISDE.L Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of PRAM.L and ISDE.L, 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.LISDE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

4.28

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.67

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.23

+0.52

Drawdowns

PRAM.L vs. ISDE.L - Drawdown Comparison

The maximum PRAM.L drawdown since its inception was -28.74%, smaller than the maximum ISDE.L drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for PRAM.L and ISDE.L.

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Drawdown Indicators

PRAM.LISDE.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.74%

-59.96%

+31.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-14.25%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-16.73%

-21.81%

+5.08%

Max Drawdown (5Y)

Largest decline over 5 years

—

-32.28%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.67%

—

Current Drawdown

Current decline from peak

-3.13%

-3.68%

+0.55%

Average Drawdown

Average peak-to-trough decline

-8.60%

-21.89%

+13.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.74%

-0.28%

Volatility

PRAM.L vs. ISDE.L - Volatility Comparison

The current volatility for Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L) is 8.38%, while iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a volatility of 12.14%. This indicates that PRAM.L experiences smaller price fluctuations and is considered to be less risky than ISDE.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.LISDE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

12.14%

-3.76%

Volatility (6M)

Calculated over the trailing 6-month period

16.56%

22.26%

-5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.30%

24.94%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

19.26%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

19.87%

+1.52%

PRAM.L vs. ISDE.L - Expense Ratio Comparison

PRAM.L has a 0.10% expense ratio, which is lower than ISDE.L's 0.85% expense ratio.

Dividends

PRAM.L vs. ISDE.L - Dividend Comparison

PRAM.L has not paid dividends to shareholders, while ISDE.L's dividend yield for the trailing twelve months is around 1.08%.

PositionTTM20252024202320222021202020192018201720162015
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		1.08%1.86%2.51%2.77%2.10%1.79%0.98%1.55%1.64%1.02%1.07%2.32%
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

PRAM.L and ISDE.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAM.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAM.L is cheaper with a 0.10% expense ratio, compared with 0.85% for ISDE.L.

PRAM.L tracks MSCI EM NR USD, while ISDE.L tracks MSCI Emerging Markets Islamic Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for PRAM.L and 0.85% for ISDE.L.

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