PRAZ.DE vs. LYP6.DE

Last updated Jun 5, 2026

PRAZ.DE (Amundi Prime Eurozone UCITS ETF) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both Europe Equities funds from Amundi - PRAZ.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap while LYP6.DE tracks the STOXX® Europe 600. Both are passively managed. Over the past 5 years, PRAZ.DE returned 10.92%/yr vs 9.75%/yr for LYP6.DE. Their correlation of 0.83 suggests significant overlap in exposure. PRAZ.DE charges 0.05%/yr vs 0.07%/yr for LYP6.DE.

Performance

PRAZ.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Eurozone UCITS ETF (PRAZ.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, PRAZ.DE achieves a 9.30% return, which is significantly higher than LYP6.DE's 7.48% return.

PRAZ.DE

• 1D: 0.60%
• 1M: 4.74%
• YTD: 9.30%
• 6M: 11.04%
• 1Y: 18.71%
• 3Y*: 16.37%
• 5Y*: 10.92%
• 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)

PRAZ.DE vs. LYP6.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PRAZ.DE Amundi Prime Eurozone UCITS ETF	9.30%	24.75%	9.66%	19.29%	-11.83%	26.38%	-4.68%
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc	7.48%	20.82%	8.25%	15.97%	-10.40%	24.81%	-2.87%

Correlation

The correlation between PRAZ.DE and LYP6.DE is 0.95, 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020	0.83

The correlation between PRAZ.DE and LYP6.DE shifts across timeframes, from 0.83 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PRAZ.DE vs. LYP6.DE — Risk / Return Rank

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

PRAZ.DE

PRAZ.DE Risk / Return Rank: 37
PRAZ.DE Sharpe Ratio Rank: 35
PRAZ.DE Sortino Ratio Rank: 37
PRAZ.DE Omega Ratio Rank: 37
PRAZ.DE Calmar Ratio Rank: 37
PRAZ.DE Martin Ratio Rank: 41

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.

PRAZ.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Eurozone UCITS ETF (PRAZ.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.

	PRAZ.DE	LYP6.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.25	1.28	-0.03
Sortino ratio: Return per unit of downside risk	1.90	1.88	+0.02
Omega ratio: Gain probability vs. loss probability	1.23	1.24	-0.01
Calmar ratio: Return relative to maximum drawdown	1.78	1.74	+0.04
Martin ratio: Return relative to average drawdown	6.54	6.63	-0.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current PRAZ.DE Sharpe Ratio is 1.25, which is comparable to the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PRAZ.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

	PRAZ.DE	LYP6.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	1.28	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.67	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.56	-0.01

Drawdowns

PRAZ.DE vs. LYP6.DE - Drawdown Comparison

The maximum PRAZ.DE drawdown since its inception was -29.52%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for PRAZ.DE and LYP6.DE.

Drawdown Indicators

	PRAZ.DE	LYP6.DE	Difference
Max Drawdown Largest peak-to-trough decline	-29.52%	-35.51%	+5.99%
Max Drawdown (1Y) Largest decline over 1 year	-10.45%	-9.45%	-1.00%
Max Drawdown (3Y) Largest decline over 3 years	-15.46%	-16.26%	+0.80%
Max Drawdown (5Y) Largest decline over 5 years	-24.09%	-20.71%	-3.38%
Current Drawdown Current decline from peak	-0.37%	-1.62%	+1.25%
Average Drawdown Average peak-to-trough decline	-6.18%	-4.84%	-1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	2.49%	+0.37%

Volatility

PRAZ.DE vs. LYP6.DE - Volatility Comparison

Amundi Prime Eurozone UCITS ETF (PRAZ.DE) has a higher volatility of 4.69% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.35%. This indicates that PRAZ.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

	PRAZ.DE	LYP6.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	4.35%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	12.25%	10.65%	+1.60%
Volatility (1Y) Calculated over the trailing 1-year period	14.95%	12.90%	+2.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.99%	14.41%	+2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.16%	15.86%	+3.30%

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

PRAZ.DE has a 0.05% expense ratio, which is lower than LYP6.DE's 0.07% 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

PRAZ.DE vs. LYP6.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

With a correlation of 0.95, PRAZ.DE and LYP6.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.

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

On fees, PRAZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

PRAZ.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for LYP6.DE.

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

PRAZ.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.05% for PRAZ.DE and 0.07% for LYP6.DE.