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PRAZ.DE vs. QDVC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAZ.DE vs. QDVC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Eurozone UCITS ETF (PRAZ.DE) and iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.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, PRAZ.DE achieves a 8.64% return, which is significantly higher than QDVC.DE's 7.91% return.


PRAZ.DE

1D
-0.82%
1M
6.35%
YTD
8.64%
6M
11.13%
1Y
18.57%
3Y*
15.91%
5Y*
10.79%
10Y*

QDVC.DE

1D
-0.05%
1M
4.30%
YTD
7.91%
6M
8.90%
1Y
14.51%
3Y*
11.43%
5Y*
7.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
8.64%24.75%9.66%19.29%-11.83%26.38%-4.68%
QDVC.DE
iShares Edge MSCI USA Size Factor UCITS ETF
7.91%-3.21%19.27%13.21%-13.60%37.66%2.43%

Correlation

The correlation between PRAZ.DE and QDVC.DE is 0.60, 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

0.60

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

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2020

0.59

The correlation between PRAZ.DE and QDVC.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

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Return for Risk

PRAZ.DE vs. QDVC.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: 3636
Overall Rank
PRAZ.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PRAZ.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
PRAZ.DE Omega Ratio Rank: 3535
Omega Ratio Rank
PRAZ.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
PRAZ.DE Martin Ratio Rank: 4141
Martin Ratio Rank

QDVC.DE
QDVC.DE Risk / Return Rank: 3434
Overall Rank
QDVC.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QDVC.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
QDVC.DE Omega Ratio Rank: 3131
Omega Ratio Rank
QDVC.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
QDVC.DE Martin Ratio Rank: 3737
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Eurozone UCITS ETF (PRAZ.DE) and iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.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.DEQDVC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.77

1.88

-0.11

Martin ratioReturn relative to average drawdown

6.48

5.70

+0.78

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

The current PRAZ.DE Sharpe Ratio is 1.24, which is comparable to the QDVC.DE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of PRAZ.DE and QDVC.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


PRAZ.DEQDVC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.17

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.42

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.54

0.00

Drawdowns

PRAZ.DE vs. QDVC.DE - Drawdown Comparison

The maximum PRAZ.DE drawdown since its inception was -29.52%, smaller than the maximum QDVC.DE drawdown of -40.76%. Use the drawdown chart below to compare losses from any high point for PRAZ.DE and QDVC.DE.


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Drawdown Indicators


PRAZ.DEQDVC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.52%

-40.76%

+11.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.45%

-7.70%

-2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-15.46%

-25.54%

+10.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-25.54%

+1.45%

Current Drawdown

Current decline from peak

-0.97%

-1.93%

+0.96%

Average Drawdown

Average peak-to-trough decline

-6.18%

-6.59%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.54%

+0.32%

Volatility

PRAZ.DE vs. QDVC.DE - Volatility Comparison

Amundi Prime Eurozone UCITS ETF (PRAZ.DE) has a higher volatility of 5.28% compared to iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) at 2.98%. This indicates that PRAZ.DE's price experiences larger fluctuations and is considered to be riskier than QDVC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAZ.DEQDVC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

2.98%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

8.12%

+4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.94%

12.41%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

16.87%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

18.28%

+0.89%

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

PRAZ.DE has a 0.05% expense ratio, which is lower than QDVC.DE's 0.20% 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. QDVC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PRAZ.DE and QDVC.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

PRAZ.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for QDVC.DE.

PRAZ.DE is categorized as Europe Equities, while QDVC.DE is Mid Cap Blend Equities. PRAZ.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap, while QDVC.DE tracks MSCI USA Mid-Cap Equal Weighted. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRAZ.DE and 0.20% for QDVC.DE.

Portfolio Optimizer

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