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

Performance

PRAZ.DE vs. SLMA.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 MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
0.13%24.75%9.66%19.29%-11.83%26.38%-4.68%
SLMA.DE
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)
-0.20%22.99%9.30%19.71%-12.70%22.35%-0.56%

Returns By Period

In the year-to-date period, PRAZ.DE achieves a 0.13% return, which is significantly higher than SLMA.DE's -0.20% return.


PRAZ.DE

1D
2.78%
1M
-3.75%
YTD
0.13%
6M
4.35%
1Y
14.44%
3Y*
13.49%
5Y*
10.21%
10Y*

SLMA.DE

1D
2.76%
1M
-3.56%
YTD
-0.20%
6M
4.10%
1Y
12.69%
3Y*
12.79%
5Y*
9.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

PRAZ.DE has a 0.05% expense ratio, which is lower than SLMA.DE's 0.12% 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%.


Return for Risk

PRAZ.DE vs. SLMA.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: 4646
Overall Rank
PRAZ.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PRAZ.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
PRAZ.DE Omega Ratio Rank: 4242
Omega Ratio Rank
PRAZ.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRAZ.DE Martin Ratio Rank: 5151
Martin Ratio Rank

SLMA.DE
SLMA.DE Risk / Return Rank: 4040
Overall Rank
SLMA.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SLMA.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLMA.DE Omega Ratio Rank: 3838
Omega Ratio Rank
SLMA.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLMA.DE Martin Ratio Rank: 4242
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. SLMA.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 MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.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.DESLMA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.80

+0.07

Sortino ratio

Return per unit of downside risk

1.24

1.15

+0.09

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.46

1.26

+0.19

Martin ratio

Return relative to average drawdown

5.25

4.53

+0.72

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

The current PRAZ.DE Sharpe Ratio is 0.86, which is comparable to the SLMA.DE Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of PRAZ.DE and SLMA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRAZ.DESLMA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.80

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.59

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.57

-0.09

Correlation

The correlation between PRAZ.DE and SLMA.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRAZ.DE vs. SLMA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

PRAZ.DE vs. SLMA.DE - Drawdown Comparison

The maximum PRAZ.DE drawdown since its inception was -29.52%, smaller than the maximum SLMA.DE drawdown of -37.39%. Use the drawdown chart below to compare losses from any high point for PRAZ.DE and SLMA.DE.


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Drawdown Indicators


PRAZ.DESLMA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.52%

-37.39%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-11.93%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-25.10%

+1.01%

Current Drawdown

Current decline from peak

-6.34%

-5.99%

-0.35%

Average Drawdown

Average peak-to-trough decline

-6.29%

-5.47%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.85%

+0.04%

Volatility

PRAZ.DE vs. SLMA.DE - Volatility Comparison

Amundi Prime Eurozone UCITS ETF (PRAZ.DE) and iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) have volatilities of 6.51% and 6.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAZ.DESLMA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

6.27%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

10.15%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

15.88%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

15.93%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

17.99%

+1.15%