PortfoliosLab logoPortfoliosLab logo
PRAZ.DE vs. SPYL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAZ.DE vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Eurozone UCITS ETF (PRAZ.DE) and State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
0.13%24.75%9.66%11.04%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Acc
-2.99%4.71%32.33%9.54%

Returns By Period

In the year-to-date period, PRAZ.DE achieves a 0.13% return, which is significantly higher than SPYL.DE's -2.99% 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*

SPYL.DE

1D
1.69%
1M
-3.07%
YTD
-2.99%
6M
0.08%
1Y
10.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

PRAZ.DE has a 0.05% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, 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. SPYL.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

SPYL.DE
SPYL.DE Risk / Return Rank: 3636
Overall Rank
SPYL.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 3131
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 4545
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. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Eurozone UCITS ETF (PRAZ.DE) and State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.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.DESPYL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.60

+0.27

Sortino ratio

Return per unit of downside risk

1.24

0.91

+0.33

Omega ratio

Gain probability vs. loss probability

1.17

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.46

1.23

+0.23

Martin ratio

Return relative to average drawdown

5.25

4.43

+0.83

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

The current PRAZ.DE Sharpe Ratio is 0.86, which is higher than the SPYL.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PRAZ.DE and SPYL.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.


Loading graphics...

Sharpe Ratios by Period


PRAZ.DESPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.60

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.16

-0.68

Correlation

The correlation between PRAZ.DE and SPYL.DE is 0.56, 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

PRAZ.DE vs. SPYL.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

PRAZ.DE vs. SPYL.DE - Drawdown Comparison

The maximum PRAZ.DE drawdown since its inception was -29.52%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for PRAZ.DE and SPYL.DE.


Loading graphics...

Drawdown Indicators


PRAZ.DESPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.52%

-23.27%

-6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-13.42%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

Current Drawdown

Current decline from peak

-6.34%

-5.21%

-1.13%

Average Drawdown

Average peak-to-trough decline

-6.29%

-3.41%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.31%

+0.58%

Volatility

PRAZ.DE vs. SPYL.DE - Volatility Comparison

Amundi Prime Eurozone UCITS ETF (PRAZ.DE) has a higher volatility of 6.51% compared to State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE) at 3.75%. This indicates that PRAZ.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRAZ.DESPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

3.75%

+2.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

8.61%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

17.24%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

14.89%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

14.89%

+4.25%