PRIE.L vs. ^STOXX
PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) is Europe Equities fund tracking the MSCI Europe NR EUR, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 5 years, PRIE.L returned 10.24%/yr vs 6.91%/yr for ^STOXX. Their correlation of 0.91 suggests significant overlap in exposure.
Performance
PRIE.L vs. ^STOXX - Performance Comparison
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Different Trading Currencies
PRIE.L is traded in GBp, while ^STOXX is traded in EUR. To make them comparable, the ^STOXX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, PRIE.L achieves a 8.64% return, which is significantly higher than ^STOXX's 5.82% return.
PRIE.L
- 1D
- -0.05%
- 1M
- 1.92%
- YTD
- 8.64%
- 6M
- 9.10%
- 1Y
- 22.66%
- 3Y*
- 15.38%
- 5Y*
- 10.24%
- 10Y*
- —
^STOXX
- 1D
- -0.73%
- 1M
- 1.33%
- YTD
- 5.82%
- 6M
- 6.52%
- 1Y
- 18.53%
- 3Y*
- 12.13%
- 5Y*
- 6.91%
- 10Y*
- 7.69%
PRIE.L vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PRIE.L Amundi Prime Europe UCITS ETF DR (D) | 8.64% | 26.12% | 3.78% | 13.38% | -3.62% | 17.39% | 1.98% | 1.60% |
^STOXX STOXX Europe 600 Index | 5.82% | 23.53% | 0.80% | 10.49% | -8.30% | 13.49% | 1.60% | 13.75% |
Correlation
The correlation between PRIE.L and ^STOXX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019 | 0.91 |
The correlation between PRIE.L and ^STOXX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
PRIE.L vs. ^STOXX — Risk / Return Rank
PRIE.L
^STOXX
PRIE.L vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) and STOXX Europe 600 Index (^STOXX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRIE.L | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.87 | +0.27 |
| Martin ratioReturn relative to average drawdown | 7.75 | 6.33 | +1.43 |
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Drawdowns
PRIE.L vs. ^STOXX - Drawdown Comparison
The maximum PRIE.L drawdown since its inception was -29.33%, smaller than the maximum ^STOXX drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for PRIE.L and ^STOXX.
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Drawdown Indicators
| PRIE.L | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.33% | -47.50% | +18.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -10.52% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.25% | -14.04% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -15.93% | -19.20% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.53% | — |
Current DrawdownCurrent decline from peak | -0.86% | -1.52% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -9.38% | +4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.10% | -0.18% |
Volatility
PRIE.L vs. ^STOXX - Volatility Comparison
Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) and STOXX Europe 600 Index (^STOXX) have volatilities of 2.86% and 2.94%, 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
| PRIE.L | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.94% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 10.21% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 12.01% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.95% | 14.08% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 15.09% | +1.40% |
Frequently Asked Questions
With a correlation of 0.92, PRIE.L and ^STOXX 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.
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