PRIE.L vs. ^STOXX

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) and STOXX Europe 600 Index (^STOXX).

PRIE.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Jan 30, 2019.

Performance

PRIE.L vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

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)	1.53%	22.89%	3.78%	13.38%	-3.63%	17.40%	1.98%	12.47%
^STOXX STOXX Europe 600 Index	1.28%	22.90%	1.16%	10.48%	-8.40%	15.00%	1.38%	9.06%

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 1.53% return, which is significantly higher than ^STOXX's 1.28% return.

PRIE.L

• 1D: 2.27%
• 1M: -3.81%
• YTD: 1.53%
• 6M: 4.24%
• 1Y: 15.57%
• 3Y*: 11.15%
• 5Y*: 9.86%
• 10Y*: —

^STOXX

• 1D: 2.63%
• 1M: -3.86%
• YTD: 1.28%
• 6M: 6.40%
• 1Y: 16.01%
• 3Y*: 9.12%
• 5Y*: 7.28%
• 10Y*: 6.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PRIE.L vs. ^STOXX — Risk / Return Rank

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

PRIE.L

PRIE.L Risk / Return Rank: 54
PRIE.L Sharpe Ratio Rank: 58
PRIE.L Sortino Ratio Rank: 52
PRIE.L Omega Ratio Rank: 56
PRIE.L Calmar Ratio Rank: 54
PRIE.L Martin Ratio Rank: 52

^STOXX

^STOXX Risk / Return Rank: 61
^STOXX Sharpe Ratio Rank: 43
^STOXX Sortino Ratio Rank: 39
^STOXX Omega Ratio Rank: 45
^STOXX Calmar Ratio Rank: 89
^STOXX Martin Ratio Rank: 88

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.

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.

	PRIE.L	^STOXX	Difference
Sharpe ratio Return per unit of total volatility	1.09	1.10	-0.02
Sortino ratio Return per unit of downside risk	1.45	1.51	-0.06
Omega ratio Gain probability vs. loss probability	1.22	1.23	-0.01
Calmar ratio Return relative to maximum drawdown	1.53	2.73	-1.20
Martin ratio Return relative to average drawdown	5.60	11.08	-5.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRIE.L vs. ^STOXX - Sharpe Ratio Comparison

The current PRIE.L Sharpe Ratio is 1.09, which is comparable to the ^STOXX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of PRIE.L and ^STOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRIE.L	^STOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	1.10	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.52	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.20	+0.41

Correlation

The correlation between PRIE.L and ^STOXX is 0.92, 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.

Drawdowns

PRIE.L vs. ^STOXX - Drawdown Comparison

The maximum PRIE.L drawdown since its inception was -28.47%, 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.

Drawdown Indicators

	PRIE.L	^STOXX	Difference
Max Drawdown Largest peak-to-trough decline	-28.47%	-61.04%	+32.57%
Max Drawdown (1Y) Largest decline over 1 year	-10.55%	-12.48%	+1.93%
Max Drawdown (5Y) Largest decline over 5 years	-15.92%	-22.55%	+6.63%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.55%	—
Current Drawdown Current decline from peak	-6.11%	-5.70%	-0.41%
Average Drawdown Average peak-to-trough decline	-4.02%	-16.84%	+12.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.37%	+0.52%

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 5.81% and 5.83%, 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.

Volatility by Period

	PRIE.L	^STOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.81%	5.83%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	9.65%	9.32%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	14.31%	14.29%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	13.82%	+0.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.85%	14.94%	+0.91%