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 7.25%/yr vs 6.80%/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 6.91% return, which is significantly higher than ^STOXX's 4.68% return.
PRIE.L
- 1D
- 0.53%
- 1M
- 3.65%
- YTD
- 6.91%
- 6M
- 6.51%
- 1Y
- 16.99%
- 3Y*
- 10.92%
- 5Y*
- 7.25%
- 10Y*
- —
^STOXX
- 1D
- 0.65%
- 1M
- 2.65%
- YTD
- 4.68%
- 6M
- 6.84%
- 1Y
- 16.39%
- 3Y*
- 10.89%
- 5Y*
- 6.80%
- 10Y*
- 7.23%
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) | 6.91% | 22.93% | 1.02% | 10.15% | -6.60% | 14.84% | -0.22% | 9.43% |
^STOXX STOXX Europe 600 Index | 4.68% | 22.90% | 1.16% | 10.48% | -8.40% | 15.00% | 1.38% | 9.06% |
Correlation
The correlation between PRIE.L and ^STOXX is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.91 |
The correlation between PRIE.L and ^STOXX has been stable across timeframes, ranging from 0.91 to 0.95 - 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.
| PRIE.L | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.53 | +0.07 |
| Martin ratioReturn relative to average drawdown | 5.58 | 5.24 | +0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRIE.L | ^STOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.35 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.48 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.20 | +0.28 |
Drawdowns
PRIE.L vs. ^STOXX - Drawdown Comparison
The maximum PRIE.L drawdown since its inception was -28.92%, 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 | -28.92% | -47.50% | +18.58% |
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 | -17.75% | -19.20% | +1.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.53% | — |
Current DrawdownCurrent decline from peak | -1.14% | -2.73% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -9.40% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.10% | -0.06% |
Volatility
PRIE.L vs. ^STOXX - Volatility Comparison
Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) has a higher volatility of 4.12% compared to STOXX Europe 600 Index (^STOXX) at 3.48%. This indicates that PRIE.L's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. 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 | 4.12% | 3.48% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 10.19% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 11.97% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 13.88% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 14.98% | +1.01% |
Frequently Asked Questions
With a correlation of 0.93, 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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