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PRIE.L vs. ANXU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PRIE.L vs. ANXU.L

Last updated Jun 5, 2026

PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) and ANXU.L (Amundi Nasdaq-100 UCITS USD) are both exchange-traded funds - PRIE.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while ANXU.L is a Nasdaq-100 fund tracking the Russell 1000 Growth TR USD. Both are passively managed. Over the past 5 years, PRIE.L returned 7.25%/yr vs 19.21%/yr for ANXU.L. A 0.53 correlation means they provide meaningful diversification when combined. PRIE.L charges 0.05%/yr vs 0.13%/yr for ANXU.L.

Performance

PRIE.L vs. ANXU.L - 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 Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PRIE.L is traded in GBp, while ANXU.L is traded in USD. To make them comparable, the ANXU.L 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 lower than ANXU.L's 20.95% 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*
—

ANXU.L

1D
0.00%
1M
10.24%
YTD
20.95%
6M
19.24%
1Y
42.83%
3Y*
25.22%
5Y*
19.21%
10Y*
22.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIE.L vs. ANXU.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
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%
ANXU.L
Amundi Nasdaq-100 UCITS USD		20.15%11.32%28.95%48.68%-25.30%28.68%41.33%23.51%

Correlation

The correlation between PRIE.L and ANXU.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.53

The correlation between PRIE.L and ANXU.L has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

PRIE.L vs. ANXU.L - Sectors Allocation Comparison

Sectors
PRIE.L
ANXU.L

Financial Services

24.2%
0.2%

Industrials

19.2%
3.1%

Healthcare

13.4%
4.2%

Technology

9.4%
53.7%

Consumer Defensive

8.4%
7.7%

Consumer Cyclical

6.5%
12.2%

Energy

5.2%
0.6%

Basic Materials

5.2%
1.1%

Utilities

4.6%
1.4%

Communication Services

3.3%
15.8%

Real Estate

0.6%
0.1%

Financial Services

PRIE.L
24.2%
ANXU.L
0.2%

Industrials

PRIE.L
19.2%
ANXU.L
3.1%

Healthcare

PRIE.L
13.4%
ANXU.L
4.2%

Technology

PRIE.L
9.4%
ANXU.L
53.7%

Consumer Defensive

PRIE.L
8.4%
ANXU.L
7.7%

Consumer Cyclical

PRIE.L
6.5%
ANXU.L
12.2%

Energy

PRIE.L
5.2%
ANXU.L
0.6%

Basic Materials

PRIE.L
5.2%
ANXU.L
1.1%

Utilities

PRIE.L
4.6%
ANXU.L
1.4%

Communication Services

PRIE.L
3.3%
ANXU.L
15.8%

Real Estate

PRIE.L
0.6%
ANXU.L
0.1%

Compare stocks, funds, or ETFs

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Amundi Prime Europe UCITS ETF DR (D)

Amundi Nasdaq-100 UCITS USD

Often compared with PRIE.L:
PRIE.L vs. PRIG.LPRIE.L vs. MSED.LPRIE.L vs. SRHE.LPRIE.L vs. VEUA.LPRIE.L vs. FEZPRIE.L vs. ^STOXXPRIE.L vs. VEU
Often compared with ANXU.L:
ANXU.L vs. CNDX.ASANXU.L vs. EQQQ.DEANXU.L vs. QQQMANXU.L vs. QQQANXU.L vs. RACE.MIANXU.L vs. 10AJ.DEANXU.L vs. DAPP.L

Return for Risk

PRIE.L vs. ANXU.L — 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: 3737
Overall Rank
PRIE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 4141
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 3737
Martin Ratio Rank
ANXU.L
ANXU.L Risk / Return Rank: 7676
Overall Rank
ANXU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7171
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.

PRIE.L vs. ANXU.L - 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 Amundi Nasdaq-100 UCITS USD (ANXU.L). 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.LANXU.LDifference
Sharpe ratioReturn per unit of total volatility
1.36
2.68

-1.32

Sortino ratioReturn per unit of downside risk
1.90
3.56

-1.66

Omega ratioGain probability vs. loss probability

1.26

1.47

-0.22

Calmar ratioReturn relative to maximum drawdown

1.60

3.83

-2.23

Martin ratioReturn relative to average drawdown

5.58

10.84

-5.26

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. ANXU.L - Sharpe Ratio Comparison

The current PRIE.L Sharpe Ratio is 1.36, which is lower than the ANXU.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of PRIE.L and ANXU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

PRIE.LANXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.68

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.96

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.23

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.30

-0.81

Drawdowns

PRIE.L vs. ANXU.L - Drawdown Comparison

The maximum PRIE.L drawdown since its inception was -28.92%, which is greater than ANXU.L's maximum drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for PRIE.L and ANXU.L.

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Drawdown Indicators

PRIE.LANXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.92%

-27.52%

-1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-11.12%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.25%

-24.28%

+11.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

-27.52%

+9.77%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.52%

—

Current Drawdown

Current decline from peak

-1.14%

0.00%

-1.14%

Average Drawdown

Average peak-to-trough decline

-4.71%

-4.99%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.94%

-0.90%

Volatility

PRIE.L vs. ANXU.L - Volatility Comparison

The current volatility for Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) is 4.12%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 5.02%. This indicates that PRIE.L experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PRIE.LANXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

5.02%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

11.74%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

15.89%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

20.08%

-5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

21.15%

-5.16%

PRIE.L vs. ANXU.L - Expense Ratio Comparison

PRIE.L has a 0.05% expense ratio, which is lower than ANXU.L's 0.13% 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%.

Dividends

PRIE.L vs. ANXU.L - Dividend Comparison

PRIE.L's dividend yield for the trailing twelve months is around 0.02%, while ANXU.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
ANXU.L
Amundi Nasdaq-100 UCITS USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		0.02%0.03%0.03%0.03%0.03%0.02%0.02%0.03%

Frequently Asked Questions

PRIE.L and ANXU.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRIE.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.13% for ANXU.L.

PRIE.L is categorized as Europe Equities, while ANXU.L is Nasdaq-100. PRIE.L tracks MSCI Europe NR EUR, while ANXU.L tracks Russell 1000 Growth TR USD. Their fees differ too: 0.05% for PRIE.L and 0.13% for ANXU.L.

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