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

Performance

PRIE.L vs. FEZ - 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 SPDR EURO STOXX 50 ETF (FEZ). The values are adjusted to include any dividend payments, if applicable.

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PRIE.L vs. FEZ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
-0.72%22.89%3.78%13.38%-3.63%17.40%1.98%12.47%
FEZ
SPDR EURO STOXX 50 ETF
-1.61%27.99%5.38%20.81%-4.08%15.93%1.76%14.12%
Different Trading Currencies

PRIE.L is traded in GBp, while FEZ is traded in USD. To make them comparable, the FEZ 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 -0.72% return, which is significantly higher than FEZ's -1.61% return.


PRIE.L

1D
0.95%
1M
-8.19%
YTD
-0.72%
6M
3.18%
1Y
14.16%
3Y*
10.32%
5Y*
9.36%
10Y*

FEZ

1D
0.00%
1M
-5.29%
YTD
-1.61%
6M
1.60%
1Y
14.34%
3Y*
11.99%
5Y*
10.70%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIE.L vs. FEZ - Expense Ratio Comparison

PRIE.L has a 0.05% expense ratio, which is lower than FEZ's 0.29% expense ratio.


Return for Risk

PRIE.L vs. FEZ — 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: 5050
Overall Rank
PRIE.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 5454
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 4646
Martin Ratio Rank

FEZ
FEZ Risk / Return Rank: 5151
Overall Rank
FEZ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FEZ Sortino Ratio Rank: 5353
Sortino Ratio Rank
FEZ Omega Ratio Rank: 4848
Omega Ratio Rank
FEZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
FEZ Martin Ratio Rank: 5151
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. FEZ - 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 SPDR EURO STOXX 50 ETF (FEZ). 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.LFEZDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.79

+0.20

Sortino ratio

Return per unit of downside risk

1.33

1.27

+0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.23

1.20

+0.04

Martin ratio

Return relative to average drawdown

4.34

4.42

-0.07

PRIE.L vs. FEZ - Sharpe Ratio Comparison

The current PRIE.L Sharpe Ratio is 0.99, which is comparable to the FEZ Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of PRIE.L and FEZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRIE.LFEZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.79

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.63

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.25

+0.34

Correlation

The correlation between PRIE.L and FEZ is 0.71, 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.


Dividends

PRIE.L vs. FEZ - Dividend Comparison

PRIE.L has not paid dividends to shareholders, while FEZ's dividend yield for the trailing twelve months is around 2.76%.


TTM20252024202320222021202020192018201720162015
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
0.00%0.00%2.84%2.88%3.09%2.28%2.16%2.76%0.00%0.00%0.00%0.00%
FEZ
SPDR EURO STOXX 50 ETF
2.76%2.78%2.94%2.75%3.06%2.61%2.13%2.61%3.45%2.44%3.35%3.03%

Drawdowns

PRIE.L vs. FEZ - Drawdown Comparison

The maximum PRIE.L drawdown since its inception was -28.47%, smaller than the maximum FEZ drawdown of -47.45%. Use the drawdown chart below to compare losses from any high point for PRIE.L and FEZ.


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Drawdown Indicators


PRIE.LFEZDifference

Max Drawdown

Largest peak-to-trough decline

-28.47%

-64.21%

+35.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-13.63%

+3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.92%

-35.05%

+19.13%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

Current Drawdown

Current decline from peak

-8.19%

-8.95%

+0.76%

Average Drawdown

Average peak-to-trough decline

-4.02%

-17.17%

+13.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.72%

-0.72%

Volatility

PRIE.L vs. FEZ - Volatility Comparison

The current volatility for Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) is 6.40%, while SPDR EURO STOXX 50 ETF (FEZ) has a volatility of 6.92%. This indicates that PRIE.L experiences smaller price fluctuations and is considered to be less risky than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIE.LFEZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

6.92%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

11.17%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

18.12%

-3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

17.06%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

18.81%

-2.98%