PRIE.L vs. IPOL.L
PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) and IPOL.L (iShares MSCI Poland UCITS ETF USD (Acc)) are both exchange-traded funds - PRIE.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while IPOL.L is a Emerging Markets Equities fund tracking the MSCI Emerging - Poland in Net USD. Both are passively managed. Over the past 5 years, PRIE.L returned 10.36%/yr vs 15.31%/yr for IPOL.L. A 0.59 correlation means they provide meaningful diversification when combined. PRIE.L charges 0.05%/yr vs 0.74%/yr for IPOL.L.
Performance
PRIE.L vs. IPOL.L - Performance Comparison
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Different Trading Currencies
PRIE.L is traded in GBp, while IPOL.L is traded in USD. To make them comparable, the IPOL.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 8.18% return, which is significantly lower than IPOL.L's 14.97% return.
PRIE.L
- 1D
- 0.02%
- 1M
- -1.18%
- 6M
- 4.78%
- YTD
- 8.18%
- 1Y
- 19.30%
- 3Y*
- 14.40%
- 5Y*
- 10.36%
- 10Y*
- —
IPOL.L
- 1D
- -1.01%
- 1M
- -4.14%
- 6M
- 12.04%
- YTD
- 14.97%
- 1Y
- 30.48%
- 3Y*
- 26.74%
- 5Y*
- 15.31%
- 10Y*
- 9.34%
PRIE.L vs. IPOL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PRIE.L Amundi Prime Europe UCITS ETF DR (D) | 8.18% | 26.12% | 3.78% | 13.38% | -3.62% | 17.39% | 1.98% | 1.60% |
IPOL.L iShares MSCI Poland UCITS ETF USD (Acc) | 14.97% | 60.44% | -4.46% | 41.75% | -17.88% | 7.85% | -13.81% | -11.18% |
Correlation
The correlation between PRIE.L and IPOL.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019 | 0.59 |
The correlation between PRIE.L and IPOL.L has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.
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Return for Risk
PRIE.L vs. IPOL.L — Risk / Return Rank
PRIE.L
IPOL.L
PRIE.L vs. IPOL.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 iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.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.
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 | IPOL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 3.16 | -1.34 |
| Martin ratioReturn relative to average drawdown | 6.53 | 7.17 | -0.63 |
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Drawdowns
PRIE.L vs. IPOL.L - Drawdown Comparison
The maximum PRIE.L drawdown since its inception was -29.33%, smaller than the maximum IPOL.L drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for PRIE.L and IPOL.L.
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Drawdown Indicators
| PRIE.L | IPOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.33% | -56.74% | +27.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -9.60% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.25% | -19.63% | +6.38% |
Max Drawdown (5Y)Largest decline over 5 years | -15.93% | -46.45% | +30.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.74% | — |
Current DrawdownCurrent decline from peak | -2.56% | -4.14% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -21.55% | +16.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 4.24% | -1.29% |
Volatility
PRIE.L vs. IPOL.L - Volatility Comparison
The current volatility for Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) is 3.36%, while iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.L) has a volatility of 5.06%. This indicates that PRIE.L experiences smaller price fluctuations and is considered to be less risky than IPOL.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.L | IPOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 5.06% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 18.08% | -7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 23.64% | -11.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 27.89% | -13.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 25.84% | -9.39% |
PRIE.L vs. IPOL.L - Expense Ratio Comparison
PRIE.L has a 0.05% expense ratio, which is lower than IPOL.L's 0.74% expense ratio.
Dividends
PRIE.L vs. IPOL.L - Dividend Comparison
PRIE.L's dividend yield for the trailing twelve months is around 2.38%, while IPOL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IPOL.L iShares MSCI Poland UCITS ETF USD (Acc) | 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) | 2.38% | 2.57% | 2.84% | 2.88% | 3.10% | 2.27% | 2.16% | 2.76% |
Frequently Asked Questions
PRIE.L and IPOL.L have a correlation of 0.62, 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 0.74% for IPOL.L.
PRIE.L is categorized as Europe Equities, while IPOL.L is Emerging Markets Equities. PRIE.L tracks MSCI Europe NR EUR, while IPOL.L tracks MSCI Emerging - Poland in Net USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRIE.L and 0.74% for IPOL.L.
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