PRIE.L vs. MSED.L
Compare and contrast key facts about Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) and Lyxor Euro Stoxx 50 DR UCITS C (MSED.L).
PRIE.L and MSED.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. MSED.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2013. Both PRIE.L and MSED.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRIE.L or MSED.L.
Key characteristics
| PRIE.L | MSED.L | |
|---|---|---|
| YTD Return | 3.40% | 4.03% |
| 1Y Return | 7.44% | 11.16% |
| 3Y Return (Ann) | 1.10% | -18.70% |
| 5Y Return (Ann) | 3.76% | -7.97% |
| Sharpe Ratio | 0.78 | 0.91 |
| Sortino Ratio | 1.13 | 1.33 |
| Omega Ratio | 1.14 | 1.16 |
| Calmar Ratio | 1.25 | 0.21 |
| Martin Ratio | 3.49 | 3.12 |
| Ulcer Index | 2.36% | 3.77% |
| Daily Std Dev | 10.57% | 13.01% |
| Max Drawdown | -28.92% | -58.05% |
| Current Drawdown | -6.11% | -50.88% |
Correlation
The correlation between PRIE.L and MSED.L is 0.94, 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.
Performance
PRIE.L vs. MSED.L - Performance Comparison
In the year-to-date period, PRIE.L achieves a 3.40% return, which is significantly lower than MSED.L's 4.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRIE.L vs. MSED.L - Expense Ratio Comparison
PRIE.L has a 0.05% expense ratio, which is lower than MSED.L's 0.07% 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%.
Risk-Adjusted Performance
PRIE.L vs. MSED.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) and Lyxor Euro Stoxx 50 DR UCITS C (MSED.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.
Dividends
PRIE.L vs. MSED.L - Dividend Comparison
PRIE.L's dividend yield for the trailing twelve months is around 2.78%, while MSED.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
PRIE.L Amundi Prime Europe UCITS ETF DR (D) | 2.78% | 2.88% | 3.09% | 2.27% | 2.16% | 2.76% |
MSED.L Lyxor Euro Stoxx 50 DR UCITS C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRIE.L vs. MSED.L - Drawdown Comparison
The maximum PRIE.L drawdown since its inception was -28.92%, smaller than the maximum MSED.L drawdown of -58.05%. Use the drawdown chart below to compare losses from any high point for PRIE.L and MSED.L. For additional features, visit the drawdowns tool.
Volatility
PRIE.L vs. MSED.L - Volatility Comparison
The current volatility for Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) is 4.42%, while Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) has a volatility of 5.55%. This indicates that PRIE.L experiences smaller price fluctuations and is considered to be less risky than MSED.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.