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PRIE.L vs. MSED.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRIE.LMSED.L
YTD Return6.66%5.92%
1Y Return8.92%-48.06%
3Y Return (Ann)3.91%-16.58%
5Y Return (Ann)4.72%-7.29%
Sharpe Ratio0.91-0.85
Daily Std Dev11.00%55.56%
Max Drawdown-28.92%-58.05%
Current Drawdown-3.16%-49.98%

Correlation

-0.50.00.51.00.9

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 6.66% return, which is significantly higher than MSED.L's 5.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.38%
1.22%
PRIE.L
MSED.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


MSED.L
Lyxor Euro Stoxx 50 DR UCITS C
Expense ratio chart for MSED.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for PRIE.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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.


PRIE.L
Sharpe ratio
The chart of Sharpe ratio for PRIE.L, currently valued at 1.28, compared to the broader market0.002.004.006.001.28
Sortino ratio
The chart of Sortino ratio for PRIE.L, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.0012.001.87
Omega ratio
The chart of Omega ratio for PRIE.L, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.22
Calmar ratio
The chart of Calmar ratio for PRIE.L, currently valued at 0.98, compared to the broader market0.005.0010.0015.000.98
Martin ratio
The chart of Martin ratio for PRIE.L, currently valued at 6.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.29
MSED.L
Sharpe ratio
The chart of Sharpe ratio for MSED.L, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78
Sortino ratio
The chart of Sortino ratio for MSED.L, currently valued at -0.59, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.59
Omega ratio
The chart of Omega ratio for MSED.L, currently valued at 0.77, compared to the broader market0.501.001.502.002.503.003.500.77
Calmar ratio
The chart of Calmar ratio for MSED.L, currently valued at -0.73, compared to the broader market0.005.0010.0015.00-0.73
Martin ratio
The chart of Martin ratio for MSED.L, currently valued at -0.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.91

PRIE.L vs. MSED.L - Sharpe Ratio Comparison

The current PRIE.L Sharpe Ratio is 0.91, which is higher than the MSED.L Sharpe Ratio of -0.85. The chart below compares the 12-month rolling Sharpe Ratio of PRIE.L and MSED.L.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.28
-0.78
PRIE.L
MSED.L

Dividends

PRIE.L vs. MSED.L - Dividend Comparison

PRIE.L's dividend yield for the trailing twelve months is around 2.70%, while MSED.L has not paid dividends to shareholders.


TTM20232022202120202019
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
2.70%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-1.58%
-48.58%
PRIE.L
MSED.L

Volatility

PRIE.L vs. MSED.L - Volatility Comparison

The current volatility for Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) is 3.51%, while Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) has a volatility of 4.16%. 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.51%
4.16%
PRIE.L
MSED.L