PRIE.L vs. PRIG.L
Compare and contrast key facts about Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) and Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L).
PRIE.L and PRIG.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. PRIG.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Feb 5, 2019. Both PRIE.L and PRIG.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.
Performance
PRIE.L vs. PRIG.L - Performance Comparison
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PRIE.L vs. PRIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PRIE.L Amundi Prime Europe UCITS ETF DR (D) | 1.53% | 22.89% | 3.78% | 13.38% | -3.63% | 17.40% | 1.98% | 12.47% |
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D) | 0.11% | -0.19% | -1.79% | -1.09% | -8.28% | -5.90% | 5.97% | 6.26% |
Returns By Period
In the year-to-date period, PRIE.L achieves a 1.53% return, which is significantly higher than PRIG.L's 0.11% return.
PRIE.L
- 1D
- 2.27%
- 1M
- -3.81%
- YTD
- 1.53%
- 6M
- 4.24%
- 1Y
- 15.57%
- 3Y*
- 11.15%
- 5Y*
- 9.86%
- 10Y*
- —
PRIG.L
- 1D
- -0.29%
- 1M
- -1.49%
- YTD
- 0.11%
- 6M
- 0.06%
- 1Y
- 0.09%
- 3Y*
- -1.10%
- 5Y*
- -2.16%
- 10Y*
- —
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PRIE.L vs. PRIG.L - Expense Ratio Comparison
Both PRIE.L and PRIG.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
PRIE.L vs. PRIG.L — Risk / Return Rank
PRIE.L
PRIG.L
PRIE.L vs. PRIG.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 Prime Global Govies UCITS ETF DR (D) (PRIG.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 | PRIG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.02 | +1.07 |
Sortino ratioReturn per unit of downside risk | 1.45 | 0.07 | +1.38 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.01 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.08 | +1.46 |
Martin ratioReturn relative to average drawdown | 5.60 | 0.13 | +5.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRIE.L | PRIG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.02 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | -0.30 | +1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | -0.11 | +0.71 |
Correlation
The correlation between PRIE.L and PRIG.L is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
PRIE.L vs. PRIG.L - Dividend Comparison
PRIE.L has not paid dividends to shareholders, while PRIG.L's dividend yield for the trailing twelve months is around 2.96%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D) | 2.96% | 2.96% | 2.31% | 1.97% | 1.72% | 1.50% | 1.75% | 1.23% |
Drawdowns
PRIE.L vs. PRIG.L - Drawdown Comparison
The maximum PRIE.L drawdown since its inception was -28.47%, which is greater than PRIG.L's maximum drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for PRIE.L and PRIG.L.
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Drawdown Indicators
| PRIE.L | PRIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.47% | -26.02% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -5.10% | -5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -15.92% | -17.03% | +1.11% |
Current DrawdownCurrent decline from peak | -6.11% | -23.09% | +16.98% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -16.24% | +12.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.98% | -0.09% |
Volatility
PRIE.L vs. PRIG.L - Volatility Comparison
Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) has a higher volatility of 5.81% compared to Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) at 1.69%. This indicates that PRIE.L's price experiences larger fluctuations and is considered to be riskier than PRIG.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 | PRIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 1.69% | +4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 3.65% | +6.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.31% | 5.40% | +8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 7.18% | +6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 7.82% | +8.03% |