PRIE.L vs. VEU

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) and Vanguard FTSE All-World ex-US ETF (VEU).

PRIE.L and VEU 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. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. Both PRIE.L and VEU 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. VEU - 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 Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

PRIE.L vs. VEU - 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%
VEU Vanguard FTSE All-World ex-US ETF	5.31%	22.92%	7.41%	10.05%	-5.54%	9.29%	7.83%	11.05%

Different Trading Currencies

PRIE.L is traded in GBp, while VEU is traded in USD. To make them comparable, the VEU 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 1.53% return, which is significantly lower than VEU's 5.31% 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*: —

VEU

• 1D: 1.09%
• 1M: -4.14%
• YTD: 5.31%
• 6M: 9.57%
• 1Y: 25.75%
• 3Y*: 13.44%
• 5Y*: 8.66%
• 10Y*: 9.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIE.L vs. VEU - Expense Ratio Comparison

PRIE.L has a 0.05% expense ratio, which is lower than VEU'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%.

VEU

Vanguard FTSE All-World ex-US ETF

PRIE.L

Amundi Prime Europe UCITS ETF DR (D)

Return for Risk

PRIE.L vs. VEU — 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: 54
PRIE.L Sharpe Ratio Rank: 58
PRIE.L Sortino Ratio Rank: 52
PRIE.L Omega Ratio Rank: 56
PRIE.L Calmar Ratio Rank: 54
PRIE.L Martin Ratio Rank: 52

VEU

VEU Risk / Return Rank: 84
VEU Sharpe Ratio Rank: 83
VEU Sortino Ratio Rank: 85
VEU Omega Ratio Rank: 84
VEU Calmar Ratio Rank: 85
VEU Martin Ratio Rank: 84

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. VEU - 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 Vanguard FTSE All-World ex-US ETF (VEU). 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	VEU	Difference
Sharpe ratio Return per unit of total volatility	1.09	1.69	-0.61
Sortino ratio Return per unit of downside risk	1.45	2.35	-0.89
Omega ratio Gain probability vs. loss probability	1.22	1.36	-0.14
Calmar ratio Return relative to maximum drawdown	1.53	2.58	-1.05
Martin ratio Return relative to average drawdown	5.60	9.72	-4.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRIE.L vs. VEU - Sharpe Ratio Comparison

The current PRIE.L Sharpe Ratio is 1.09, which is lower than the VEU Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of PRIE.L and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRIE.L	VEU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	1.69	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.68	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.35	+0.26

Correlation

The correlation between PRIE.L and VEU is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PRIE.L vs. VEU - Dividend Comparison

PRIE.L has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.88%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VEU Vanguard FTSE All-World ex-US ETF	2.88%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%

Drawdowns

PRIE.L vs. VEU - Drawdown Comparison

The maximum PRIE.L drawdown since its inception was -28.47%, smaller than the maximum VEU drawdown of -42.89%. Use the drawdown chart below to compare losses from any high point for PRIE.L and VEU.

Drawdown Indicators

	PRIE.L	VEU	Difference
Max Drawdown Largest peak-to-trough decline	-28.47%	-61.52%	+33.05%
Max Drawdown (1Y) Largest decline over 1 year	-10.55%	-11.43%	+0.88%
Max Drawdown (5Y) Largest decline over 5 years	-15.92%	-29.31%	+13.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.98%	—
Current Drawdown Current decline from peak	-6.11%	-7.36%	+1.25%
Average Drawdown Average peak-to-trough decline	-4.02%	-13.23%	+9.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.99%	-0.10%

Volatility

PRIE.L vs. VEU - Volatility Comparison

The current volatility for Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) is 5.81%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 6.56%. This indicates that PRIE.L experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRIE.L	VEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.81%	6.56%	-0.75%
Volatility (6M) Calculated over the trailing 6-month period	9.65%	10.20%	-0.55%
Volatility (1Y) Calculated over the trailing 1-year period	14.31%	15.28%	-0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	12.80%	+1.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.85%	15.51%	+0.34%