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PRIE.L vs. VEUA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIE.L vs. VEUA.L - 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 Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L). The values are adjusted to include any dividend payments, if applicable.

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PRIE.L vs. VEUA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
1.60%22.89%3.78%13.38%-3.63%17.40%1.98%1.95%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
1.41%26.07%4.49%13.45%-4.21%16.83%3.08%1.97%
Different Trading Currencies

PRIE.L is traded in GBp, while VEUA.L is traded in GBP. To make them comparable, the VEUA.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 1.60% return, which is significantly higher than VEUA.L's 1.41% return.


PRIE.L

1D
0.07%
1M
-1.94%
YTD
1.60%
6M
3.20%
1Y
18.53%
3Y*
11.20%
5Y*
9.87%
10Y*

VEUA.L

1D
0.06%
1M
-2.07%
YTD
1.41%
6M
5.63%
1Y
21.40%
3Y*
12.33%
5Y*
10.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIE.L vs. VEUA.L - Expense Ratio Comparison

PRIE.L has a 0.05% expense ratio, which is lower than VEUA.L's 0.10% 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%.


Return for Risk

PRIE.L vs. VEUA.L — 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: 5656
Overall Rank
PRIE.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 5959
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 5353
Martin Ratio Rank

VEUA.L
VEUA.L Risk / Return Rank: 7070
Overall Rank
VEUA.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VEUA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
VEUA.L Omega Ratio Rank: 7474
Omega Ratio Rank
VEUA.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
VEUA.L Martin Ratio Rank: 6464
Martin Ratio Rank
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. VEUA.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.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.LVEUA.LDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.46

-0.32

Sortino ratio

Return per unit of downside risk

1.51

1.91

-0.40

Omega ratio

Gain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

1.76

2.02

-0.26

Martin ratio

Return relative to average drawdown

6.64

8.09

-1.45

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

The current PRIE.L Sharpe Ratio is 1.13, which is comparable to the VEUA.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of PRIE.L and VEUA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRIE.LVEUA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.46

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.76

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.57

+0.04

Correlation

The correlation between PRIE.L and VEUA.L is 0.98, 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.


Dividends

PRIE.L vs. VEUA.L - Dividend Comparison

Neither PRIE.L nor VEUA.L has paid dividends to shareholders.


TTM2025202420232022202120202019
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%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRIE.L vs. VEUA.L - Drawdown Comparison

The maximum PRIE.L drawdown since its inception was -28.47%, roughly equal to the maximum VEUA.L drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for PRIE.L and VEUA.L.


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Drawdown Indicators


PRIE.LVEUA.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.47%

-28.45%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-10.59%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.92%

-16.36%

+0.44%

Current Drawdown

Current decline from peak

-6.05%

-6.19%

+0.14%

Average Drawdown

Average peak-to-trough decline

-4.02%

-4.14%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.64%

+0.15%

Volatility

PRIE.L vs. VEUA.L - Volatility Comparison

Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) have volatilities of 5.54% and 5.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIE.LVEUA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

5.52%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

9.17%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

13.10%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

13.62%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

15.84%

0.00%