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PRIZ.L vs. ANXU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIZ.L vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

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PRIZ.L vs. ANXU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
-0.10%27.89%4.51%16.47%-6.17%16.30%2.36%0.89%
ANXU.L
Amundi Nasdaq-100 UCITS USD
-3.64%11.32%28.95%48.68%-25.30%28.68%41.33%8.35%
Different Trading Currencies

PRIZ.L is traded in GBp, while ANXU.L is traded in USD. To make them comparable, the ANXU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRIZ.L achieves a -0.10% return, which is significantly higher than ANXU.L's -3.64% return.


PRIZ.L

1D
2.73%
1M
-4.13%
YTD
-0.10%
6M
1.72%
1Y
15.79%
3Y*
13.73%
5Y*
10.11%
10Y*

ANXU.L

1D
3.02%
1M
-1.94%
YTD
-3.64%
6M
-0.58%
1Y
21.75%
3Y*
20.31%
5Y*
14.17%
10Y*
19.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIZ.L vs. ANXU.L - Expense Ratio Comparison

PRIZ.L has a 0.05% expense ratio, which is lower than ANXU.L's 0.13% 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

PRIZ.L vs. ANXU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRIZ.L
PRIZ.L Risk / Return Rank: 4747
Overall Rank
PRIZ.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PRIZ.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
PRIZ.L Omega Ratio Rank: 5252
Omega Ratio Rank
PRIZ.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRIZ.L Martin Ratio Rank: 3737
Martin Ratio Rank

ANXU.L
ANXU.L Risk / Return Rank: 7171
Overall Rank
ANXU.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 6565
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7171
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.

PRIZ.L vs. ANXU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) and Amundi Nasdaq-100 UCITS USD (ANXU.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.


PRIZ.LANXU.LDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.12

-0.05

Sortino ratio

Return per unit of downside risk

1.46

1.65

-0.19

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.07

1.93

-0.86

Martin ratio

Return relative to average drawdown

3.90

5.59

-1.69

PRIZ.L vs. ANXU.L - Sharpe Ratio Comparison

The current PRIZ.L Sharpe Ratio is 1.07, which is comparable to the ANXU.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PRIZ.L and ANXU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRIZ.LANXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.12

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.71

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.20

-0.60

Correlation

The correlation between PRIZ.L and ANXU.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRIZ.L vs. ANXU.L - Dividend Comparison

Neither PRIZ.L nor ANXU.L has paid dividends to shareholders.


TTM2025202420232022202120202019
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
0.00%0.00%2.75%2.77%3.02%1.87%2.06%2.62%
ANXU.L
Amundi Nasdaq-100 UCITS USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRIZ.L vs. ANXU.L - Drawdown Comparison

The maximum PRIZ.L drawdown since its inception was -32.96%, which is greater than ANXU.L's maximum drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for PRIZ.L and ANXU.L.


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Drawdown Indicators


PRIZ.LANXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.96%

-35.13%

+2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-12.04%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-21.43%

-35.13%

+13.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.13%

Current Drawdown

Current decline from peak

-6.81%

-7.59%

+0.78%

Average Drawdown

Average peak-to-trough decline

-5.07%

-5.84%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.07%

+0.43%

Volatility

PRIZ.L vs. ANXU.L - Volatility Comparison

Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L) have volatilities of 6.26% and 6.04%, 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


PRIZ.LANXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

6.04%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

12.22%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

19.45%

-4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

20.11%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.40%

21.21%

+2.19%