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

Performance

PRIZ.L vs. CEUR.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 MSCI Europe (CEUR.L). The values are adjusted to include any dividend payments, if applicable.

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PRIZ.L vs. CEUR.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%
CEUR.L
Amundi MSCI Europe
1.05%24.46%4.90%12.93%-5.96%17.02%2.29%0.65%

Returns By Period

In the year-to-date period, PRIZ.L achieves a -0.10% return, which is significantly lower than CEUR.L's 1.05% 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*

CEUR.L

1D
2.55%
1M
-4.63%
YTD
1.05%
6M
6.73%
1Y
18.47%
3Y*
11.60%
5Y*
9.68%
10Y*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both PRIZ.L and CEUR.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

PRIZ.L vs. CEUR.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

CEUR.L
CEUR.L Risk / Return Rank: 6666
Overall Rank
CEUR.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CEUR.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
CEUR.L Omega Ratio Rank: 6969
Omega Ratio Rank
CEUR.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
CEUR.L Martin Ratio Rank: 6161
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. CEUR.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 MSCI Europe (CEUR.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.LCEUR.LDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.34

-0.27

Sortino ratio

Return per unit of downside risk

1.46

1.77

-0.31

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.07

1.71

-0.63

Martin ratio

Return relative to average drawdown

3.90

6.52

-2.62

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

The current PRIZ.L Sharpe Ratio is 1.07, which is comparable to the CEUR.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PRIZ.L and CEUR.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.LCEUR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.34

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.70

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.54

+0.06

Correlation

The correlation between PRIZ.L and CEUR.L is 0.59, 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

PRIZ.L vs. CEUR.L - Dividend Comparison

Neither PRIZ.L nor CEUR.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%
CEUR.L
Amundi MSCI Europe
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRIZ.L vs. CEUR.L - Drawdown Comparison

The maximum PRIZ.L drawdown since its inception was -32.96%, which is greater than CEUR.L's maximum drawdown of -28.63%. Use the drawdown chart below to compare losses from any high point for PRIZ.L and CEUR.L.


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Drawdown Indicators


PRIZ.LCEUR.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.96%

-28.63%

-4.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-11.05%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.43%

-17.85%

-3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-28.63%

Current Drawdown

Current decline from peak

-6.81%

-6.69%

-0.12%

Average Drawdown

Average peak-to-trough decline

-5.07%

-4.60%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.89%

+0.61%

Volatility

PRIZ.L vs. CEUR.L - Volatility Comparison

Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) and Amundi MSCI Europe (CEUR.L) have volatilities of 6.26% and 6.02%, 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.LCEUR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

6.02%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

9.46%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

13.76%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

13.80%

+6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.40%

14.91%

+8.49%