PRIZ.L vs. IEFV.L

Last updated Jun 26, 2026

PRIZ.L (Amundi Prime Eurozone UCITS ETF DR (D)) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - PRIZ.L tracks the MSCI EMU NR EUR while IEFV.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, PRIZ.L returned 11.17%/yr vs 15.04%/yr for IEFV.L. Their correlation of 0.88 suggests significant overlap in exposure. PRIZ.L charges 0.05%/yr vs 0.25%/yr for IEFV.L.

Performance

PRIZ.L vs. IEFV.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 iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRIZ.L achieves a 10.24% return, which is significantly lower than IEFV.L's 14.64% return.

PRIZ.L

• 1D: -0.36%
• 1M: 2.11%
• YTD: 10.24%
• 6M: 10.89%
• 1Y: 25.39%
• 3Y*: 17.77%
• 5Y*: 11.17%
• 10Y*: —

IEFV.L

• 1D: 1.36%
• 1M: 1.12%
• YTD: 14.64%
• 6M: 15.38%
• 1Y: 38.77%
• 3Y*: 22.78%
• 5Y*: 15.04%
• 10Y*: 12.59%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	10.24%	30.85%	4.78%	17.14%	-6.69%	17.22%	2.06%	3.64%
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF	14.64%	42.20%	5.40%	11.41%	1.47%	18.58%	-3.74%	12.16%

Correlation

The correlation between PRIZ.L and IEFV.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019	0.88

The correlation between PRIZ.L and IEFV.L has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

PRIZ.L vs. IEFV.L - Sectors Allocation Comparison

Sectors	PRIZ.L	IEFV.L
Financial Services	24.8%	23.6%
Industrials	19.8%	18.8%
Technology	17.2%	9.7%
Consumer Cyclical	8.6%	6.5%
Utilities	6.4%	4.8%
Healthcare	5.8%	13.2%
Consumer Defensive	4.9%	8.6%
Communication Services	4.3%	3.6%
Energy	3.9%	5.2%
Basic Materials	3.6%	5.5%
Real Estate	0.7%	0.7%

Return for Risk

PRIZ.L vs. IEFV.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: 56
PRIZ.L Sharpe Ratio Rank: 59
PRIZ.L Sortino Ratio Rank: 61
PRIZ.L Omega Ratio Rank: 60
PRIZ.L Calmar Ratio Rank: 51
PRIZ.L Martin Ratio Rank: 52

IEFV.L

IEFV.L Risk / Return Rank: 87
IEFV.L Sharpe Ratio Rank: 93
IEFV.L Sortino Ratio Rank: 92
IEFV.L Omega Ratio Rank: 92
IEFV.L Calmar Ratio Rank: 79
IEFV.L Martin Ratio Rank: 79

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. IEFV.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 iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PRIZ.L	IEFV.L	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.88	-1.13
Sortino ratio: Return per unit of downside risk	2.51	3.91	-1.40
Omega ratio: Gain probability vs. loss probability	1.32	1.53	-0.21
Calmar ratio: Return relative to maximum drawdown	2.23	3.65	-1.42
Martin ratio: Return relative to average drawdown	7.97	13.42	-5.45

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

The current PRIZ.L Sharpe Ratio is 1.75, which is lower than the IEFV.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of PRIZ.L and IEFV.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.

Drawdowns

PRIZ.L vs. IEFV.L - Drawdown Comparison

The maximum PRIZ.L drawdown since its inception was -33.06%, roughly equal to the maximum IEFV.L drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for PRIZ.L and IEFV.L.

Drawdown Indicators

	PRIZ.L	IEFV.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-34.64%	+1.58%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-10.57%	-0.35%
Max Drawdown (3Y) Largest decline over 3 years	-12.94%	-15.02%	+2.08%
Max Drawdown (5Y) Largest decline over 5 years	-21.44%	-16.16%	-5.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.64%	—
Current Drawdown Current decline from peak	-2.09%	0.00%	-2.09%
Average Drawdown Average peak-to-trough decline	-5.36%	-6.18%	+0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	2.88%	+0.18%

Volatility

PRIZ.L vs. IEFV.L - Volatility Comparison

The current volatility for Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) is 3.46%, while iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a volatility of 3.84%. This indicates that PRIZ.L experiences smaller price fluctuations and is considered to be less risky than IEFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRIZ.L	IEFV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	3.84%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	11.73%	11.09%	+0.64%
Volatility (1Y) Calculated over the trailing 1-year period	13.99%	13.43%	+0.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	17.10%	-0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.87%	17.58%	+1.29%

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

PRIZ.L has a 0.05% expense ratio, which is lower than IEFV.L's 0.25% 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%.

Dividends

PRIZ.L vs. IEFV.L - Dividend Comparison

PRIZ.L's dividend yield for the trailing twelve months is around 2.30%, while IEFV.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	2.30%	2.54%	2.75%	2.78%	3.05%	1.86%	2.08%	3.08%

Frequently Asked Questions

Can I hold both PRIZ.L and IEFV.L in my portfolio?

PRIZ.L and IEFV.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRIZ.L or IEFV.L?

On fees, PRIZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRIZ.L or IEFV.L?

PRIZ.L is cheaper with a 0.05% expense ratio, compared with 0.25% for IEFV.L.

What is the main difference between PRIZ.L and IEFV.L?

PRIZ.L tracks MSCI EMU NR EUR, while IEFV.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRIZ.L and 0.25% for IEFV.L.