PRIZ.L vs. IEUR

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) and iShares Core MSCI Europe ETF (IEUR).

PRIZ.L and IEUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRIZ.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 30, 2019. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. Both PRIZ.L and IEUR 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

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

PRIZ.L vs. IEUR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%
IEUR iShares Core MSCI Europe ETF	2.17%	26.01%	3.17%	13.72%	-5.90%	17.82%	2.22%	1.18%

Different Trading Currencies

PRIZ.L is traded in GBp, while IEUR is traded in USD. To make them comparable, the IEUR 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 lower than IEUR's 0.88% 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*: —

IEUR

• 1D: 0.00%
• 1M: -4.86%
• YTD: 0.88%
• 6M: 5.10%
• 1Y: 17.60%
• 3Y*: 11.31%
• 5Y*: 9.37%
• 10Y*: 9.68%

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

PRIZ.L vs. IEUR - Expense Ratio Comparison

PRIZ.L has a 0.05% expense ratio, which is lower than IEUR's 0.09% 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%.

IEUR

iShares Core MSCI Europe ETF

PRIZ.L

Amundi Prime Eurozone UCITS ETF DR (D)

Return for Risk

PRIZ.L vs. IEUR — 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: 47
PRIZ.L Sharpe Ratio Rank: 57
PRIZ.L Sortino Ratio Rank: 51
PRIZ.L Omega Ratio Rank: 52
PRIZ.L Calmar Ratio Rank: 36
PRIZ.L Martin Ratio Rank: 37

IEUR

IEUR Risk / Return Rank: 69
IEUR Sharpe Ratio Rank: 69
IEUR Sortino Ratio Rank: 70
IEUR Omega Ratio Rank: 68
IEUR Calmar Ratio Rank: 70
IEUR Martin Ratio Rank: 68

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. IEUR - 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 Core MSCI Europe ETF (IEUR). 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.L	IEUR	Difference
Sharpe ratio Return per unit of total volatility	1.07	1.13	-0.07
Sortino ratio Return per unit of downside risk	1.46	1.70	-0.24
Omega ratio Gain probability vs. loss probability	1.21	1.24	-0.03
Calmar ratio Return relative to maximum drawdown	1.07	1.61	-0.53
Martin ratio Return relative to average drawdown	3.90	6.40	-2.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRIZ.L vs. IEUR - Sharpe Ratio Comparison

The current PRIZ.L Sharpe Ratio is 1.07, which is comparable to the IEUR Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of PRIZ.L and IEUR, 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

	PRIZ.L	IEUR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.13	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.67	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.50	+0.09

Correlation

The correlation between PRIZ.L and IEUR is 0.45, 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. IEUR - Dividend Comparison

PRIZ.L has not paid dividends to shareholders, while IEUR's dividend yield for the trailing twelve months is around 2.96%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%	0.00%
IEUR iShares Core MSCI Europe ETF	2.96%	2.97%	3.54%	3.17%	3.05%	2.88%	2.13%	3.26%	3.76%	2.64%	3.19%	2.79%

Drawdowns

PRIZ.L vs. IEUR - Drawdown Comparison

The maximum PRIZ.L drawdown since its inception was -32.96%, which is greater than IEUR's maximum drawdown of -30.58%. Use the drawdown chart below to compare losses from any high point for PRIZ.L and IEUR.

Drawdown Indicators

	PRIZ.L	IEUR	Difference
Max Drawdown Largest peak-to-trough decline	-32.96%	-36.96%	+4.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-12.04%	+1.12%
Max Drawdown (5Y) Largest decline over 5 years	-21.43%	-32.75%	+11.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.96%	—
Current Drawdown Current decline from peak	-6.81%	-7.05%	+0.24%
Average Drawdown Average peak-to-trough decline	-5.07%	-8.30%	+3.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	3.13%	+0.37%

Volatility

PRIZ.L vs. IEUR - Volatility Comparison

Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) and iShares Core MSCI Europe ETF (IEUR) have volatilities of 6.26% and 6.17%, 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.

Volatility by Period

	PRIZ.L	IEUR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.26%	6.17%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	10.73%	9.53%	+1.20%
Volatility (1Y) Calculated over the trailing 1-year period	15.14%	15.59%	-0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.17%	14.03%	+6.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.40%	16.24%	+7.16%