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PRIZ.L vs. S250.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIZ.L vs. S250.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 Invesco FTSE 250 UCITS ETF (S250.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRIZ.L achieves a 8.21% return, which is significantly higher than S250.L's 5.31% return.


PRIZ.L

1D
0.35%
1M
4.96%
YTD
8.21%
6M
7.53%
1Y
19.00%
3Y*
13.22%
5Y*
8.24%
10Y*

S250.L

1D
0.50%
1M
4.20%
YTD
5.31%
6M
7.34%
1Y
14.35%
3Y*
10.35%
5Y*
3.40%
10Y*
5.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIZ.L vs. S250.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
8.21%28.03%1.78%13.31%-9.02%14.24%0.24%-1.68%
S250.L
Invesco FTSE 250 UCITS ETF
5.31%12.81%7.93%7.60%-17.52%16.69%-4.90%12.04%

Correlation

The correlation between PRIZ.L and S250.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2019

0.45

The correlation between PRIZ.L and S250.L shifts across timeframes, from 0.43 (3 years) to 0.60 (1 year), reflecting how their relationship changes across market environments.

PRIZ.L vs. S250.L - Sectors Allocation Comparison


Sectors
PRIZ.L
S250.L

Financial Services

24.2%
19.5%

Industrials

20.7%
19.9%

Technology

15.9%
9.3%

Consumer Cyclical

8.4%
13.3%

Utilities

6.8%
3.0%

Healthcare

5.9%
4.4%

Consumer Defensive

5.0%
6.1%

Energy

4.6%
2.5%

Communication Services

4.0%
5.9%

Basic Materials

3.9%
6.6%

Real Estate

0.7%
9.4%

Financial Services

PRIZ.L
24.2%
S250.L
19.5%

Industrials

PRIZ.L
20.7%
S250.L
19.9%

Technology

PRIZ.L
15.9%
S250.L
9.3%

Consumer Cyclical

PRIZ.L
8.4%
S250.L
13.3%

Utilities

PRIZ.L
6.8%
S250.L
3.0%

Healthcare

PRIZ.L
5.9%
S250.L
4.4%

Consumer Defensive

PRIZ.L
5.0%
S250.L
6.1%

Energy

PRIZ.L
4.6%
S250.L
2.5%

Communication Services

PRIZ.L
4.0%
S250.L
5.9%

Basic Materials

PRIZ.L
3.9%
S250.L
6.6%

Real Estate

PRIZ.L
0.7%
S250.L
9.4%

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Return for Risk

PRIZ.L vs. S250.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: 4646
Sharpe Ratio Rank
PRIZ.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRIZ.L Omega Ratio Rank: 4747
Omega Ratio Rank
PRIZ.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
PRIZ.L Martin Ratio Rank: 4848
Martin Ratio Rank

S250.L
S250.L Risk / Return Rank: 3131
Overall Rank
S250.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
S250.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
S250.L Omega Ratio Rank: 3232
Omega Ratio Rank
S250.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
S250.L Martin Ratio Rank: 3131
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. S250.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 Invesco FTSE 250 UCITS ETF (S250.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.LS250.LDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratioReturn relative to maximum drawdown

2.47

1.24

+1.22

Martin ratioReturn relative to average drawdown

7.96

4.49

+3.46

PRIZ.L vs. S250.L - Sharpe Ratio Comparison

The current PRIZ.L Sharpe Ratio is 1.59, which is higher than the S250.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of PRIZ.L and S250.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


PRIZ.LS250.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.15

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.23

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.55

-0.03

Drawdowns

PRIZ.L vs. S250.L - Drawdown Comparison

The maximum PRIZ.L drawdown since its inception was -33.71%, smaller than the maximum S250.L drawdown of -40.91%. Use the drawdown chart below to compare losses from any high point for PRIZ.L and S250.L.


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Drawdown Indicators


PRIZ.LS250.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.71%

-40.91%

+7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-11.48%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-12.94%

-16.16%

+3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

-29.69%

+6.87%

Max Drawdown (10Y)

Largest decline over 10 years

-40.91%

Current Drawdown

Current decline from peak

-0.09%

-0.69%

+0.60%

Average Drawdown

Average peak-to-trough decline

-6.03%

-7.19%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.19%

+0.40%

Volatility

PRIZ.L vs. S250.L - Volatility Comparison

Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) has a higher volatility of 4.56% compared to Invesco FTSE 250 UCITS ETF (S250.L) at 4.15%. This indicates that PRIZ.L's price experiences larger fluctuations and is considered to be riskier than S250.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIZ.LS250.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

4.15%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

10.33%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

12.41%

+4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

14.95%

+6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.31%

16.43%

+7.88%

PRIZ.L vs. S250.L - Expense Ratio Comparison

PRIZ.L has a 0.05% expense ratio, which is lower than S250.L's 0.12% 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. S250.L - Dividend Comparison

PRIZ.L's dividend yield for the trailing twelve months is around 0.02%, while S250.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
0.02%0.03%0.03%0.03%0.03%0.02%0.02%0.03%
S250.L
Invesco FTSE 250 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PRIZ.L and S250.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

PRIZ.L is cheaper with a 0.05% expense ratio, compared with 0.12% for S250.L.

PRIZ.L tracks MSCI EMU NR EUR, while S250.L tracks FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.05% for PRIZ.L and 0.12% for S250.L.

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