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PRIZ.L vs. UB06.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PRIZ.L vs. UB06.L

Last updated Jun 5, 2026

PRIZ.L (Amundi Prime Eurozone UCITS ETF DR (D)) and UB06.L (UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis) are both Europe Equities funds tracking the MSCI EMU NR EUR, from Amundi and UBS respectively. Both are passively managed. Over the past 5 years, PRIZ.L returned 8.24%/yr vs 10.71%/yr for UB06.L. A 0.59 correlation means they provide meaningful diversification when combined. PRIZ.L charges 0.05%/yr vs 0.17%/yr for UB06.L.

Performance

PRIZ.L vs. UB06.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 UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PRIZ.L having a 8.21% return and UB06.L slightly lower at 7.99%.

PRIZ.L

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

UB06.L

1D
0.42%
1M
4.96%
YTD
7.99%
6M
9.65%
1Y
21.21%
3Y*
16.18%
5Y*
10.71%
10Y*
11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIZ.L vs. UB06.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%
UB06.L
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis		7.99%30.63%4.81%16.43%-6.51%14.17%5.04%-0.02%

Correlation

The correlation between PRIZ.L and UB06.L is 0.79, 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

0.79

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

0.59

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

0.59

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

0.59

The correlation between PRIZ.L and UB06.L shifts across timeframes, from 0.59 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

PRIZ.L vs. UB06.L - Sectors Allocation Comparison

Sectors
PRIZ.L
UB06.L

Financial Services

24.2%
24.0%

Industrials

20.7%
20.7%

Technology

15.9%
15.7%

Consumer Cyclical

8.4%
8.3%

Utilities

6.8%
6.6%

Healthcare

5.9%
5.8%

Consumer Defensive

5.0%
5.5%

Energy

4.6%
4.2%

Communication Services

4.0%
4.4%

Basic Materials

3.9%
4.0%

Real Estate

0.7%
0.9%

Financial Services

PRIZ.L
24.2%
UB06.L
24.0%

Industrials

PRIZ.L
20.7%
UB06.L
20.7%

Technology

PRIZ.L
15.9%
UB06.L
15.7%

Consumer Cyclical

PRIZ.L
8.4%
UB06.L
8.3%

Utilities

PRIZ.L
6.8%
UB06.L
6.6%

Healthcare

PRIZ.L
5.9%
UB06.L
5.8%

Consumer Defensive

PRIZ.L
5.0%
UB06.L
5.5%

Energy

PRIZ.L
4.6%
UB06.L
4.2%

Communication Services

PRIZ.L
4.0%
UB06.L
4.4%

Basic Materials

PRIZ.L
3.9%
UB06.L
4.0%

Real Estate

PRIZ.L
0.7%
UB06.L
0.9%

Compare stocks, funds, or ETFs

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Amundi Prime Eurozone UCITS ETF DR (D)

UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis

Often compared with PRIZ.L:
PRIZ.L vs. PR1E.DEPRIZ.L vs. IEURPRIZ.L vs. MMS.LPRIZ.L vs. 500U.LPRIZ.L vs. LCUK.LPRIZ.L vs. 500G.LPRIZ.L vs. CEUR.L
Often compared with UB06.L:
UB06.L vs. CEMU.ASUB06.L vs. C001.DEUB06.L vs. 5ESG.LUB06.L vs. IMV.LUB06.L vs. CS1.LUB06.L vs. UC15.LUB06.L vs. WDEP.L

Return for Risk

PRIZ.L vs. UB06.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
UB06.L
UB06.L Risk / Return Rank: 4343
Overall Rank
UB06.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
UB06.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
UB06.L Omega Ratio Rank: 4545
Omega Ratio Rank
UB06.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
UB06.L Martin Ratio Rank: 4343
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. UB06.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 UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.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.LUB06.LDifference
Sharpe ratioReturn per unit of total volatility
1.59
1.50

+0.09

Sortino ratioReturn per unit of downside risk
2.16
2.17

-0.01

Omega ratioGain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratioReturn relative to maximum drawdown

2.47

1.94

+0.53

Martin ratioReturn relative to average drawdown

7.96

6.82

+1.13

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. UB06.L - Sharpe Ratio Comparison

The current PRIZ.L Sharpe Ratio is 1.59, which is comparable to the UB06.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of PRIZ.L and UB06.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.LUB06.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.50

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.66

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.68

-0.16

Drawdowns

PRIZ.L vs. UB06.L - Drawdown Comparison

The maximum PRIZ.L drawdown since its inception was -33.71%, which is greater than UB06.L's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for PRIZ.L and UB06.L.

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Drawdown Indicators

PRIZ.LUB06.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.71%

-31.36%

-2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-10.91%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-12.94%

-13.04%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

-21.60%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.36%

—

Current Drawdown

Current decline from peak

-0.09%

-0.11%

+0.02%

Average Drawdown

Average peak-to-trough decline

-6.03%

-5.01%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.10%

+0.49%

Volatility

PRIZ.L vs. UB06.L - Volatility Comparison

Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) and UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UB06.L) have volatilities of 4.56% and 4.48%, 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.LUB06.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

4.48%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

11.63%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

14.08%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

16.14%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.31%

16.82%

+7.49%

PRIZ.L vs. UB06.L - Expense Ratio Comparison

PRIZ.L has a 0.05% expense ratio, which is lower than UB06.L's 0.17% 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. UB06.L - Dividend Comparison

PRIZ.L's dividend yield for the trailing twelve months is around 0.02%, less than UB06.L's 2.47% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
UB06.L
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis		2.47%2.49%2.80%2.68%2.68%1.88%1.57%2.84%3.20%2.52%2.50%2.92%

Frequently Asked Questions

PRIZ.L and UB06.L have a correlation of 0.79, 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 0.17% for UB06.L.

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.05% for PRIZ.L and 0.17% for UB06.L.

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