QDVX.DE vs. PRAE.DE
QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds - QDVX.DE tracks the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, QDVX.DE returned 10.16%/yr vs 10.04%/yr for PRAE.DE. A 0.79 correlation means they provide meaningful diversification when combined. QDVX.DE charges 0.28%/yr vs 0.05%/yr for PRAE.DE.
Performance
QDVX.DE vs. PRAE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVX.DE achieves a 4.78% return, which is significantly lower than PRAE.DE's 7.71% return.
QDVX.DE
- 1D
- 0.51%
- 1M
- -0.32%
- YTD
- 4.78%
- 6M
- 6.26%
- 1Y
- 7.42%
- 3Y*
- 10.77%
- 5Y*
- 10.16%
- 10Y*
- —
PRAE.DE
- 1D
- 0.23%
- 1M
- 0.88%
- YTD
- 7.71%
- 6M
- 9.87%
- 1Y
- 16.29%
- 3Y*
- 13.87%
- 5Y*
- 10.04%
- 10Y*
- —
QDVX.DE vs. PRAE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 4.78% | 11.35% | 10.70% | 15.30% | 0.75% | 19.00% | -10.18% |
PRAE.DE Amundi Prime Europe UCITS ETF | 7.71% | 20.47% | 8.49% | 15.73% | -9.25% | 25.29% | -4.31% |
Correlation
The correlation between QDVX.DE and PRAE.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.79 |
The correlation between QDVX.DE and PRAE.DE has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVX.DE vs. PRAE.DE — Risk / Return Rank
QDVX.DE
PRAE.DE
QDVX.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and Amundi Prime Europe UCITS ETF (PRAE.DE). 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.
| QDVX.DE | PRAE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.75 | -0.82 |
| Martin ratioReturn relative to average drawdown | 2.94 | 6.64 | -3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVX.DE | PRAE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.29 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.69 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.54 | -0.04 |
Drawdowns
QDVX.DE vs. PRAE.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.46%, which is greater than PRAE.DE's maximum drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and PRAE.DE.
Loading charts...
Drawdown Indicators
| QDVX.DE | PRAE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -32.86% | -5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -9.54% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -16.94% | +2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -14.59% | -19.60% | +5.01% |
Current DrawdownCurrent decline from peak | -2.25% | -1.63% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -5.27% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.52% | +0.11% |
Volatility
QDVX.DE vs. PRAE.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) is 3.58%, while Amundi Prime Europe UCITS ETF (PRAE.DE) has a volatility of 4.39%. This indicates that QDVX.DE experiences smaller price fluctuations and is considered to be less risky than PRAE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVX.DE | PRAE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 4.39% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 10.66% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 12.97% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 14.42% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 17.22% | -1.87% |
QDVX.DE vs. PRAE.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is higher than PRAE.DE's 0.05% expense ratio.
Dividends
QDVX.DE vs. PRAE.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.21%, while PRAE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
PRAE.DE Amundi Prime Europe UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.21% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.19% | 1.56% |
Frequently Asked Questions
QDVX.DE and PRAE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAE.DE is cheaper with a 0.05% expense ratio, compared with 0.28% for QDVX.DE.
QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.28% for QDVX.DE and 0.05% for PRAE.DE.
Find the right allocation for QDVX.DE and PRAE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer