S6EW.L vs. PRIE.L

Last updated Jul 18, 2026

S6EW.L (Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc)) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - S6EW.L tracks the STOXX Europe 600 ESG Broad Market Equal Weight Index Net Return EUR while PRIE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, S6EW.L returned 5.57%/yr vs 10.56%/yr for PRIE.L. Their correlation of 0.89 suggests significant overlap in exposure. S6EW.L charges 0.30%/yr vs 0.05%/yr for PRIE.L.

Performance

S6EW.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc) (S6EW.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

S6EW.L is traded in EUR, while PRIE.L is traded in GBp. To make them comparable, the PRIE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, S6EW.L achieves a 8.61% return, which is significantly lower than PRIE.L's 11.03% return.

S6EW.L

• 1D: 0.43%
• 1M: 1.08%
• 6M: 5.77%
• YTD: 8.61%
• 1Y: 15.19%
• 3Y*: 12.05%
• 5Y*: 5.57%
• 10Y*: 8.04%

PRIE.L

• 1D: -0.16%
• 1M: 0.56%
• 6M: 6.82%
• YTD: 11.03%
• 1Y: 21.23%
• 3Y*: 14.89%
• 5Y*: 10.56%
• 10Y*: —

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

S6EW.L vs. PRIE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
S6EW.L Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc)	8.61%	17.10%	4.54%	14.86%	-18.32%	21.45%	1.62%	18.71%
PRIE.L Amundi Prime Europe UCITS ETF DR (D)	11.03%	19.54%	8.79%	15.79%	-8.59%	25.03%	-3.56%	5.10%

Correlation

The correlation between S6EW.L and PRIE.L is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019	0.89

The correlation between S6EW.L and PRIE.L has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Return for Risk

S6EW.L vs. PRIE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

S6EW.L

S6EW.L Risk / Return Rank: 44
S6EW.L Sharpe Ratio Rank: 46
S6EW.L Sortino Ratio Rank: 44
S6EW.L Omega Ratio Rank: 46
S6EW.L Calmar Ratio Rank: 38
S6EW.L Martin Ratio Rank: 45

PRIE.L

PRIE.L Risk / Return Rank: 56
PRIE.L Sharpe Ratio Rank: 61
PRIE.L Sortino Ratio Rank: 60
PRIE.L Omega Ratio Rank: 63
PRIE.L Calmar Ratio Rank: 45
PRIE.L Martin Ratio Rank: 51

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.

S6EW.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc) (S6EW.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.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.

	S6EW.L	PRIE.L	Difference
Sharpe ratio: Return per unit of total volatility	1.22	1.67	-0.45
Sortino ratio: Return per unit of downside risk	1.75	2.37	-0.63
Omega ratio: Gain probability vs. loss probability	1.23	1.31	-0.08
Calmar ratio: Return relative to maximum drawdown	1.50	2.21	-0.72
Martin ratio: Return relative to average drawdown	5.60	8.52	-2.92

S6EW.L vs. PRIE.L - Sharpe Ratio Comparison

The current S6EW.L Sharpe Ratio is 1.22, which is comparable to the PRIE.L Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of S6EW.L and PRIE.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

S6EW.L vs. PRIE.L - Drawdown Comparison

The maximum S6EW.L drawdown since its inception was -37.58%, roughly equal to the maximum PRIE.L drawdown of -36.11%. Use the drawdown chart below to compare losses from any high point for S6EW.L and PRIE.L.

Drawdown Indicators

	S6EW.L	PRIE.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.58%	-36.11%	-1.47%
Max Drawdown (1Y) Largest decline over 1 year	-10.36%	-9.54%	-0.82%
Max Drawdown (3Y) Largest decline over 3 years	-15.06%	-16.26%	+1.20%
Max Drawdown (5Y) Largest decline over 5 years	-29.60%	-19.61%	-9.99%
Max Drawdown (10Y) Largest decline over 10 years	-37.58%	—	—
Current Drawdown Current decline from peak	-0.63%	-1.81%	+1.18%
Average Drawdown Average peak-to-trough decline	-6.14%	-5.69%	-0.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	2.49%	+0.29%

Volatility

S6EW.L vs. PRIE.L - Volatility Comparison

Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc) (S6EW.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) have volatilities of 3.31% and 3.31%, 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

	S6EW.L	PRIE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	3.31%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	10.74%	10.65%	+0.09%
Volatility (1Y) Calculated over the trailing 1-year period	12.70%	12.68%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.60%	14.38%	+1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.95%	17.23%	-1.28%

S6EW.L vs. PRIE.L - Expense Ratio Comparison

S6EW.L has a 0.30% expense ratio, which is higher than PRIE.L's 0.05% expense ratio.

Dividends

S6EW.L vs. PRIE.L - Dividend Comparison

S6EW.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 2.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
PRIE.L Amundi Prime Europe UCITS ETF DR (D)	2.38%	2.57%	2.84%	2.88%	3.10%	2.27%	2.16%	2.76%
S6EW.L Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both S6EW.L and PRIE.L in my portfolio?

S6EW.L and PRIE.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, S6EW.L or PRIE.L?

On fees, PRIE.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, S6EW.L or PRIE.L?

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.30% for S6EW.L.

What is the main difference between S6EW.L and PRIE.L?

S6EW.L tracks STOXX Europe 600 ESG Broad Market Equal Weight Index Net Return EUR, while PRIE.L tracks MSCI Europe NR EUR. They also come from different issuers: Ossiam and Amundi. Their fees differ too: 0.30% for S6EW.L and 0.05% for PRIE.L.