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SLMA.DE vs. PRAZ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLMA.DE vs. PRAZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE). The values are adjusted to include any dividend payments, if applicable.

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SLMA.DE vs. PRAZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SLMA.DE
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)
-0.20%22.99%9.30%19.71%-12.70%22.35%-0.56%
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
0.13%24.75%9.66%19.29%-11.83%26.38%-4.68%

Returns By Period

In the year-to-date period, SLMA.DE achieves a -0.20% return, which is significantly lower than PRAZ.DE's 0.13% return.


SLMA.DE

1D
2.76%
1M
-3.56%
YTD
-0.20%
6M
4.10%
1Y
12.69%
3Y*
12.79%
5Y*
9.55%
10Y*

PRAZ.DE

1D
2.78%
1M
-3.75%
YTD
0.13%
6M
4.35%
1Y
14.44%
3Y*
13.49%
5Y*
10.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLMA.DE vs. PRAZ.DE - Expense Ratio Comparison

SLMA.DE has a 0.12% expense ratio, which is higher than PRAZ.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SLMA.DE vs. PRAZ.DE — Risk / Return Rank

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

SLMA.DE
SLMA.DE Risk / Return Rank: 4040
Overall Rank
SLMA.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SLMA.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLMA.DE Omega Ratio Rank: 3838
Omega Ratio Rank
SLMA.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLMA.DE Martin Ratio Rank: 4242
Martin Ratio Rank

PRAZ.DE
PRAZ.DE Risk / Return Rank: 4646
Overall Rank
PRAZ.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PRAZ.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
PRAZ.DE Omega Ratio Rank: 4242
Omega Ratio Rank
PRAZ.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRAZ.DE Martin Ratio Rank: 5151
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.

SLMA.DE vs. PRAZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.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.


SLMA.DEPRAZ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.86

-0.07

Sortino ratio

Return per unit of downside risk

1.15

1.24

-0.09

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.26

1.46

-0.19

Martin ratio

Return relative to average drawdown

4.53

5.25

-0.72

SLMA.DE vs. PRAZ.DE - Sharpe Ratio Comparison

The current SLMA.DE Sharpe Ratio is 0.80, which is comparable to the PRAZ.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SLMA.DE and PRAZ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SLMA.DEPRAZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.86

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.60

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.48

+0.09

Correlation

The correlation between SLMA.DE and PRAZ.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SLMA.DE vs. PRAZ.DE - Dividend Comparison

Neither SLMA.DE nor PRAZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLMA.DE vs. PRAZ.DE - Drawdown Comparison

The maximum SLMA.DE drawdown since its inception was -37.39%, which is greater than PRAZ.DE's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for SLMA.DE and PRAZ.DE.


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Drawdown Indicators


SLMA.DEPRAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.39%

-29.52%

-7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-11.93%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-24.09%

-1.01%

Current Drawdown

Current decline from peak

-5.99%

-6.34%

+0.35%

Average Drawdown

Average peak-to-trough decline

-5.47%

-6.29%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.89%

-0.04%

Volatility

SLMA.DE vs. PRAZ.DE - Volatility Comparison

iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE) have volatilities of 6.27% and 6.51%, 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


SLMA.DEPRAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

6.51%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

10.51%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

16.68%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

16.77%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

19.14%

-1.15%