SRHE.L vs. PRIE.L
Compare and contrast key facts about Amundi Index MSCI EMU SRI PAB UCITS ETF DR (C) (SRHE.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L).
SRHE.L and PRIE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SRHE.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU NR EUR. It was launched on Mar 10, 2020. PRIE.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Jan 30, 2019. Both SRHE.L and PRIE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRHE.L or PRIE.L.
Key characteristics
| SRHE.L | PRIE.L | |
|---|---|---|
| YTD Return | 4.42% | 2.79% |
| 1Y Return | 11.08% | 7.03% |
| Sharpe Ratio | 0.84 | 0.57 |
| Sortino Ratio | 1.26 | 0.84 |
| Omega Ratio | 1.15 | 1.10 |
| Calmar Ratio | 1.29 | 0.90 |
| Martin Ratio | 3.42 | 2.48 |
| Ulcer Index | 2.68% | 2.42% |
| Daily Std Dev | 10.97% | 10.62% |
| Max Drawdown | -12.18% | -28.92% |
| Current Drawdown | -6.14% | -6.67% |
Correlation
The correlation between SRHE.L and PRIE.L is 0.95, 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.
Performance
SRHE.L vs. PRIE.L - Performance Comparison
In the year-to-date period, SRHE.L achieves a 4.42% return, which is significantly higher than PRIE.L's 2.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SRHE.L vs. PRIE.L - Expense Ratio Comparison
SRHE.L has a 0.18% expense ratio, which is higher than PRIE.L'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%.
Risk-Adjusted Performance
SRHE.L vs. PRIE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI EMU SRI PAB UCITS ETF DR (C) (SRHE.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.
Dividends
SRHE.L vs. PRIE.L - Dividend Comparison
SRHE.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 2.80%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
SRHE.L Amundi Index MSCI EMU SRI PAB UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRIE.L Amundi Prime Europe UCITS ETF DR (D) | 2.80% | 2.88% | 3.09% | 2.27% | 2.16% | 2.76% |
Drawdowns
SRHE.L vs. PRIE.L - Drawdown Comparison
The maximum SRHE.L drawdown since its inception was -12.18%, smaller than the maximum PRIE.L drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for SRHE.L and PRIE.L. For additional features, visit the drawdowns tool.
Volatility
SRHE.L vs. PRIE.L - Volatility Comparison
Amundi Index MSCI EMU SRI PAB UCITS ETF DR (C) (SRHE.L) has a higher volatility of 5.07% compared to Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) at 4.80%. This indicates that SRHE.L's price experiences larger fluctuations and is considered to be riskier than PRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.