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SXR3.DE vs. PR1E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXR3.DE vs. PR1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE). The values are adjusted to include any dividend payments, if applicable.

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SXR3.DE vs. PR1E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SXR3.DE
iShares MSCI UK UCITS ETF (Acc)
-0.00%15.66%13.52%9.60%0.36%25.69%-17.21%10.46%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
1.48%20.48%8.42%15.89%-9.34%25.39%-3.59%15.15%

Returns By Period


SXR3.DE

1D
0.00%
1M
-9.49%
YTD
-0.00%
6M
2.25%
1Y
8.62%
3Y*
11.33%
5Y*
10.60%
10Y*
7.12%

PR1E.DE

1D
-0.09%
1M
-0.83%
YTD
1.48%
6M
6.19%
1Y
14.37%
3Y*
12.41%
5Y*
9.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SXR3.DE vs. PR1E.DE - Expense Ratio Comparison

SXR3.DE has a 0.33% expense ratio, which is higher than PR1E.DE's 0.05% expense ratio.


Return for Risk

SXR3.DE vs. PR1E.DE — Risk / Return Rank

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

SXR3.DE
SXR3.DE Risk / Return Rank: 2929
Overall Rank
SXR3.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SXR3.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SXR3.DE Omega Ratio Rank: 4949
Omega Ratio Rank
SXR3.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SXR3.DE Martin Ratio Rank: 2424
Martin Ratio Rank

PR1E.DE
PR1E.DE Risk / Return Rank: 5252
Overall Rank
PR1E.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PR1E.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
PR1E.DE Omega Ratio Rank: 4848
Omega Ratio Rank
PR1E.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
PR1E.DE Martin Ratio Rank: 6060
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.

SXR3.DE vs. PR1E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.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.


SXR3.DEPR1E.DEDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.95

-0.48

Sortino ratio

Return per unit of downside risk

0.76

1.30

-0.53

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

0.59

1.87

-1.28

Martin ratio

Return relative to average drawdown

2.43

7.41

-4.98

SXR3.DE vs. PR1E.DE - Sharpe Ratio Comparison

The current SXR3.DE Sharpe Ratio is 0.47, which is lower than the PR1E.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SXR3.DE and PR1E.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


SXR3.DEPR1E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.95

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.68

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.59

-0.14

Correlation

The correlation between SXR3.DE and PR1E.DE is 0.83, 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

SXR3.DE vs. PR1E.DE - Dividend Comparison

SXR3.DE has not paid dividends to shareholders, while PR1E.DE's dividend yield for the trailing twelve months is around 2.53%.


TTM2025202420232022202120202019
SXR3.DE
iShares MSCI UK UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
2.53%2.56%2.87%2.91%3.15%2.25%2.17%2.73%

Drawdowns

SXR3.DE vs. PR1E.DE - Drawdown Comparison

The maximum SXR3.DE drawdown since its inception was -40.36%, which is greater than PR1E.DE's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for SXR3.DE and PR1E.DE.


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Drawdown Indicators


SXR3.DEPR1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.36%

-35.98%

-4.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-10.05%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

-19.66%

+2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-40.36%

Current Drawdown

Current decline from peak

-10.13%

-5.40%

-4.73%

Average Drawdown

Average peak-to-trough decline

-6.24%

-4.96%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.37%

+0.97%

Volatility

SXR3.DE vs. PR1E.DE - Volatility Comparison

iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) has a higher volatility of 14.32% compared to Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) at 5.68%. This indicates that SXR3.DE's price experiences larger fluctuations and is considered to be riskier than PR1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR3.DEPR1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.32%

5.68%

+8.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

9.10%

+5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.81%

15.04%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.70%

14.33%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

16.66%

+0.46%