SXRJ.DE vs. PRAE.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds - SXRJ.DE tracks the MSCI EMU Small Cap while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, SXRJ.DE returned 6.53%/yr vs 10.04%/yr for PRAE.DE. A 0.79 correlation means they provide meaningful diversification when combined. SXRJ.DE charges 0.58%/yr vs 0.05%/yr for PRAE.DE.
Performance
SXRJ.DE vs. PRAE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRJ.DE achieves a 10.87% return, which is significantly higher than PRAE.DE's 7.71% return.
SXRJ.DE
- 1D
- 0.05%
- 1M
- 0.91%
- YTD
- 10.87%
- 6M
- 13.36%
- 1Y
- 16.78%
- 3Y*
- 13.45%
- 5Y*
- 6.53%
- 10Y*
- 9.05%
PRAE.DE
- 1D
- 0.23%
- 1M
- 0.88%
- YTD
- 7.71%
- 6M
- 9.87%
- 1Y
- 16.29%
- 3Y*
- 13.87%
- 5Y*
- 10.04%
- 10Y*
- —
SXRJ.DE vs. PRAE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 10.87% | 25.22% | -0.19% | 14.41% | -16.60% | 23.00% | 4.25% |
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 SXRJ.DE and PRAE.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.79 |
The correlation between SXRJ.DE and PRAE.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
SXRJ.DE vs. PRAE.DE — Risk / Return Rank
SXRJ.DE
PRAE.DE
SXRJ.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.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.
| SXRJ.DE | PRAE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.75 | -0.15 |
| Martin ratioReturn relative to average drawdown | 5.95 | 6.64 | -0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRJ.DE | PRAE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.29 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.69 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.54 | +0.05 |
Drawdowns
SXRJ.DE vs. PRAE.DE - Drawdown Comparison
The maximum SXRJ.DE drawdown since its inception was -39.38%, 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 SXRJ.DE and PRAE.DE.
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Drawdown Indicators
| SXRJ.DE | PRAE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -32.86% | -6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -9.54% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -16.94% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -19.60% | -9.83% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | -1.63% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -5.27% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.52% | +0.35% |
Volatility
SXRJ.DE vs. PRAE.DE - Volatility Comparison
The current volatility for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) is 4.04%, while Amundi Prime Europe UCITS ETF (PRAE.DE) has a volatility of 4.39%. This indicates that SXRJ.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.
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Volatility by Period
| SXRJ.DE | PRAE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.39% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 10.66% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 12.97% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 14.42% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 17.22% | -0.94% |
SXRJ.DE vs. PRAE.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is higher than PRAE.DE's 0.05% expense ratio.
Dividends
SXRJ.DE vs. PRAE.DE - Dividend Comparison
Neither SXRJ.DE nor PRAE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRJ.DE and PRAE.DE have a correlation of 0.82, 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 0.58% for SXRJ.DE.
SXRJ.DE tracks MSCI EMU Small Cap, 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: 0.58% for SXRJ.DE and 0.05% for PRAE.DE.
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