UIME.DE vs. PR1E.DE

Last updated Jun 5, 2026

UIME.DE (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - UIME.DE tracks the MSCI EMU Value while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, UIME.DE returned 13.26%/yr vs 10.02%/yr for PR1E.DE. Their correlation of 0.88 suggests significant overlap in exposure. UIME.DE charges 0.25%/yr vs 0.05%/yr for PR1E.DE.

Performance

UIME.DE vs. PR1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UIME.DE achieves a 7.26% return, which is significantly lower than PR1E.DE's 7.72% return.

UIME.DE

• 1D: 0.47%
• 1M: 0.62%
• YTD: 7.26%
• 6M: 10.82%
• 1Y: 21.11%
• 3Y*: 20.26%
• 5Y*: 13.26%
• 10Y*: 9.94%

PR1E.DE

• 1D: 0.46%
• 1M: 0.90%
• YTD: 7.72%
• 6M: 10.13%
• 1Y: 16.32%
• 3Y*: 13.86%
• 5Y*: 10.02%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis	7.26%	37.25%	9.43%	18.66%	-4.81%	19.85%	-7.50%	9.74%
PR1E.DE Amundi Prime Europe UCITS ETF DR (D)	7.72%	20.48%	8.42%	15.89%	-9.34%	25.39%	-3.59%	15.15%

Correlation

The correlation between UIME.DE and PR1E.DE is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019	0.88

The correlation between UIME.DE and PR1E.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

Return for Risk

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

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

UIME.DE

UIME.DE Risk / Return Rank: 49
UIME.DE Sharpe Ratio Rank: 48
UIME.DE Sortino Ratio Rank: 47
UIME.DE Omega Ratio Rank: 48
UIME.DE Calmar Ratio Rank: 50
UIME.DE Martin Ratio Rank: 50

PR1E.DE

PR1E.DE Risk / Return Rank: 39
PR1E.DE Sharpe Ratio Rank: 38
PR1E.DE Sortino Ratio Rank: 38
PR1E.DE Omega Ratio Rank: 38
PR1E.DE Calmar Ratio Rank: 37
PR1E.DE Martin Ratio Rank: 42

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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.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.

	UIME.DE	PR1E.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.32	+0.32
Sortino ratio: Return per unit of downside risk	2.29	1.94	+0.35
Omega ratio: Gain probability vs. loss probability	1.30	1.25	+0.05
Calmar ratio: Return relative to maximum drawdown	2.42	1.81	+0.61
Martin ratio: Return relative to average drawdown	8.21	6.80	+1.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current UIME.DE Sharpe Ratio is 1.65, which is comparable to the PR1E.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of UIME.DE and PR1E.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UIME.DE	PR1E.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	1.32	+0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.68	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.62	-0.30

Drawdowns

UIME.DE vs. PR1E.DE - Drawdown Comparison

The maximum UIME.DE drawdown since its inception was -41.99%, 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 UIME.DE and PR1E.DE.

Drawdown Indicators

	UIME.DE	PR1E.DE	Difference
Max Drawdown Largest peak-to-trough decline	-41.99%	-35.98%	-6.01%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-9.39%	+0.47%
Max Drawdown (3Y) Largest decline over 3 years	-14.54%	-16.84%	+2.30%
Max Drawdown (5Y) Largest decline over 5 years	-22.67%	-19.66%	-3.01%
Max Drawdown (10Y) Largest decline over 10 years	-41.99%	—	—
Current Drawdown Current decline from peak	-1.47%	-1.61%	+0.14%
Average Drawdown Average peak-to-trough decline	-9.64%	-4.90%	-4.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	2.51%	+0.12%

Volatility

UIME.DE vs. PR1E.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) is 3.60%, while Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) has a volatility of 4.33%. This indicates that UIME.DE experiences smaller price fluctuations and is considered to be less risky than PR1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UIME.DE	PR1E.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.60%	4.33%	-0.73%
Volatility (6M) Calculated over the trailing 6-month period	10.31%	10.60%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	13.11%	12.88%	+0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.46%	14.48%	+0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.85%	16.68%	+1.17%

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

UIME.DE has a 0.25% expense ratio, which is higher than PR1E.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%.

Dividends

UIME.DE vs. PR1E.DE - Dividend Comparison

UIME.DE's dividend yield for the trailing twelve months is around 3.75%, more than PR1E.DE's 2.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PR1E.DE Amundi Prime Europe UCITS ETF DR (D)	2.38%	2.56%	2.87%	2.91%	3.15%	2.25%	2.17%	2.73%	0.00%	0.00%	0.00%	0.00%
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis	3.75%	3.42%	3.51%	3.89%	4.13%	2.67%	2.40%	3.87%	4.07%	3.49%	5.50%	4.19%

Frequently Asked Questions

Can I hold both UIME.DE and PR1E.DE in my portfolio?

UIME.DE and PR1E.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UIME.DE or PR1E.DE?

On fees, PR1E.DE 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, UIME.DE or PR1E.DE?

PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for UIME.DE.

What is the main difference between UIME.DE and PR1E.DE?

UIME.DE tracks MSCI EMU Value, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.25% for UIME.DE and 0.05% for PR1E.DE.