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V3EA.L vs. PRIE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3EA.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

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V3EA.L vs. PRIE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
V3EA.L
Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation
-1.79%23.30%4.37%13.73%0.83%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
1.53%22.89%3.78%13.38%2.30%
Different Trading Currencies

V3EA.L is traded in GBP, while PRIE.L is traded in GBp. To make them comparable, the PRIE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3EA.L achieves a -1.79% return, which is significantly lower than PRIE.L's 1.53% return.


V3EA.L

1D
2.47%
1M
-4.88%
YTD
-1.79%
6M
3.36%
1Y
13.67%
3Y*
10.39%
5Y*
10Y*

PRIE.L

1D
2.27%
1M
-3.81%
YTD
1.53%
6M
4.24%
1Y
15.57%
3Y*
11.15%
5Y*
9.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V3EA.L vs. PRIE.L - Expense Ratio Comparison

V3EA.L has a 0.12% 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%.


Return for Risk

V3EA.L vs. PRIE.L — Risk / Return Rank

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

V3EA.L
V3EA.L Risk / Return Rank: 4545
Overall Rank
V3EA.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
V3EA.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
V3EA.L Omega Ratio Rank: 4747
Omega Ratio Rank
V3EA.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
V3EA.L Martin Ratio Rank: 4343
Martin Ratio Rank

PRIE.L
PRIE.L Risk / Return Rank: 5454
Overall Rank
PRIE.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 5656
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 5252
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.

V3EA.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.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.


V3EA.LPRIE.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.09

-0.13

Sortino ratio

Return per unit of downside risk

1.32

1.45

-0.13

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.23

1.53

-0.30

Martin ratio

Return relative to average drawdown

4.73

5.60

-0.87

V3EA.L vs. PRIE.L - Sharpe Ratio Comparison

The current V3EA.L Sharpe Ratio is 0.95, which is comparable to the PRIE.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of V3EA.L and PRIE.L, 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


V3EA.LPRIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.09

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.61

+0.22

Correlation

The correlation between V3EA.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.


Dividends

V3EA.L vs. PRIE.L - Dividend Comparison

Neither V3EA.L nor PRIE.L has paid dividends to shareholders.


TTM2025202420232022202120202019
V3EA.L
Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
0.00%0.00%2.84%2.88%3.09%2.28%2.16%2.76%

Drawdowns

V3EA.L vs. PRIE.L - Drawdown Comparison

The maximum V3EA.L drawdown since its inception was -12.57%, smaller than the maximum PRIE.L drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for V3EA.L and PRIE.L.


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Drawdown Indicators


V3EA.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.57%

-28.47%

+15.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-10.55%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-15.92%

Current Drawdown

Current decline from peak

-7.41%

-6.11%

-1.30%

Average Drawdown

Average peak-to-trough decline

-2.43%

-4.02%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.89%

+0.13%

Volatility

V3EA.L vs. PRIE.L - Volatility Comparison

Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) have volatilities of 6.06% and 5.81%, 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


V3EA.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

5.81%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

9.65%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

14.31%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

13.96%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

15.85%

-2.84%