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V50A.DE vs. PRAZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V50A.DE vs. PRAZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, V50A.DE achieves a 7.23% return, which is significantly lower than PRAZ.DE's 9.30% return.


V50A.DE

1D
0.74%
1M
1.92%
YTD
7.23%
6M
8.57%
1Y
15.78%
3Y*
15.63%
5Y*
11.52%
10Y*
10.46%

PRAZ.DE

1D
0.60%
1M
2.10%
YTD
9.30%
6M
10.97%
1Y
18.30%
3Y*
16.37%
5Y*
10.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V50A.DE vs. PRAZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
7.23%22.17%11.16%22.51%-8.94%23.51%-3.20%
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
9.30%24.75%9.66%19.29%-11.83%26.38%-4.68%

Correlation

The correlation between V50A.DE and PRAZ.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2020

0.85

The correlation between V50A.DE and PRAZ.DE shifts across timeframes, from 0.85 (all time) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

V50A.DE vs. PRAZ.DE — Risk / Return Rank

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

V50A.DE
V50A.DE Risk / Return Rank: 3030
Overall Rank
V50A.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 2828
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3333
Martin Ratio Rank

PRAZ.DE
PRAZ.DE Risk / Return Rank: 3737
Overall Rank
PRAZ.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PRAZ.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRAZ.DE Omega Ratio Rank: 3737
Omega Ratio Rank
PRAZ.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PRAZ.DE Martin Ratio Rank: 4141
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.

V50A.DE vs. PRAZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.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.


V50A.DEPRAZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.19

1.23

-0.05

Calmar ratioReturn relative to maximum drawdown

1.45

1.78

-0.33

Martin ratioReturn relative to average drawdown

4.92

6.54

-1.61

V50A.DE vs. PRAZ.DE - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.99, which is comparable to the PRAZ.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of V50A.DE and PRAZ.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.


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Sharpe Ratios by Period


V50A.DEPRAZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.25

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.64

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.55

-0.12

Drawdowns

V50A.DE vs. PRAZ.DE - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -38.57%, which is greater than PRAZ.DE's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for V50A.DE and PRAZ.DE.


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Drawdown Indicators


V50A.DEPRAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.57%

-29.52%

-9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-10.45%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-15.46%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-24.09%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

Current Drawdown

Current decline from peak

-0.50%

-0.37%

-0.13%

Average Drawdown

Average peak-to-trough decline

-7.22%

-6.18%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.86%

+0.37%

Volatility

V50A.DE vs. PRAZ.DE - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE) have volatilities of 4.92% and 4.69%, 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


V50A.DEPRAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

4.69%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

12.25%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

14.95%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

16.99%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

19.16%

-0.92%

V50A.DE vs. PRAZ.DE - Expense Ratio Comparison

V50A.DE has a 0.15% expense ratio, which is higher than PRAZ.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

V50A.DE vs. PRAZ.DE - Dividend Comparison

Neither V50A.DE nor PRAZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, V50A.DE and PRAZ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PRAZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAZ.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for V50A.DE.

V50A.DE tracks EURO STOXX® 50, while PRAZ.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. Their fees differ too: 0.15% for V50A.DE and 0.05% for PRAZ.DE.

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