VALU.DE vs. PRAE.DE
VALU.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds - VALU.DE tracks the BNP Paribas Value Europe ESG while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, VALU.DE returned 7.79%/yr vs 10.04%/yr for PRAE.DE. Their correlation of 0.81 suggests significant overlap in exposure. VALU.DE charges 0.30%/yr vs 0.05%/yr for PRAE.DE.
Performance
VALU.DE vs. PRAE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VALU.DE achieves a 10.35% return, which is significantly higher than PRAE.DE's 7.71% return.
VALU.DE
- 1D
- 0.71%
- 1M
- 1.81%
- YTD
- 10.35%
- 6M
- 13.44%
- 1Y
- 18.68%
- 3Y*
- 16.63%
- 5Y*
- 7.79%
- 10Y*
- —
PRAE.DE
- 1D
- 0.23%
- 1M
- 3.06%
- YTD
- 7.71%
- 6M
- 10.19%
- 1Y
- 16.77%
- 3Y*
- 13.87%
- 5Y*
- 10.04%
- 10Y*
- —
VALU.DE vs. PRAE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VALU.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 10.35% | 23.55% | 9.22% | 14.94% | -19.32% | 23.14% | -13.03% |
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 VALU.DE and PRAE.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 | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.81 |
The correlation between VALU.DE and PRAE.DE has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.
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Return for Risk
VALU.DE vs. PRAE.DE — Risk / Return Rank
VALU.DE
PRAE.DE
VALU.DE vs. PRAE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.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.
| VALU.DE | PRAE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.75 | +0.66 |
| Martin ratioReturn relative to average drawdown | 8.31 | 6.64 | +1.67 |
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
| VALU.DE | PRAE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.29 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.69 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.54 | -0.06 |
Drawdowns
VALU.DE vs. PRAE.DE - Drawdown Comparison
The maximum VALU.DE drawdown since its inception was -41.04%, 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 VALU.DE and PRAE.DE.
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Drawdown Indicators
| VALU.DE | PRAE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.04% | -32.86% | -8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -9.54% | +1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -16.94% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -19.60% | -11.59% |
Current DrawdownCurrent decline from peak | -1.01% | -1.63% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -5.27% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.52% | -0.28% |
Volatility
VALU.DE vs. PRAE.DE - Volatility Comparison
The current volatility for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) is 3.65%, while Amundi Prime Europe UCITS ETF (PRAE.DE) has a volatility of 4.39%. This indicates that VALU.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
| VALU.DE | PRAE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 4.39% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 10.66% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.49% | 12.97% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 14.42% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 17.22% | -1.46% |
VALU.DE vs. PRAE.DE - Expense Ratio Comparison
VALU.DE has a 0.30% expense ratio, which is higher than PRAE.DE's 0.05% expense ratio.
Dividends
VALU.DE vs. PRAE.DE - Dividend Comparison
Neither VALU.DE nor PRAE.DE has paid dividends to shareholders.
Frequently Asked Questions
VALU.DE and PRAE.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.
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 0.30% for VALU.DE.
VALU.DE tracks BNP Paribas Value Europe ESG, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.30% for VALU.DE and 0.05% for PRAE.DE.
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