VERE.DE vs. PR1E.DE

Last updated Jun 5, 2026

VERE.DE (Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - VERE.DE tracks the FTSE Developed Europe ex UK while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, VERE.DE returned 9.33%/yr vs 10.02%/yr for PR1E.DE. With a 0.97 correlation, they move nearly in lockstep. VERE.DE charges 0.10%/yr vs 0.05%/yr for PR1E.DE.

Performance

VERE.DE vs. PR1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.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

The year-to-date returns for both investments are quite close, with VERE.DE having a 7.51% return and PR1E.DE slightly higher at 7.72%.

VERE.DE

• 1D: 0.75%
• 1M: 1.45%
• YTD: 7.51%
• 6M: 10.00%
• 1Y: 15.77%
• 3Y*: 13.74%
• 5Y*: 9.33%
• 10Y*: —

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)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VERE.DE Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating	7.51%	21.22%	6.82%	17.62%	-12.44%	24.56%	2.46%	7.56%
PR1E.DE Amundi Prime Europe UCITS ETF DR (D)	7.72%	20.48%	8.42%	15.89%	-9.34%	25.39%	-3.59%	8.14%

Correlation

The correlation between VERE.DE and PR1E.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	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019	0.97

The correlation between VERE.DE and PR1E.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Return for Risk

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

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

VERE.DE

VERE.DE Risk / Return Rank: 33
VERE.DE Sharpe Ratio Rank: 32
VERE.DE Sortino Ratio Rank: 33
VERE.DE Omega Ratio Rank: 33
VERE.DE Calmar Ratio Rank: 32
VERE.DE Martin Ratio Rank: 37

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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.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.

	VERE.DE	PR1E.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.15	1.32	-0.18
Sortino ratio: Return per unit of downside risk	1.72	1.94	-0.22
Omega ratio: Gain probability vs. loss probability	1.22	1.25	-0.03
Calmar ratio: Return relative to maximum drawdown	1.55	1.81	-0.26
Martin ratio: Return relative to average drawdown	5.69	6.80	-1.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VERE.DE Sharpe Ratio is 1.15, which is comparable to the PR1E.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VERE.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

	VERE.DE	PR1E.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	1.32	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.68	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.62	-0.02

Drawdowns

VERE.DE vs. PR1E.DE - Drawdown Comparison

The maximum VERE.DE drawdown since its inception was -34.75%, roughly equal to the maximum PR1E.DE drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for VERE.DE and PR1E.DE.

Drawdown Indicators

	VERE.DE	PR1E.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.75%	-35.98%	+1.23%
Max Drawdown (1Y) Largest decline over 1 year	-10.25%	-9.39%	-0.86%
Max Drawdown (3Y) Largest decline over 3 years	-16.24%	-16.84%	+0.60%
Max Drawdown (5Y) Largest decline over 5 years	-22.81%	-19.66%	-3.15%
Current Drawdown Current decline from peak	-1.29%	-1.61%	+0.32%
Average Drawdown Average peak-to-trough decline	-5.27%	-4.90%	-0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	2.51%	+0.29%

Volatility

VERE.DE vs. PR1E.DE - Volatility Comparison

Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) have volatilities of 4.33% and 4.33%, 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.

Volatility by Period

	VERE.DE	PR1E.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	4.33%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	11.30%	10.60%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	13.90%	12.88%	+1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.04%	14.48%	+0.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.08%	16.68%	+0.40%

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

VERE.DE has a 0.10% 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

VERE.DE vs. PR1E.DE - Dividend Comparison

VERE.DE has not paid dividends to shareholders, while PR1E.DE's dividend yield for the trailing twelve months is around 2.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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%
VERE.DE Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

With a correlation of 0.97, VERE.DE and PR1E.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.

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

PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for VERE.DE.

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

VERE.DE tracks FTSE Developed Europe ex UK, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.10% for VERE.DE and 0.05% for PR1E.DE.