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XD5E.DE vs. PRAZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD5E.DE vs. PRAZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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

The year-to-date returns for both investments are quite close, with XD5E.DE having a 8.92% return and PRAZ.DE slightly higher at 9.30%.


XD5E.DE

1D
0.52%
1M
1.86%
YTD
8.92%
6M
10.72%
1Y
17.76%
3Y*
16.06%
5Y*
10.59%
10Y*
10.03%

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)

XD5E.DE vs. PRAZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XD5E.DE
Xtrackers MSCI EMU UCITS ETF 1D
8.92%24.71%9.50%18.86%-11.92%22.17%-1.50%
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 XD5E.DE and PRAZ.DE is 0.98 - 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

0.98

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

0.95

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

0.86

The correlation between XD5E.DE and PRAZ.DE shifts across timeframes, from 0.86 (all time) to 0.98 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XD5E.DE vs. PRAZ.DE — Risk / Return Rank

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

XD5E.DE
XD5E.DE Risk / Return Rank: 3737
Overall Rank
XD5E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XD5E.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XD5E.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XD5E.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XD5E.DE Martin Ratio Rank: 4141
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.

XD5E.DE vs. PRAZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.


XD5E.DEPRAZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.75

1.78

-0.03

Martin ratioReturn relative to average drawdown

6.40

6.54

-0.14

XD5E.DE vs. PRAZ.DE - Sharpe Ratio Comparison

The current XD5E.DE Sharpe Ratio is 1.24, which is comparable to the PRAZ.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of XD5E.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


XD5E.DEPRAZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.25

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.64

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.55

+0.01

Drawdowns

XD5E.DE vs. PRAZ.DE - Drawdown Comparison

The maximum XD5E.DE drawdown since its inception was -38.04%, 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 XD5E.DE and PRAZ.DE.


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Drawdown Indicators


XD5E.DEPRAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.04%

-29.52%

-8.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-10.45%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-15.30%

-15.46%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

-24.09%

-0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-38.04%

Current Drawdown

Current decline from peak

-0.44%

-0.37%

-0.07%

Average Drawdown

Average peak-to-trough decline

-5.74%

-6.18%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.86%

-0.04%

Volatility

XD5E.DE vs. PRAZ.DE - Volatility Comparison

Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE) have volatilities of 4.54% 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


XD5E.DEPRAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

4.69%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

12.25%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.52%

14.95%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

16.99%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

19.16%

-2.13%

XD5E.DE vs. PRAZ.DE - Expense Ratio Comparison

XD5E.DE has a 0.12% 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

XD5E.DE vs. PRAZ.DE - Dividend Comparison

XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, while PRAZ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XD5E.DE
Xtrackers MSCI EMU UCITS ETF 1D
2.42%2.54%2.86%2.74%4.66%1.41%2.94%2.59%1.89%2.51%0.73%0.36%

Frequently Asked Questions


With a correlation of 0.98, XD5E.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 0.12% for XD5E.DE.

XD5E.DE tracks MSCI EMU NR EUR, while PRAZ.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.12% for XD5E.DE and 0.05% for PRAZ.DE.

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