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XESX.L vs. PRIZ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XESX.L vs. PRIZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XESX.L achieves a 5.63% return, which is significantly lower than PRIZ.L's 8.21% return.


XESX.L

1D
0.61%
1M
4.49%
YTD
5.63%
6M
6.79%
1Y
15.71%
3Y*
12.30%
5Y*
8.43%
10Y*
8.41%

PRIZ.L

1D
0.35%
1M
4.96%
YTD
8.21%
6M
7.53%
1Y
19.00%
3Y*
13.22%
5Y*
8.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XESX.L vs. PRIZ.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D
5.63%24.66%2.94%16.40%-8.32%12.93%0.07%0.50%
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
8.21%28.03%1.78%13.31%-9.02%14.24%0.24%-1.68%

Correlation

The correlation between XESX.L and PRIZ.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.58

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2019

0.56

The correlation between XESX.L and PRIZ.L shifts across timeframes, from 0.56 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

XESX.L vs. PRIZ.L - Sectors Allocation Comparison


Sectors
XESX.L
PRIZ.L

Financial Services

26.0%
24.2%

Industrials

22.9%
20.7%

Technology

16.7%
15.9%

Consumer Cyclical

10.2%
8.4%

Healthcare

5.6%
5.9%

Energy

5.4%
4.6%

Utilities

5.0%
6.8%

Consumer Defensive

4.1%
5.0%

Communication Services

2.4%
4.0%

Basic Materials

1.8%
3.9%

Real Estate

-

0.7%

Financial Services

XESX.L
26.0%
PRIZ.L
24.2%

Industrials

XESX.L
22.9%
PRIZ.L
20.7%

Technology

XESX.L
16.7%
PRIZ.L
15.9%

Consumer Cyclical

XESX.L
10.2%
PRIZ.L
8.4%

Healthcare

XESX.L
5.6%
PRIZ.L
5.9%

Energy

XESX.L
5.4%
PRIZ.L
4.6%

Utilities

XESX.L
5.0%
PRIZ.L
6.8%

Consumer Defensive

XESX.L
4.1%
PRIZ.L
5.0%

Communication Services

XESX.L
2.4%
PRIZ.L
4.0%

Basic Materials

XESX.L
1.8%
PRIZ.L
3.9%

Real Estate

XESX.L

-

PRIZ.L
0.7%

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Return for Risk

XESX.L vs. PRIZ.L — Risk / Return Rank

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

XESX.L
XESX.L Risk / Return Rank: 2929
Overall Rank
XESX.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XESX.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
XESX.L Omega Ratio Rank: 2929
Omega Ratio Rank
XESX.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
XESX.L Martin Ratio Rank: 3131
Martin Ratio Rank

PRIZ.L
PRIZ.L Risk / Return Rank: 4747
Overall Rank
PRIZ.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PRIZ.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRIZ.L Omega Ratio Rank: 4747
Omega Ratio Rank
PRIZ.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
PRIZ.L Martin Ratio Rank: 4848
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.

XESX.L vs. PRIZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.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.


XESX.LPRIZ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratioReturn relative to maximum drawdown

1.36

2.47

-1.10

Martin ratioReturn relative to average drawdown

4.41

7.96

-3.55

XESX.L vs. PRIZ.L - Sharpe Ratio Comparison

The current XESX.L Sharpe Ratio is 1.03, which is lower than the PRIZ.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of XESX.L and PRIZ.L, 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


XESX.LPRIZ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.59

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.67

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.52

-0.36

Drawdowns

XESX.L vs. PRIZ.L - Drawdown Comparison

The maximum XESX.L drawdown since its inception was -47.16%, which is greater than PRIZ.L's maximum drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for XESX.L and PRIZ.L.


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Drawdown Indicators


XESX.LPRIZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

-33.71%

-13.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-10.90%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-14.20%

-12.94%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.79%

-22.82%

-0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-31.68%

Current Drawdown

Current decline from peak

-0.92%

-0.09%

-0.83%

Average Drawdown

Average peak-to-trough decline

-13.94%

-6.03%

-7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.59%

-0.03%

Volatility

XESX.L vs. PRIZ.L - Volatility Comparison

Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) has a higher volatility of 4.86% compared to Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) at 4.56%. This indicates that XESX.L's price experiences larger fluctuations and is considered to be riskier than PRIZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XESX.LPRIZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.56%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

12.91%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

16.93%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

21.48%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

24.31%

-6.04%

XESX.L vs. PRIZ.L - Expense Ratio Comparison

XESX.L has a 0.09% expense ratio, which is higher than PRIZ.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%.


Dividends

XESX.L vs. PRIZ.L - Dividend Comparison

XESX.L's dividend yield for the trailing twelve months is around 0.02%, which matches PRIZ.L's 0.02% yield.


PositionTTM20252024202320222021202020192018201720162015
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
0.02%0.03%0.03%0.03%0.03%0.02%0.02%0.03%0.00%0.00%0.00%0.00%
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D
0.02%0.03%0.03%0.03%0.05%0.02%0.03%0.02%0.03%0.03%0.02%0.00%

Frequently Asked Questions


XESX.L and PRIZ.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRIZ.L is cheaper with a 0.05% expense ratio, compared with 0.09% for XESX.L.

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.09% for XESX.L and 0.05% for PRIZ.L.

Portfolio Optimizer

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