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XSX6.L vs. PRIE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSX6.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.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, XSX6.L achieves a 6.51% return, which is significantly lower than PRIE.L's 6.91% return.


XSX6.L

1D
0.47%
1M
3.23%
YTD
6.51%
6M
8.84%
1Y
19.40%
3Y*
14.01%
5Y*
9.84%
10Y*
10.18%

PRIE.L

1D
0.53%
1M
3.65%
YTD
6.91%
6M
6.51%
1Y
16.99%
3Y*
10.92%
5Y*
7.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSX6.L vs. PRIE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XSX6.L
Xtrackers STOXX Europe 600 UCITS ETF 1C
6.51%26.36%3.77%13.18%-4.98%16.80%3.80%12.75%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
6.91%22.93%1.02%10.15%-6.60%14.84%-0.22%9.43%

Correlation

The correlation between XSX6.L and PRIE.L 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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.96

The correlation between XSX6.L and PRIE.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

XSX6.L vs. PRIE.L - Sectors Allocation Comparison


Sectors
XSX6.L
PRIE.L

Financial Services

24.2%
24.2%

Industrials

20.5%
19.2%

Healthcare

12.8%
13.4%

Technology

8.5%
9.4%

Consumer Defensive

7.5%
8.4%

Consumer Cyclical

6.9%
6.5%

Energy

5.8%
5.2%

Basic Materials

5.0%
5.2%

Utilities

4.7%
4.6%

Communication Services

3.0%
3.3%

Real Estate

1.3%
0.6%

Financial Services

XSX6.L
24.2%
PRIE.L
24.2%

Industrials

XSX6.L
20.5%
PRIE.L
19.2%

Healthcare

XSX6.L
12.8%
PRIE.L
13.4%

Technology

XSX6.L
8.5%
PRIE.L
9.4%

Consumer Defensive

XSX6.L
7.5%
PRIE.L
8.4%

Consumer Cyclical

XSX6.L
6.9%
PRIE.L
6.5%

Energy

XSX6.L
5.8%
PRIE.L
5.2%

Basic Materials

XSX6.L
5.0%
PRIE.L
5.2%

Utilities

XSX6.L
4.7%
PRIE.L
4.6%

Communication Services

XSX6.L
3.0%
PRIE.L
3.3%

Real Estate

XSX6.L
1.3%
PRIE.L
0.6%

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Return for Risk

XSX6.L vs. PRIE.L — Risk / Return Rank

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

XSX6.L
XSX6.L Risk / Return Rank: 4545
Overall Rank
XSX6.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XSX6.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
XSX6.L Omega Ratio Rank: 4949
Omega Ratio Rank
XSX6.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XSX6.L Martin Ratio Rank: 4242
Martin Ratio Rank

PRIE.L
PRIE.L Risk / Return Rank: 3737
Overall Rank
PRIE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 4141
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 3737
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.

XSX6.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.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.


XSX6.LPRIE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

1.84

1.60

+0.24

Martin ratioReturn relative to average drawdown

6.65

5.58

+1.07

XSX6.L vs. PRIE.L - Sharpe Ratio Comparison

The current XSX6.L Sharpe Ratio is 1.60, which is comparable to the PRIE.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of XSX6.L and PRIE.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


XSX6.LPRIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.36

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.51

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.49

+0.18

Drawdowns

XSX6.L vs. PRIE.L - Drawdown Comparison

The maximum XSX6.L drawdown since its inception was -28.43%, roughly equal to the maximum PRIE.L drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for XSX6.L and PRIE.L.


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Drawdown Indicators


XSX6.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.43%

-28.92%

+0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-10.55%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-12.63%

-13.25%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-17.75%

+0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-28.43%

Current Drawdown

Current decline from peak

-1.34%

-1.14%

-0.20%

Average Drawdown

Average peak-to-trough decline

-4.66%

-4.71%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.04%

-0.13%

Volatility

XSX6.L vs. PRIE.L - Volatility Comparison

Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) have volatilities of 3.92% and 4.12%, 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


XSX6.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

4.12%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

10.54%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

12.44%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

14.21%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

15.99%

-1.15%

XSX6.L vs. PRIE.L - Expense Ratio Comparison

XSX6.L has a 0.20% expense ratio, which is higher than PRIE.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

XSX6.L vs. PRIE.L - Dividend Comparison

XSX6.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 0.02%.


PositionTTM2025202420232022202120202019
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
0.02%0.03%0.03%0.03%0.03%0.02%0.02%0.03%
XSX6.L
Xtrackers STOXX Europe 600 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, XSX6.L and PRIE.L 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, PRIE.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.20% for XSX6.L.

Both ETFs track MSCI Europe NR EUR. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for XSX6.L and 0.05% for PRIE.L.

Portfolio Optimizer

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