Metamaterial structures are artificial materials that show unconventional electromagnetic properties such as negative refraction index, perfect lenses, and invisibility. However, losses are one of the big challenges to be surpassed in order to design practical devices at optical wavelengths. Here we report negative refraction in a prism engineered by stacked sub-wavelength hole arrays. These structures exhibit inherently an extraordinary optical transmission which could offer a solution to the problem of losses at optical wavelengths. It is shown the possibility to obtain negative indices of refraction starting from near to zero values. Our work demonstrates by a direct experiment the feasibility of engineering negative refraction by just drilling sub-wavelength holes in metallic plates and stacking them.