AVGC.L vs. PRWU.L

Last updated Apr 1, 2026

Compare and contrast key facts about Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L).

AVGC.L and PRWU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVGC.L is a passively managed fund by Avantis that tracks the performance of the MSCI World IMI Index. It was launched on Sep 25, 2024. PRWU.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Jan 30, 2019. Both AVGC.L and PRWU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

AVGC.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

AVGC.L vs. PRWU.L - Yearly Performance Comparison

	2026 (YTD)	2025
AVGC.L Avantis Global Equity UCITS ETF USD Accumulating	-0.98%	25.16%
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%

Returns By Period

AVGC.L

• 1D: 0.84%
• 1M: -6.86%
• YTD: -0.98%
• 6M: 3.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRWU.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGC.L vs. PRWU.L - Expense Ratio Comparison

AVGC.L has a 0.35% expense ratio, which is higher than PRWU.L's 0.05% expense ratio.

AVGC.L

Avantis Global Equity UCITS ETF USD Accumulating

PRWU.L

Amundi Prime Global UCITS ETF DR (C)

Return for Risk

AVGC.L vs. PRWU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AVGC.L	PRWU.L	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.26	—	—

Dividends

AVGC.L vs. PRWU.L - Dividend Comparison

Neither AVGC.L nor PRWU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	AVGC.L	PRWU.L	Difference
Max Drawdown Largest peak-to-trough decline	-7.96%	—	—
Current Drawdown Current decline from peak	-7.19%	—	—
Average Drawdown Average peak-to-trough decline	-1.01%	—	—

Volatility

Volatility by Period

	AVGC.L	PRWU.L	Difference
Volatility (1Y) Calculated over the trailing 1-year period	11.45%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.45%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.45%	—	—