BGX.L vs. PRUK.L
BGX.L (Expat Bulgaria SOFIX UCITS ETF) and PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) are both Europe Equities funds - BGX.L tracks the SOFIX Index while PRUK.L tracks the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 5 years, BGX.L returned 12.34%/yr vs 1.95%/yr for PRUK.L. At a 0.12 correlation, their price movements are largely independent.
Performance
BGX.L vs. PRUK.L - Performance Comparison
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Different Trading Currencies
BGX.L is traded in EUR, while PRUK.L is traded in GBp. To make them comparable, the PRUK.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BGX.L achieves a 6.06% return, which is significantly lower than PRUK.L's 7.55% return.
BGX.L
- 1D
- -0.12%
- 1M
- -0.28%
- 6M
- -11.22%
- YTD
- 6.06%
- 1Y
- 17.12%
- 3Y*
- 18.92%
- 5Y*
- 12.34%
- 10Y*
- —
PRUK.L
- 1D
- 1.34%
- 1M
- 3.34%
- 6M
- 4.62%
- YTD
- 7.55%
- 1Y
- 10.81%
- 3Y*
- 10.94%
- 5Y*
- 1.95%
- 10Y*
- —
BGX.L vs. PRUK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BGX.L Expat Bulgaria SOFIX UCITS ETF | 6.06% | 26.55% | 14.63% | 18.28% | -9.77% | 33.45% | -0.67% |
PRUK.L Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) | 7.55% | 7.64% | 10.96% | 9.64% | -26.74% | 21.38% | 21.93% |
Correlation
The correlation between BGX.L and PRUK.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2020 | 0.12 |
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Return for Risk
BGX.L vs. PRUK.L — Risk / Return Rank
BGX.L
PRUK.L
BGX.L vs. PRUK.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Bulgaria SOFIX UCITS ETF (BGX.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGX.L | PRUK.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.14 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.86 | +0.23 |
| Martin ratioReturn relative to average drawdown | 2.09 | 2.85 | -0.76 |
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Drawdowns
BGX.L vs. PRUK.L - Drawdown Comparison
The maximum BGX.L drawdown since its inception was -36.41%, roughly equal to the maximum PRUK.L drawdown of -37.33%. Use the drawdown chart below to compare losses from any high point for BGX.L and PRUK.L.
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Drawdown Indicators
| BGX.L | PRUK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.41% | -37.33% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -16.13% | -12.50% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -19.76% | +3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -37.33% | +19.61% |
Current DrawdownCurrent decline from peak | -13.26% | 0.00% | -13.26% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -13.62% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.45% | 3.79% | +4.66% |
Volatility
BGX.L vs. PRUK.L - Volatility Comparison
The current volatility for Expat Bulgaria SOFIX UCITS ETF (BGX.L) is 1.97%, while Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) has a volatility of 4.37%. This indicates that BGX.L experiences smaller price fluctuations and is considered to be less risky than PRUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGX.L | PRUK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 4.37% | -2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 12.64% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.95% | 15.10% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 17.62% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.32% | 17.80% | -3.48% |
Dividends
BGX.L vs. PRUK.L - Dividend Comparison
BGX.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.54%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BGX.L Expat Bulgaria SOFIX UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRUK.L Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) | 3.54% | 3.70% | 3.63% | 3.43% | 3.50% | 1.73% |
Frequently Asked Questions
BGX.L and PRUK.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGX.L tracks SOFIX Index, while PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: Expat and Amundi.
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