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C50U.L vs. PRUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C50U.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

C50U.L is traded in USD, while PRUK.L is traded in GBp. To make them comparable, the PRUK.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, C50U.L achieves a 6.12% return, which is significantly higher than PRUK.L's 2.63% return.


C50U.L

1D
0.62%
1M
3.85%
YTD
6.12%
6M
8.26%
1Y
17.64%
3Y*
18.70%
5Y*
10.48%
10Y*

PRUK.L

1D
1.05%
1M
2.55%
YTD
2.63%
6M
5.94%
1Y
8.86%
3Y*
11.73%
5Y*
-0.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

C50U.L vs. PRUK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
6.12%37.30%4.69%26.93%-13.63%15.13%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)
2.63%22.14%4.08%13.03%-31.01%12.18%

Correlation

The correlation between C50U.L and PRUK.L is 0.67, 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

0.67

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

0.72

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

0.77

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2021

0.77

The correlation between C50U.L and PRUK.L shifts across timeframes, from 0.67 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.

C50U.L vs. PRUK.L - Sectors Allocation Comparison


Sectors
C50U.L
PRUK.L

Financial Services

25.6%
19.9%

Industrials

22.2%
22.2%

Technology

18.6%
7.0%

Consumer Cyclical

10.1%
13.2%

Healthcare

5.4%
2.9%

Energy

5.2%
2.9%

Utilities

4.7%
3.4%

Consumer Defensive

4.0%
6.4%

Communication Services

2.5%
6.8%

Basic Materials

1.7%
7.3%

Real Estate

-

8.0%

Financial Services

C50U.L
25.6%
PRUK.L
19.9%

Industrials

C50U.L
22.2%
PRUK.L
22.2%

Technology

C50U.L
18.6%
PRUK.L
7.0%

Consumer Cyclical

C50U.L
10.1%
PRUK.L
13.2%

Healthcare

C50U.L
5.4%
PRUK.L
2.9%

Energy

C50U.L
5.2%
PRUK.L
2.9%

Utilities

C50U.L
4.7%
PRUK.L
3.4%

Consumer Defensive

C50U.L
4.0%
PRUK.L
6.4%

Communication Services

C50U.L
2.5%
PRUK.L
6.8%

Basic Materials

C50U.L
1.7%
PRUK.L
7.3%

Real Estate

C50U.L

-

PRUK.L
8.0%

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Return for Risk

C50U.L vs. PRUK.L — Risk / Return Rank

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

C50U.L
C50U.L Risk / Return Rank: 2929
Overall Rank
C50U.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
C50U.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
C50U.L Omega Ratio Rank: 2828
Omega Ratio Rank
C50U.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
C50U.L Martin Ratio Rank: 3131
Martin Ratio Rank

PRUK.L
PRUK.L Risk / Return Rank: 2121
Overall Rank
PRUK.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 2121
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 2121
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.

C50U.L vs. PRUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.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.


C50U.LPRUK.LDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratioReturn relative to maximum drawdown

1.34

0.57

+0.78

Martin ratioReturn relative to average drawdown

4.57

1.91

+2.66

C50U.L vs. PRUK.L - Sharpe Ratio Comparison

The current C50U.L Sharpe Ratio is 0.99, which is higher than the PRUK.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of C50U.L and PRUK.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


C50U.LPRUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.53

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

-0.01

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.34

+0.29

Drawdowns

C50U.L vs. PRUK.L - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, smaller than the maximum PRUK.L drawdown of -48.73%. Use the drawdown chart below to compare losses from any high point for C50U.L and PRUK.L.


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Drawdown Indicators


C50U.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.81%

-48.73%

+13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-15.53%

+2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-21.14%

+5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-48.73%

+13.92%

Current Drawdown

Current decline from peak

-1.18%

-5.14%

+3.96%

Average Drawdown

Average peak-to-trough decline

-6.56%

-19.69%

+13.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

4.62%

-0.77%

Volatility

C50U.L vs. PRUK.L - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a higher volatility of 5.92% compared to Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) at 5.54%. This indicates that C50U.L's price experiences larger fluctuations and is considered to be riskier 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


C50U.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

5.54%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

13.41%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

16.74%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

20.48%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

21.50%

-0.88%

C50U.L vs. PRUK.L - Expense Ratio Comparison

C50U.L has a 0.15% expense ratio, which is higher than PRUK.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

C50U.L vs. PRUK.L - Dividend Comparison

C50U.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.60%.


PositionTTM202520242023202220212020
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
0.00%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)
3.60%3.70%3.63%3.43%3.50%1.73%0.29%

Frequently Asked Questions


C50U.L and PRUK.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRUK.L is cheaper with a 0.05% expense ratio, compared with 0.15% for C50U.L.

C50U.L tracks MSCI EMU NR EUR, while PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP. Their fees differ too: 0.15% for C50U.L and 0.05% for PRUK.L.

Portfolio Optimizer

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