C50U.L vs. PRUK.L
C50U.L (Amundi EURO STOXX 50 UCITS ETF DR USD (C)) and PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) are both Europe Equities funds from Amundi - C50U.L tracks the MSCI EMU NR EUR while PRUK.L tracks the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 5 years, C50U.L returned 10.48%/yr vs -0.30%/yr for PRUK.L. A 0.77 correlation means they provide meaningful diversification when combined. C50U.L charges 0.15%/yr vs 0.05%/yr for PRUK.L.
Performance
C50U.L vs. PRUK.L - Performance Comparison
Loading charts...
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*
- —
C50U.L vs. PRUK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
Industrials
Technology
Consumer Cyclical
Healthcare
Energy
Utilities
Consumer Defensive
Communication Services
Basic Materials
Real Estate
-
Financial Services
C50U.L
PRUK.L
Industrials
C50U.L
PRUK.L
Technology
C50U.L
PRUK.L
Consumer Cyclical
C50U.L
PRUK.L
Healthcare
C50U.L
PRUK.L
Energy
C50U.L
PRUK.L
Utilities
C50U.L
PRUK.L
Consumer Defensive
C50U.L
PRUK.L
Communication Services
C50U.L
PRUK.L
Basic Materials
C50U.L
PRUK.L
Real Estate
C50U.L
-
PRUK.L
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
C50U.L vs. PRUK.L — Risk / Return Rank
C50U.L
PRUK.L
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.L | PRUK.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| C50U.L | PRUK.L | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| C50U.L | PRUK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.18% | -5.14% | +3.96% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -19.69% | +13.13% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| C50U.L | PRUK.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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.
Find the right allocation for C50U.L and PRUK.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer