CLMP.L vs. PRWU.L

Last updated Jun 4, 2026

CLMP.L (HANetf iClima Global Decarbonisation Enablers UCITS ETF) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds tracking the MSCI ACWI NR USD, from HANetf and Amundi respectively. Both are passively managed. At a 0.45 correlation, their price movements are largely independent. CLMP.L charges 0.65%/yr vs 0.05%/yr for PRWU.L.

Performance

CLMP.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

CLMP.L

• 1D: 0.93%
• 1M: 8.64%
• YTD: 19.42%
• 6M: 18.50%
• 1Y: 45.03%
• 3Y*: 5.01%
• 5Y*: 0.10%
• 10Y*: —

PRWU.L

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

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

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

	2026 (YTD)	2025	2024	2023	2022
CLMP.L HANetf iClima Global Decarbonisation Enablers UCITS ETF	19.42%	17.77%	-15.12%	-1.33%	-3.79%
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%	20.63%	18.25%	1.23%

Correlation

The correlation between CLMP.L and PRWU.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022	0.45

The correlation between CLMP.L and PRWU.L shifts across timeframes, from 0.35 (3 years) to 0.45 (all time), reflecting how their relationship changes across market environments.

CLMP.L vs. PRWU.L - Sectors Allocation Comparison

Sectors	CLMP.L	PRWU.L
Industrials	48.3%	9.9%
Technology	27.9%	27.0%
Utilities	15.5%	2.7%
Basic Materials	5.4%	3.2%
Consumer Cyclical	2.8%	10.5%
Communication Services	-	8.1%
Consumer Defensive	-	6.1%
Energy	-	4.0%
Financial Services	-	15.8%
Healthcare	-	10.7%
Real Estate	-	2.1%

Return for Risk

CLMP.L vs. PRWU.L — Risk / Return Rank

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

CLMP.L

CLMP.L Risk / Return Rank: 37
CLMP.L Sharpe Ratio Rank: 28
CLMP.L Sortino Ratio Rank: 34
CLMP.L Omega Ratio Rank: 70
CLMP.L Calmar Ratio Rank: 31
CLMP.L Martin Ratio Rank: 21

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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.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.

	CLMP.L	PRWU.L	Difference
Sharpe ratio: Return per unit of total volatility	0.96	—	—
Sortino ratio: Return per unit of downside risk	1.75	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	1.51	—	—
Martin ratio: Return relative to average drawdown	2.40	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CLMP.L	PRWU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	—	—

Drawdowns

Drawdown Indicators

	CLMP.L	PRWU.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.75%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-29.66%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-40.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-48.75%	—	—
Current Drawdown Current decline from peak	-13.51%	—	—
Average Drawdown Average peak-to-trough decline	-23.78%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	18.71%	—	—

Volatility

Volatility by Period

	CLMP.L	PRWU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	46.48%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.89%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.13%	—	—

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

CLMP.L has a 0.65% expense ratio, which is higher than PRWU.L's 0.05% expense ratio.

Dividends

CLMP.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CLMP.L and PRWU.L in my portfolio?

CLMP.L and PRWU.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CLMP.L or PRWU.L?

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

Which ETF is cheaper, CLMP.L or PRWU.L?

PRWU.L is cheaper with a 0.05% expense ratio, compared with 0.65% for CLMP.L.

What is the main difference between CLMP.L and PRWU.L?

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: HANetf and Amundi. Their fees differ too: 0.65% for CLMP.L and 0.05% for PRWU.L.