CSUK.L vs. PRIZ.L

Last updated Jun 26, 2026

CSUK.L (iShares MSCI UK UCITS ETF (Acc)) and PRIZ.L (Amundi Prime Eurozone UCITS ETF DR (D)) are both Europe Equities funds - CSUK.L tracks the FTSE AllSh TR GBP while PRIZ.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, CSUK.L returned 12.20%/yr vs 11.17%/yr for PRIZ.L. A 0.74 correlation means they provide meaningful diversification when combined. CSUK.L charges 0.33%/yr vs 0.05%/yr for PRIZ.L.

Performance

CSUK.L vs. PRIZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSUK.L achieves a 8.00% return, which is significantly lower than PRIZ.L's 10.24% return.

CSUK.L

• 1D: 0.96%
• 1M: 0.31%
• YTD: 8.00%
• 6M: 8.71%
• 1Y: 24.64%
• 3Y*: 15.87%
• 5Y*: 12.20%
• 10Y*: 9.45%

PRIZ.L

• 1D: -0.36%
• 1M: 2.11%
• YTD: 10.24%
• 6M: 10.89%
• 1Y: 25.39%
• 3Y*: 17.77%
• 5Y*: 11.17%
• 10Y*: —

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

CSUK.L vs. PRIZ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CSUK.L iShares MSCI UK UCITS ETF (Acc)	8.00%	25.26%	8.91%	6.86%	7.23%	18.18%	-13.09%	14.22%
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	10.24%	30.85%	4.78%	17.14%	-6.69%	17.22%	2.06%	3.64%

Correlation

The correlation between CSUK.L and PRIZ.L is 0.62, 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	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019	0.74

The correlation between CSUK.L and PRIZ.L shifts across timeframes, from 0.62 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

CSUK.L vs. PRIZ.L - Sectors Allocation Comparison

Sectors	CSUK.L	PRIZ.L
Financial Services	24.7%	24.8%
Healthcare	14.6%	5.8%
Consumer Defensive	13.7%	4.9%
Industrials	13.0%	19.8%
Energy	12.2%	3.9%
Basic Materials	9.1%	3.6%
Utilities	5.2%	6.4%
Consumer Cyclical	4.0%	8.6%
Communication Services	2.3%	4.3%
Real Estate	0.6%	0.7%
Technology	0.6%	17.2%

Return for Risk

CSUK.L vs. PRIZ.L — Risk / Return Rank

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

CSUK.L

CSUK.L Risk / Return Rank: 70
CSUK.L Sharpe Ratio Rank: 77
CSUK.L Sortino Ratio Rank: 76
CSUK.L Omega Ratio Rank: 77
CSUK.L Calmar Ratio Rank: 64
CSUK.L Martin Ratio Rank: 59

PRIZ.L

PRIZ.L Risk / Return Rank: 56
PRIZ.L Sharpe Ratio Rank: 59
PRIZ.L Sortino Ratio Rank: 61
PRIZ.L Omega Ratio Rank: 60
PRIZ.L Calmar Ratio Rank: 51
PRIZ.L Martin Ratio Rank: 52

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.

CSUK.L vs. PRIZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.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.

	CSUK.L	PRIZ.L	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.75	+0.39
Sortino ratio: Return per unit of downside risk	2.95	2.51	+0.44
Omega ratio: Gain probability vs. loss probability	1.40	1.32	+0.07
Calmar ratio: Return relative to maximum drawdown	2.75	2.23	+0.52
Martin ratio: Return relative to average drawdown	9.21	7.97	+1.24

CSUK.L vs. PRIZ.L - Sharpe Ratio Comparison

The current CSUK.L Sharpe Ratio is 2.14, which is comparable to the PRIZ.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of CSUK.L and PRIZ.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.

Drawdowns

CSUK.L vs. PRIZ.L - Drawdown Comparison

The maximum CSUK.L drawdown since its inception was -34.55%, roughly equal to the maximum PRIZ.L drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for CSUK.L and PRIZ.L.

Drawdown Indicators

	CSUK.L	PRIZ.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.55%	-33.06%	-1.49%
Max Drawdown (1Y) Largest decline over 1 year	-8.91%	-10.92%	+2.01%
Max Drawdown (3Y) Largest decline over 3 years	-12.65%	-12.94%	+0.29%
Max Drawdown (5Y) Largest decline over 5 years	-12.65%	-21.44%	+8.79%
Max Drawdown (10Y) Largest decline over 10 years	-34.55%	—	—
Current Drawdown Current decline from peak	-2.35%	-2.09%	-0.26%
Average Drawdown Average peak-to-trough decline	-4.55%	-5.36%	+0.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	3.06%	-0.39%

Volatility

CSUK.L vs. PRIZ.L - Volatility Comparison

iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) have volatilities of 3.34% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSUK.L	PRIZ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	3.46%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	9.95%	11.73%	-1.78%
Volatility (1Y) Calculated over the trailing 1-year period	11.49%	13.99%	-2.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.76%	16.15%	-3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.99%	18.87%	-3.88%

CSUK.L vs. PRIZ.L - Expense Ratio Comparison

CSUK.L has a 0.33% expense ratio, which is higher than PRIZ.L's 0.05% expense ratio.

Dividends

CSUK.L vs. PRIZ.L - Dividend Comparison

CSUK.L has not paid dividends to shareholders, while PRIZ.L's dividend yield for the trailing twelve months is around 2.30%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CSUK.L iShares MSCI UK UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	2.30%	2.54%	2.75%	2.78%	3.05%	1.86%	2.08%	3.08%

Frequently Asked Questions

Can I hold both CSUK.L and PRIZ.L in my portfolio?

CSUK.L and PRIZ.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSUK.L or PRIZ.L?

On fees, PRIZ.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, CSUK.L or PRIZ.L?

PRIZ.L is cheaper with a 0.05% expense ratio, compared with 0.33% for CSUK.L.

What is the main difference between CSUK.L and PRIZ.L?

CSUK.L tracks FTSE AllSh TR GBP, while PRIZ.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for CSUK.L and 0.05% for PRIZ.L.