DPGC.L vs. PRWU.L

Last updated Jun 4, 2026

DPGC.L (Dimensional Global Core Equity UCITS ETF USD Acc) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds. DPGC.L is actively managed, while PRWU.L is passively managed. DPGC.L charges 0.26%/yr vs 0.05%/yr for PRWU.L.

Performance

DPGC.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.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

DPGC.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

DPGC.L

• 1D: -0.02%
• 1M: 4.64%
• YTD: 10.12%
• 6M: 10.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRWU.L

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

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

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

	2026 (YTD)	2025
DPGC.L Dimensional Global Core Equity UCITS ETF USD Acc	10.12%	2.40%
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%

Return for Risk

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

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DPGC.L	PRWU.L	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	3.19	—	—

Drawdowns

Drawdown Indicators

	DPGC.L	PRWU.L	Difference
Max Drawdown Largest peak-to-trough decline	-6.24%	—	—
Current Drawdown Current decline from peak	-0.02%	—	—
Average Drawdown Average peak-to-trough decline	-1.25%	—	—

Volatility

Volatility by Period

	DPGC.L	PRWU.L	Difference
Volatility (1Y) Calculated over the trailing 1-year period	9.11%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.11%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.11%	—	—

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

DPGC.L has a 0.26% expense ratio, which is higher than PRWU.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

DPGC.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

PRWU.L is cheaper with a 0.05% expense ratio, compared with 0.26% for DPGC.L.

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

They also come from different issuers: Dimensional and Amundi. Their fees differ too: 0.26% for DPGC.L and 0.05% for PRWU.L.