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

Performance

EDIV.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.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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EDIV.L vs. PRUK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EDIV.L
Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc
4.32%22.12%4.15%13.54%-8.59%-2.44%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)
-3.53%13.57%5.85%7.37%-22.76%-3.82%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, EDIV.L achieves a 4.32% return, which is significantly higher than PRUK.L's -3.53% return.


EDIV.L

1D
1.86%
1M
-1.69%
YTD
4.32%
6M
6.74%
1Y
14.87%
3Y*
11.96%
5Y*
10Y*

PRUK.L

1D
2.17%
1M
-8.38%
YTD
-3.53%
6M
-1.68%
1Y
15.24%
3Y*
6.95%
5Y*
0.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EDIV.L has a 0.30% expense ratio, which is higher than PRUK.L's 0.05% expense ratio.


Return for Risk

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

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

EDIV.L
EDIV.L Risk / Return Rank: 5858
Overall Rank
EDIV.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EDIV.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
EDIV.L Omega Ratio Rank: 5858
Omega Ratio Rank
EDIV.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
EDIV.L Martin Ratio Rank: 5353
Martin Ratio Rank

PRUK.L
PRUK.L Risk / Return Rank: 4545
Overall Rank
PRUK.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 4747
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.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.


EDIV.LPRUK.LDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.98

+0.20

Sortino ratio

Return per unit of downside risk

1.56

1.38

+0.18

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.71

1.16

+0.55

Martin ratio

Return relative to average drawdown

5.83

4.53

+1.30

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

The current EDIV.L Sharpe Ratio is 1.17, which is comparable to the PRUK.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of EDIV.L and PRUK.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EDIV.LPRUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.98

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.32

+0.15

Correlation

The correlation between EDIV.L and PRUK.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EDIV.L vs. PRUK.L - Dividend Comparison

EDIV.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.84%.


TTM202520242023202220212020
EDIV.L
Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc
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)
3.84%3.70%3.63%3.43%3.50%1.73%0.29%

Drawdowns

EDIV.L vs. PRUK.L - Drawdown Comparison

The maximum EDIV.L drawdown since its inception was -22.80%, smaller than the maximum PRUK.L drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for EDIV.L and PRUK.L.


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Drawdown Indicators


EDIV.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.80%

-36.10%

+13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-13.05%

+4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-36.10%

Current Drawdown

Current decline from peak

-3.68%

-9.76%

+6.08%

Average Drawdown

Average peak-to-trough decline

-5.35%

-15.10%

+9.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

3.33%

-0.72%

Volatility

EDIV.L vs. PRUK.L - Volatility Comparison

The current volatility for Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) is 4.60%, while Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) has a volatility of 5.76%. This indicates that EDIV.L experiences smaller price fluctuations and is considered to be less risky 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


EDIV.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

5.76%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

10.08%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.63%

15.57%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

16.43%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.12%

17.39%

-3.27%