EXUS.L vs. PRWU.L

Last updated Jun 4, 2026

EXUS.L (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds - EXUS.L tracks the MSCI World ex USA index while PRWU.L tracks the MSCI ACWI NR USD. Both are passively managed. At a 0.39 correlation, their price movements are largely independent. EXUS.L charges 0.15%/yr vs 0.05%/yr for PRWU.L.

Performance

EXUS.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EXUS.L

• 1D: -0.53%
• 1M: 3.48%
• YTD: 8.61%
• 6M: 11.84%
• 1Y: 22.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRWU.L

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

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

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

	2026 (YTD)	2025	2024
EXUS.L Xtrackers MSCI World ex USA UCITS ETF 1C USD	8.61%	31.98%	1.23%
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%	12.32%

Correlation

The correlation between EXUS.L and PRWU.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024	0.39

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

Sectors	EXUS.L	PRWU.L
Financial Services	26.2%	15.8%
Industrials	18.6%	9.9%
Technology	10.1%	27.0%
Healthcare	9.2%	10.7%
Consumer Cyclical	7.1%	10.5%
Basic Materials	7.0%	3.2%
Consumer Defensive	6.4%	6.1%
Energy	5.9%	4.0%
Communication Services	4.0%	8.1%
Utilities	3.7%	2.7%
Real Estate	1.7%	2.1%

Return for Risk

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

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

EXUS.L

EXUS.L Risk / Return Rank: 44
EXUS.L Sharpe Ratio Rank: 43
EXUS.L Sortino Ratio Rank: 46
EXUS.L Omega Ratio Rank: 44
EXUS.L Calmar Ratio Rank: 42
EXUS.L Martin Ratio Rank: 46

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.

	EXUS.L	PRWU.L	Difference
Sharpe ratio: Return per unit of total volatility	1.54	—	—
Sortino ratio: Return per unit of downside risk	2.30	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.10	—	—
Martin ratio: Return relative to average drawdown	7.76	—	—
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

	EXUS.L	PRWU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	—	—

Drawdowns

Drawdown Indicators

	EXUS.L	PRWU.L	Difference
Max Drawdown Largest peak-to-trough decline	-12.85%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.74%	—	—
Current Drawdown Current decline from peak	-0.92%	—	—
Average Drawdown Average peak-to-trough decline	-2.36%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	—	—

Volatility

Volatility by Period

	EXUS.L	PRWU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.64%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.30%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.30%	—	—

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

EXUS.L has a 0.15% 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

EXUS.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

EXUS.L and PRWU.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRWU.L is cheaper with a 0.05% expense ratio, compared with 0.15% for EXUS.L.

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

EXUS.L tracks MSCI World ex USA index, while PRWU.L tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for EXUS.L and 0.05% for PRWU.L.