PortfoliosLab logoPortfoliosLab logo
GAGG.L vs. PRIG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAGG.L vs. PRIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index Barclays Global Agg 500M (GAGG.L) and Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GAGG.L vs. PRIG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GAGG.L
Amundi Index Barclays Global Agg 500M
0.63%0.42%0.19%-0.73%-5.96%-3.91%5.63%6.02%
PRIG.L
Amundi Prime Global Govies UCITS ETF DR (D)
0.40%-0.19%-1.79%-1.09%-8.28%-5.90%5.97%6.26%

Returns By Period

In the year-to-date period, GAGG.L achieves a 0.63% return, which is significantly higher than PRIG.L's 0.40% return.


GAGG.L

1D
0.24%
1M
-1.24%
YTD
0.63%
6M
1.07%
1Y
1.90%
3Y*
0.20%
5Y*
-0.77%
10Y*

PRIG.L

1D
0.26%
1M
-1.41%
YTD
0.40%
6M
0.25%
1Y
0.64%
3Y*
-1.00%
5Y*
-2.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GAGG.L vs. PRIG.L - Expense Ratio Comparison

GAGG.L has a 0.03% expense ratio, which is lower than PRIG.L's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GAGG.L vs. PRIG.L — Risk / Return Rank

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

GAGG.L
GAGG.L Risk / Return Rank: 2020
Overall Rank
GAGG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GAGG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
GAGG.L Omega Ratio Rank: 1919
Omega Ratio Rank
GAGG.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
GAGG.L Martin Ratio Rank: 1717
Martin Ratio Rank

PRIG.L
PRIG.L Risk / Return Rank: 1313
Overall Rank
PRIG.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PRIG.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
PRIG.L Omega Ratio Rank: 1212
Omega Ratio Rank
PRIG.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRIG.L Martin Ratio Rank: 1313
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.

GAGG.L vs. PRIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Barclays Global Agg 500M (GAGG.L) and Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.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.


GAGG.LPRIG.LDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.12

+0.25

Sortino ratio

Return per unit of downside risk

0.60

0.22

+0.38

Omega ratio

Gain probability vs. loss probability

1.07

1.02

+0.04

Calmar ratio

Return relative to maximum drawdown

0.40

0.08

+0.32

Martin ratio

Return relative to average drawdown

0.72

0.13

+0.59

GAGG.L vs. PRIG.L - Sharpe Ratio Comparison

The current GAGG.L Sharpe Ratio is 0.37, which is higher than the PRIG.L Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of GAGG.L and PRIG.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.


Loading graphics...

Sharpe Ratios by Period


GAGG.LPRIG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.12

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.29

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

-0.10

+0.14

Correlation

The correlation between GAGG.L and PRIG.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GAGG.L vs. PRIG.L - Dividend Comparison

GAGG.L has not paid dividends to shareholders, while PRIG.L's dividend yield for the trailing twelve months is around 2.95%.


TTM2025202420232022202120202019
GAGG.L
Amundi Index Barclays Global Agg 500M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIG.L
Amundi Prime Global Govies UCITS ETF DR (D)
2.95%2.96%2.31%1.97%1.72%1.50%1.75%1.23%

Drawdowns

GAGG.L vs. PRIG.L - Drawdown Comparison

The maximum GAGG.L drawdown since its inception was -19.47%, smaller than the maximum PRIG.L drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for GAGG.L and PRIG.L.


Loading graphics...

Drawdown Indicators


GAGG.LPRIG.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.47%

-26.02%

+6.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.17%

-5.10%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-14.17%

-17.03%

+2.86%

Current Drawdown

Current decline from peak

-13.55%

-22.86%

+9.31%

Average Drawdown

Average peak-to-trough decline

-9.58%

-16.24%

+6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.98%

-0.68%

Volatility

GAGG.L vs. PRIG.L - Volatility Comparison

The current volatility for Amundi Index Barclays Global Agg 500M (GAGG.L) is 1.49%, while Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) has a volatility of 1.67%. This indicates that GAGG.L experiences smaller price fluctuations and is considered to be less risky than PRIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GAGG.LPRIG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.67%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

3.66%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.16%

5.40%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.60%

7.18%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.22%

7.82%

-0.60%