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GBPC.L vs. PRIC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBPC.L vs. PRIC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L) and Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L). The values are adjusted to include any dividend payments, if applicable.

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GBPC.L vs. PRIC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
-1.20%6.83%2.78%8.45%-17.18%-2.43%-0.23%
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
-0.80%5.72%-0.43%5.40%-9.08%-7.58%-0.58%

Returns By Period

In the year-to-date period, GBPC.L achieves a -1.20% return, which is significantly lower than PRIC.L's -0.80% return.


GBPC.L

1D
0.76%
1M
-2.02%
YTD
-1.20%
6M
0.97%
1Y
5.17%
3Y*
5.07%
5Y*
-0.32%
10Y*

PRIC.L

1D
0.23%
1M
-1.71%
YTD
-0.80%
6M
-2.73%
1Y
3.88%
3Y*
3.10%
5Y*
-0.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GBPC.L vs. PRIC.L - Expense Ratio Comparison

GBPC.L has a 0.09% expense ratio, which is higher than PRIC.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%.


Return for Risk

GBPC.L vs. PRIC.L — Risk / Return Rank

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

GBPC.L
GBPC.L Risk / Return Rank: 4444
Overall Rank
GBPC.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GBPC.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
GBPC.L Omega Ratio Rank: 3939
Omega Ratio Rank
GBPC.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
GBPC.L Martin Ratio Rank: 5252
Martin Ratio Rank

PRIC.L
PRIC.L Risk / Return Rank: 2828
Overall Rank
PRIC.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PRIC.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
PRIC.L Omega Ratio Rank: 3030
Omega Ratio Rank
PRIC.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
PRIC.L Martin Ratio Rank: 2222
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.

GBPC.L vs. PRIC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L) and Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.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.


GBPC.LPRIC.LDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.69

+0.17

Sortino ratio

Return per unit of downside risk

1.22

0.96

+0.26

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.34

0.67

+0.67

Martin ratio

Return relative to average drawdown

5.67

1.63

+4.04

GBPC.L vs. PRIC.L - Sharpe Ratio Comparison

The current GBPC.L Sharpe Ratio is 0.86, which is comparable to the PRIC.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GBPC.L and PRIC.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


GBPC.LPRIC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.69

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.06

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.08

-0.22

Correlation

The correlation between GBPC.L and PRIC.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GBPC.L vs. PRIC.L - Dividend Comparison

GBPC.L's dividend yield for the trailing twelve months is around 5.21%, while PRIC.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
5.21%5.00%4.86%3.58%2.16%0.87%0.00%0.00%
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
0.00%0.00%2.18%1.78%1.41%1.33%1.37%1.02%

Drawdowns

GBPC.L vs. PRIC.L - Drawdown Comparison

The maximum GBPC.L drawdown since its inception was -28.18%, which is greater than PRIC.L's maximum drawdown of -21.96%. Use the drawdown chart below to compare losses from any high point for GBPC.L and PRIC.L.


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Drawdown Indicators


GBPC.LPRIC.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.18%

-21.96%

-6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.91%

-5.92%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-27.49%

-17.37%

-10.12%

Current Drawdown

Current decline from peak

-5.79%

-9.33%

+3.54%

Average Drawdown

Average peak-to-trough decline

-11.68%

-10.70%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.41%

-1.49%

Volatility

GBPC.L vs. PRIC.L - Volatility Comparison

L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L) has a higher volatility of 2.59% compared to Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) at 1.97%. This indicates that GBPC.L's price experiences larger fluctuations and is considered to be riskier than PRIC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBPC.LPRIC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.97%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

4.23%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

5.59%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

6.35%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.08%

7.24%

+0.84%