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

Performance

IEFS.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.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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Returns By Period

In the year-to-date period, IEFS.L achieves a 5.78% return, which is significantly higher than PRUK.L's 1.86% return.


IEFS.L

1D
-0.28%
1M
1.57%
YTD
5.78%
6M
8.60%
1Y
16.22%
3Y*
12.43%
5Y*
5.82%
10Y*
8.37%

PRUK.L

1D
-1.21%
1M
2.07%
YTD
1.86%
6M
4.66%
1Y
9.73%
3Y*
8.43%
5Y*
0.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEFS.L vs. PRUK.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IEFS.L
iShares Edge MSCI Europe Size Factor UCITS ETF
5.78%24.40%0.75%11.87%-13.35%12.21%14.49%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)
1.86%13.57%5.85%7.37%-22.76%12.69%22.98%

Correlation

The correlation between IEFS.L and PRUK.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.79

The correlation between IEFS.L and PRUK.L has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.

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Return for Risk

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

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

IEFS.L
IEFS.L Risk / Return Rank: 3838
Overall Rank
IEFS.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IEFS.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
IEFS.L Omega Ratio Rank: 4040
Omega Ratio Rank
IEFS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IEFS.L Martin Ratio Rank: 3838
Martin Ratio Rank

PRUK.L
PRUK.L Risk / Return Rank: 2020
Overall Rank
PRUK.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 2020
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.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.


IEFS.LPRUK.LDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.26

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

1.63

0.74

+0.89

Martin ratioReturn relative to average drawdown

5.83

2.48

+3.35

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

The current IEFS.L Sharpe Ratio is 1.38, which is higher than the PRUK.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IEFS.L and PRUK.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IEFS.LPRUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.69

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.03

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.37

+0.16

Drawdowns

IEFS.L vs. PRUK.L - Drawdown Comparison

The maximum IEFS.L drawdown since its inception was -31.02%, smaller than the maximum PRUK.L drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for IEFS.L and PRUK.L.


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Drawdown Indicators


IEFS.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.02%

-36.10%

+5.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-13.05%

+3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-11.84%

-18.00%

+6.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.40%

-36.10%

+9.70%

Max Drawdown (10Y)

Largest decline over 10 years

-31.02%

Current Drawdown

Current decline from peak

-2.40%

-4.72%

+2.32%

Average Drawdown

Average peak-to-trough decline

-5.84%

-14.81%

+8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

3.92%

-1.14%

Volatility

IEFS.L vs. PRUK.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) is 3.78%, while Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) has a volatility of 4.76%. This indicates that IEFS.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


IEFS.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

4.76%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

11.71%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

14.11%

-2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

16.53%

-1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

17.45%

-1.86%

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

IEFS.L has a 0.25% expense ratio, which is higher than PRUK.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

IEFS.L vs. PRUK.L - Dividend Comparison

IEFS.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.63%.


PositionTTM202520242023202220212020
IEFS.L
iShares Edge MSCI Europe Size Factor UCITS ETF
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)
3.63%3.70%3.63%3.43%3.50%1.73%0.29%

Frequently Asked Questions


IEFS.L and PRUK.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRUK.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRUK.L is cheaper with a 0.05% expense ratio, compared with 0.25% for IEFS.L.

IEFS.L tracks MSCI Europe SMID NR EUR, while PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IEFS.L and 0.05% for PRUK.L.

Portfolio Optimizer

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