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

IEVL.L vs. PRUK.L

Last updated Jun 5, 2026

IEVL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating) and PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) are both Europe Equities funds - IEVL.L tracks the MSCI Europe Enhanced Value Index while PRUK.L tracks the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 5 years, IEVL.L returned 14.48%/yr vs 0.63%/yr for PRUK.L. A 0.68 correlation means they provide meaningful diversification when combined. IEVL.L charges 0.25%/yr vs 0.05%/yr for PRUK.L.

Performance

IEVL.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.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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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEVL.L achieves a 13.95% return, which is significantly higher than PRUK.L's 3.80% return.

IEVL.L

1D
0.04%
1M
4.59%
YTD
13.95%
6M
17.06%
1Y
32.80%
3Y*
21.63%
5Y*
14.48%
10Y*
10.70%

PRUK.L

1D
0.91%
1M
3.24%
YTD
3.80%
6M
6.23%
1Y
7.03%
3Y*
8.76%
5Y*
0.63%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating		13.95%35.00%10.59%13.55%-3.79%26.68%12.77%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)		3.80%7.64%10.96%9.64%-26.74%21.10%23.47%

Correlation

The correlation between IEVL.L and PRUK.L is 0.62, 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

0.62

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

0.68

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

0.71

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

0.68

The correlation between IEVL.L and PRUK.L has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.

IEVL.L vs. PRUK.L - Sectors Allocation Comparison

Sectors
IEVL.L
PRUK.L

Financial Services

22.6%
19.9%

Industrials

17.0%
22.2%

Healthcare

12.3%
2.9%

Technology

12.2%
7.0%

Consumer Defensive

8.6%
6.4%

Basic Materials

6.2%
7.3%

Consumer Cyclical

6.2%
13.2%

Energy

5.1%
2.9%

Utilities

4.5%
3.4%

Communication Services

3.7%
6.8%

Real Estate

0.6%
8.0%

Financial Services

IEVL.L
22.6%
PRUK.L
19.9%

Industrials

IEVL.L
17.0%
PRUK.L
22.2%

Healthcare

IEVL.L
12.3%
PRUK.L
2.9%

Technology

IEVL.L
12.2%
PRUK.L
7.0%

Consumer Defensive

IEVL.L
8.6%
PRUK.L
6.4%

Basic Materials

IEVL.L
6.2%
PRUK.L
7.3%

Consumer Cyclical

IEVL.L
6.2%
PRUK.L
13.2%

Energy

IEVL.L
5.1%
PRUK.L
2.9%

Utilities

IEVL.L
4.5%
PRUK.L
3.4%

Communication Services

IEVL.L
3.7%
PRUK.L
6.8%

Real Estate

IEVL.L
0.6%
PRUK.L
8.0%

Compare stocks, funds, or ETFs

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iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating

Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)

Often compared with IEVL.L:
IEVL.L vs. AINF.LIEVL.L vs. FBTU.LIEVL.L vs. IUCS.LIEVL.L vs. CSKR.LIEVL.L vs. 36BA.DEIEVL.L vs. IEMA.LIEVL.L vs. GLD
Often compared with PRUK.L:
PRUK.L vs. EDIV.LPRUK.L vs. MVED.LPRUK.L vs. VUKE.DEPRUK.L vs. IWQU.LPRUK.L vs. MIVO.LPRUK.L vs. FEUZ.LPRUK.L vs. CS1.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IEVL.L
IEVL.L Risk / Return Rank: 7272
Overall Rank
IEVL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEVL.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IEVL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEVL.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEVL.L Martin Ratio Rank: 6868
Martin Ratio Rank
PRUK.L
PRUK.L Risk / Return Rank: 2121
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: 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.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.

IEVL.LPRUK.LDifference
Sharpe ratioReturn per unit of total volatility
2.38
0.47

+1.92

Sortino ratioReturn per unit of downside risk
3.26
0.76

+2.49

Omega ratioGain probability vs. loss probability

1.43

1.09

+0.34

Calmar ratioReturn relative to maximum drawdown

3.34

0.56

+2.78

Martin ratioReturn relative to average drawdown

12.45

1.89

+10.57

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IEVL.L Sharpe Ratio is 2.38, which is higher than the PRUK.L Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of IEVL.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

IEVL.LPRUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

0.47

+1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.04

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.40

+0.09

Drawdowns

IEVL.L vs. PRUK.L - Drawdown Comparison

The maximum IEVL.L drawdown since its inception was -40.09%, which is greater than PRUK.L's maximum drawdown of -37.33%. Use the drawdown chart below to compare losses from any high point for IEVL.L and PRUK.L.

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Drawdown Indicators

IEVL.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-37.33%

-2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-12.50%

+2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-17.49%

-19.76%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-37.33%

+17.78%

Max Drawdown (10Y)

Largest decline over 10 years

-40.09%

—

—

Current Drawdown

Current decline from peak

-0.78%

-3.08%

+2.30%

Average Drawdown

Average peak-to-trough decline

-7.51%

-14.58%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.72%

-1.09%

Volatility

IEVL.L vs. PRUK.L - Volatility Comparison

iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) have volatilities of 4.86% and 4.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IEVL.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.86%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

12.14%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

15.00%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

17.72%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

18.80%

-1.14%

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

IEVL.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

IEVL.L vs. PRUK.L - Dividend Comparison

IEVL.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.60%.

PositionTTM202520242023202220212020
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating		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)		3.60%3.70%3.63%3.43%3.50%1.73%0.29%

Frequently Asked Questions

IEVL.L and PRUK.L have a correlation of 0.62, 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 IEVL.L.

IEVL.L tracks MSCI Europe Enhanced Value Index, 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 IEVL.L and 0.05% for PRUK.L.

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