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IGSU.L vs. PRWU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IGSU.L vs. PRWU.L

Last updated Jun 5, 2026

IGSU.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds tracking the MSCI ACWI NR USD, from iShares and Amundi respectively. Both are passively managed. A 0.71 correlation means they provide meaningful diversification when combined. IGSU.L charges 0.60%/yr vs 0.05%/yr for PRWU.L.

Performance

IGSU.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

IGSU.L

1D
0.19%
1M
2.99%
YTD
8.87%
6M
11.43%
1Y
22.73%
3Y*
17.98%
5Y*
10.63%
10Y*
12.26%

PRWU.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022
IGSU.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		8.87%22.56%10.92%26.37%4.31%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)		0.00%0.00%19.27%24.47%2.98%

Correlation

The correlation between IGSU.L and PRWU.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

0.71

The correlation between IGSU.L and PRWU.L shifts across timeframes, from 0.60 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.

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

Sectors
IGSU.L
PRWU.L

Technology

37.1%
27.0%

Financial Services

20.2%
15.8%

Industrials

12.5%
9.9%

Healthcare

8.9%
10.7%

Basic Materials

5.3%
3.2%

Energy

3.6%
4.0%

Consumer Cyclical

3.0%
10.5%

Utilities

3.0%
2.7%

Communication Services

2.6%
8.1%

Consumer Defensive

1.7%
6.1%

Real Estate

1.6%
2.1%

Technology

IGSU.L
37.1%
PRWU.L
27.0%

Financial Services

IGSU.L
20.2%
PRWU.L
15.8%

Industrials

IGSU.L
12.5%
PRWU.L
9.9%

Healthcare

IGSU.L
8.9%
PRWU.L
10.7%

Basic Materials

IGSU.L
5.3%
PRWU.L
3.2%

Energy

IGSU.L
3.6%
PRWU.L
4.0%

Consumer Cyclical

IGSU.L
3.0%
PRWU.L
10.5%

Utilities

IGSU.L
3.0%
PRWU.L
2.7%

Communication Services

IGSU.L
2.6%
PRWU.L
8.1%

Consumer Defensive

IGSU.L
1.7%
PRWU.L
6.1%

Real Estate

IGSU.L
1.6%
PRWU.L
2.1%

Compare stocks, funds, or ETFs

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iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)

Amundi Prime Global UCITS ETF DR (C)

Often compared with IGSU.L:
IGSU.L vs. IGSG.ASIGSU.L vs. USML.LIGSU.L vs. GLRE.LIGSU.L vs. VUSA.LIGSU.L vs. GGRG.LIGSU.L vs. BOTZIGSU.L vs. VUAG.L
Often compared with PRWU.L:
PRWU.L vs. SPYI.DEPRWU.L vs. VWRA.LPRWU.L vs. SWDA.LPRWU.L vs. LILMPRWU.L vs. CSPX.LPRWU.L vs. SWRD.LPRWU.L vs. VT

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGSU.L
IGSU.L Risk / Return Rank: 5454
Overall Rank
IGSU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IGSU.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IGSU.L Omega Ratio Rank: 5454
Omega Ratio Rank
IGSU.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IGSU.L Martin Ratio Rank: 5555
Martin Ratio Rank
PRWU.L
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.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.

IGSU.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility
1.81

—

—

Sortino ratioReturn per unit of downside risk
2.66

—

—

Omega ratioGain probability vs. loss probability

1.33

—

—

Calmar ratioReturn relative to maximum drawdown

2.46

—

—

Martin ratioReturn relative to average drawdown

9.44

—

—

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

IGSU.L vs. PRWU.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

IGSU.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

—

—

Drawdowns

IGSU.L vs. PRWU.L - Drawdown Comparison

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Drawdown Indicators

IGSU.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.33%

—

—

Current Drawdown

Current decline from peak

-0.65%

—

—

Average Drawdown

Average peak-to-trough decline

-5.17%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

—

—

Volatility

IGSU.L vs. PRWU.L - Volatility Comparison

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Volatility by Period

IGSU.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

—

—

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

IGSU.L has a 0.60% expense ratio, which is higher than PRWU.L's 0.05% expense ratio.

Dividends

IGSU.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IGSU.L and PRWU.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

PRWU.L is cheaper with a 0.05% expense ratio, compared with 0.60% for IGSU.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.60% for IGSU.L and 0.05% for PRWU.L.

Portfolio Optimizer

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