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

ISAC.L vs. PRWU.L

Last updated Jun 5, 2026

ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds - ISAC.L tracks the MSCI ACWI Index while PRWU.L tracks the MSCI ACWI NR USD. Both are passively managed. A 0.72 correlation means they provide meaningful diversification when combined. ISAC.L charges 0.20%/yr vs 0.05%/yr for PRWU.L.

Performance

ISAC.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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

ISAC.L

1D
-0.10%
1M
4.26%
YTD
11.54%
6M
13.01%
1Y
28.81%
3Y*
21.19%
5Y*
11.38%
10Y*
12.63%

PRWU.L

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

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

2026 (YTD)2025202420232022
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)		11.54%22.36%17.81%22.57%2.95%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)		0.00%0.00%19.27%24.47%2.98%

Correlation

The correlation between ISAC.L and PRWU.L is 0.72, 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

0.61

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

0.72

The correlation between ISAC.L and PRWU.L shifts across timeframes, from 0.61 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.

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

Sectors
ISAC.L
PRWU.L

Technology

33.9%
27.0%

Financial Services

17.3%
15.8%

Industrials

9.0%
9.9%

Communication Services

8.6%
8.1%

Consumer Cyclical

8.5%
10.5%

Healthcare

7.8%
10.7%

Consumer Defensive

4.4%
6.1%

Energy

3.6%
4.0%

Basic Materials

2.9%
3.2%

Utilities

2.2%
2.7%

Real Estate

1.2%
2.1%

Technology

ISAC.L
33.9%
PRWU.L
27.0%

Financial Services

ISAC.L
17.3%
PRWU.L
15.8%

Industrials

ISAC.L
9.0%
PRWU.L
9.9%

Communication Services

ISAC.L
8.6%
PRWU.L
8.1%

Consumer Cyclical

ISAC.L
8.5%
PRWU.L
10.5%

Healthcare

ISAC.L
7.8%
PRWU.L
10.7%

Consumer Defensive

ISAC.L
4.4%
PRWU.L
6.1%

Energy

ISAC.L
3.6%
PRWU.L
4.0%

Basic Materials

ISAC.L
2.9%
PRWU.L
3.2%

Utilities

ISAC.L
2.2%
PRWU.L
2.7%

Real Estate

ISAC.L
1.2%
PRWU.L
2.1%

Compare stocks, funds, or ETFs

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iShares MSCI ACWI UCITS ETF USD (Acc)

Amundi Prime Global UCITS ETF DR (C)

Often compared with ISAC.L:
ISAC.L vs. VWRA.LISAC.L vs. SSAC.LISAC.L vs. IWDA.LISAC.L vs. VTISAC.L vs. SWDA.LISAC.L vs. VOOISAC.L vs. SWRD.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISAC.L
ISAC.L Risk / Return Rank: 7373
Overall Rank
ISAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7373
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7474
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.

ISAC.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility
2.31

—

—

Sortino ratioReturn per unit of downside risk
3.42

—

—

Omega ratioGain probability vs. loss probability

1.43

—

—

Calmar ratioReturn relative to maximum drawdown

3.27

—

—

Martin ratioReturn relative to average drawdown

13.72

—

—

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

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

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Sharpe Ratios by Period

ISAC.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

—

—

Drawdowns

ISAC.L vs. PRWU.L - Drawdown Comparison

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Drawdown Indicators

ISAC.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

—

—

Current Drawdown

Current decline from peak

-0.72%

—

—

Average Drawdown

Average peak-to-trough decline

-4.69%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

—

—

Volatility

ISAC.L vs. PRWU.L - Volatility Comparison

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Volatility by Period

ISAC.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.40%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

—

—

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

ISAC.L has a 0.20% expense ratio, which is higher than PRWU.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

ISAC.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

ISAC.L and PRWU.L have a correlation of 0.72, 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 0.20% for ISAC.L.

ISAC.L tracks MSCI ACWI Index, while PRWU.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for ISAC.L and 0.05% for PRWU.L.

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