ISX5.L vs. PRUK.L

Last updated Jul 18, 2026

ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) and PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) are both Europe Equities funds - ISX5.L tracks the MSCI EMU NR EUR while PRUK.L tracks the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 5 years, ISX5.L returned 11.64%/yr vs 1.48%/yr for PRUK.L. A 0.76 correlation means they provide meaningful diversification when combined. ISX5.L charges 0.00%/yr vs 0.05%/yr for PRUK.L.

Performance

ISX5.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core EURO STOXX 50 UCITS ETF (ISX5.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.

Different Trading Currencies

ISX5.L is traded in USD, while PRUK.L is traded in GBp. To make them comparable, the PRUK.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISX5.L achieves a 7.09% return, which is significantly higher than PRUK.L's 5.61% return.

ISX5.L

• 1D: -0.86%
• 1M: -2.12%
• 6M: 4.12%
• YTD: 7.09%
• 1Y: 17.41%
• 3Y*: 16.45%
• 5Y*: 11.64%
• 10Y*: 12.48%

PRUK.L

• 1D: -0.30%
• 1M: 3.96%
• 6M: 1.84%
• YTD: 5.61%
• 1Y: 9.41%
• 3Y*: 12.06%
• 5Y*: 1.48%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISX5.L vs. PRUK.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	7.09%	37.35%	4.59%	26.91%	-13.63%	13.94%	15.86%
PRUK.L Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)	5.61%	22.14%	4.08%	13.03%	-31.01%	12.94%	32.14%

Correlation

The correlation between ISX5.L and PRUK.L is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jul 7, 2020	0.76

The correlation between ISX5.L and PRUK.L shifts across timeframes, from 0.66 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

ISX5.L vs. PRUK.L - Sectors Allocation Comparison

Sectors	ISX5.L	PRUK.L
Financial Services	26.4%	20.5%
Industrials	22.1%	22.0%
Technology	16.3%	7.3%
Consumer Cyclical	9.7%	13.5%
Consumer Defensive	5.5%	6.7%
Healthcare	5.4%	2.9%
Utilities	4.9%	3.0%
Energy	4.4%	2.6%
Basic Materials	3.5%	6.6%
Communication Services	1.9%	6.5%
Real Estate	-	8.5%

Return for Risk

ISX5.L vs. PRUK.L — Risk / Return Rank

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

ISX5.L

ISX5.L Risk / Return Rank: 33
ISX5.L Sharpe Ratio Rank: 32
ISX5.L Sortino Ratio Rank: 34
ISX5.L Omega Ratio Rank: 31
ISX5.L Calmar Ratio Rank: 32
ISX5.L Martin Ratio Rank: 37

PRUK.L

PRUK.L Risk / Return Rank: 22
PRUK.L Sharpe Ratio Rank: 23
PRUK.L Sortino Ratio Rank: 22
PRUK.L Omega Ratio Rank: 22
PRUK.L Calmar Ratio Rank: 20
PRUK.L Martin Ratio Rank: 23

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.

ISX5.L vs. PRUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF (ISX5.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ISX5.L	PRUK.L	Difference
Sharpe ratio: Return per unit of total volatility	0.95	0.56	+0.39
Sortino ratio: Return per unit of downside risk	1.50	0.91	+0.59
Omega ratio: Gain probability vs. loss probability	1.18	1.11	+0.07
Calmar ratio: Return relative to maximum drawdown	1.34	0.60	+0.74
Martin ratio: Return relative to average drawdown	4.55	1.87	+2.67

ISX5.L vs. PRUK.L - Sharpe Ratio Comparison

The current ISX5.L Sharpe Ratio is 0.95, which is higher than the PRUK.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ISX5.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.

Drawdowns

ISX5.L vs. PRUK.L - Drawdown Comparison

The maximum ISX5.L drawdown since its inception was -38.62%, smaller than the maximum PRUK.L drawdown of -48.73%. Use the drawdown chart below to compare losses from any high point for ISX5.L and PRUK.L.

Drawdown Indicators

	ISX5.L	PRUK.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.62%	-48.73%	+10.11%
Max Drawdown (1Y) Largest decline over 1 year	-12.92%	-15.53%	+2.61%
Max Drawdown (3Y) Largest decline over 3 years	-15.36%	-21.14%	+5.78%
Max Drawdown (5Y) Largest decline over 5 years	-34.86%	-48.73%	+13.87%
Max Drawdown (10Y) Largest decline over 10 years	-38.62%	—	—
Current Drawdown Current decline from peak	-2.77%	-2.39%	-0.38%
Average Drawdown Average peak-to-trough decline	-8.30%	-18.36%	+10.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	5.01%	-1.19%

Volatility

ISX5.L vs. PRUK.L - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a higher volatility of 4.87% compared to Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) at 4.49%. This indicates that ISX5.L's price experiences larger fluctuations and is considered to be riskier than PRUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISX5.L	PRUK.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	4.49%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	15.65%	13.95%	+1.70%
Volatility (1Y) Calculated over the trailing 1-year period	18.33%	16.82%	+1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.90%	20.43%	+1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.71%	20.32%	+1.39%

ISX5.L vs. PRUK.L - Expense Ratio Comparison

ISX5.L has a 0.00% expense ratio, which is lower than PRUK.L's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISX5.L vs. PRUK.L - Dividend Comparison

ISX5.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.50%.

Position	TTM	2025	2024	2023	2022	2021
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	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)	3.50%	3.70%	3.63%	3.43%	3.50%	1.73%

Frequently Asked Questions

Can I hold both ISX5.L and PRUK.L in my portfolio?

ISX5.L and PRUK.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ISX5.L or PRUK.L?

On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISX5.L or PRUK.L?

ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.05% for PRUK.L.

What is the main difference between ISX5.L and PRUK.L?

ISX5.L tracks MSCI EMU 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: 0.00% for ISX5.L and 0.05% for PRUK.L.