IWDE.L vs. PRWU.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L).

IWDE.L and PRWU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWDE.L is a passively managed fund by iShares that tracks the performance of the MSCI World 100% Hedged to EUR Index. It was launched on Sep 30, 2010. PRWU.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Jan 30, 2019. Both IWDE.L and PRWU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IWDE.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
IWDE.L iShares MSCI World EUR Hedged UCITS ETF (Acc)	-2.56%	16.39%	19.76%	21.13%	0.85%
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%	25.67%	20.74%	-3.25%

Different Trading Currencies

IWDE.L is traded in EUR, while PRWU.L is traded in USD. To make them comparable, the PRWU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

IWDE.L

• 1D: 2.62%
• 1M: -3.68%
• YTD: -2.56%
• 6M: 0.66%
• 1Y: 16.80%
• 3Y*: 15.56%
• 5Y*: 9.10%
• 10Y*: 10.30%

PRWU.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

IWDE.L has a 0.55% expense ratio, which is higher than PRWU.L's 0.05% expense ratio.

IWDE.L

iShares MSCI World EUR Hedged UCITS ETF (Acc)

PRWU.L

Amundi Prime Global UCITS ETF DR (C)

Return for Risk

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

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

IWDE.L

IWDE.L Risk / Return Rank: 63
IWDE.L Sharpe Ratio Rank: 60
IWDE.L Sortino Ratio Rank: 58
IWDE.L Omega Ratio Rank: 59
IWDE.L Calmar Ratio Rank: 68
IWDE.L Martin Ratio Rank: 71

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.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.

	IWDE.L	PRWU.L	Difference
Sharpe ratio Return per unit of total volatility	1.11	—	—
Sortino ratio Return per unit of downside risk	1.58	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.96	—	—
Martin ratio Return relative to average drawdown	8.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IWDE.L	PRWU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	—	—

Correlation

The correlation between IWDE.L and PRWU.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IWDE.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	IWDE.L	PRWU.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.32%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.61%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.72%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.32%	—	—
Current Drawdown Current decline from peak	-4.75%	—	—
Average Drawdown Average peak-to-trough decline	-4.54%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	—	—

Volatility

Volatility by Period

	IWDE.L	PRWU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.09%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.33%	—	—