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

IWFS.L vs. PRWU.L

Last updated Jun 4, 2026

IWFS.L (iShares Edge MSCI World Size Factor UCITS ETF) 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 0.57 correlation means they provide meaningful diversification when combined. IWFS.L charges 0.30%/yr vs 0.05%/yr for PRWU.L.

Performance

IWFS.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Size Factor UCITS ETF (IWFS.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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Different Trading Currencies

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

Returns By Period

IWFS.L

1D
-0.25%
1M
2.16%
YTD
5.97%
6M
7.57%
1Y
18.04%
3Y*
11.62%
5Y*
6.48%
10Y*
9.12%

PRWU.L

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

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

2026 (YTD)2025202420232022
IWFS.L
iShares Edge MSCI World Size Factor UCITS ETF		5.97%13.13%7.64%9.74%2.90%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)		0.00%0.00%20.63%18.25%1.23%

Correlation

The correlation between IWFS.L and PRWU.L is 0.57, 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

0.48

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

0.57

The correlation between IWFS.L and PRWU.L has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.

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

Sectors
IWFS.L
PRWU.L

Industrials

21.4%
9.9%

Financial Services

14.2%
15.8%

Technology

12.0%
27.0%

Consumer Cyclical

9.7%
10.5%

Healthcare

7.4%
10.7%

Basic Materials

7.1%
3.2%

Real Estate

6.9%
2.1%

Consumer Defensive

6.6%
6.1%

Utilities

6.3%
2.7%

Communication Services

4.8%
8.1%

Energy

3.5%
4.0%

Industrials

IWFS.L
21.4%
PRWU.L
9.9%

Financial Services

IWFS.L
14.2%
PRWU.L
15.8%

Technology

IWFS.L
12.0%
PRWU.L
27.0%

Consumer Cyclical

IWFS.L
9.7%
PRWU.L
10.5%

Healthcare

IWFS.L
7.4%
PRWU.L
10.7%

Basic Materials

IWFS.L
7.1%
PRWU.L
3.2%

Real Estate

IWFS.L
6.9%
PRWU.L
2.1%

Consumer Defensive

IWFS.L
6.6%
PRWU.L
6.1%

Utilities

IWFS.L
6.3%
PRWU.L
2.7%

Communication Services

IWFS.L
4.8%
PRWU.L
8.1%

Energy

IWFS.L
3.5%
PRWU.L
4.0%

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iShares Edge MSCI World Size Factor UCITS ETF

Amundi Prime Global UCITS ETF DR (C)

Often compared with IWFS.L:
IWFS.L vs. URTHIWFS.L vs. EQQQ.LIWFS.L vs. VOOIWFS.L vs. XDEQ.LIWFS.L vs. VEAIWFS.L vs. IWFV.LIWFS.L vs. XLKQ.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWFS.L
IWFS.L Risk / Return Rank: 4949
Overall Rank
IWFS.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IWFS.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IWFS.L Omega Ratio Rank: 5151
Omega Ratio Rank
IWFS.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
IWFS.L Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IWFS.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.

IWFS.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility
1.76

—

—

Sortino ratioReturn per unit of downside risk
2.47

—

—

Omega ratioGain probability vs. loss probability

1.32

—

—

Calmar ratioReturn relative to maximum drawdown

2.16

—

—

Martin ratioReturn relative to average drawdown

7.65

—

—

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

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

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Sharpe Ratios by Period

IWFS.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

—

—

Drawdowns

IWFS.L vs. PRWU.L - Drawdown Comparison

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Drawdown Indicators

IWFS.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.90%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-14.42%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-17.33%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-29.90%

—

—

Current Drawdown

Current decline from peak

-1.18%

—

—

Average Drawdown

Average peak-to-trough decline

-4.67%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

—

—

Volatility

IWFS.L vs. PRWU.L - Volatility Comparison

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Volatility by Period

IWFS.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.94%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.23%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.96%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.40%

—

—

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

IWFS.L has a 0.30% expense ratio, which is higher than PRWU.L's 0.05% expense ratio.

Dividends

IWFS.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IWFS.L and PRWU.L have a correlation of 0.57, 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 0.30% for IWFS.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for IWFS.L and 0.05% for PRWU.L.

Portfolio Optimizer

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