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

IWVL.L vs. PRWU.L

Last updated Jun 4, 2026

IWVL.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds - IWVL.L tracks the MSCI World Enhanced Value Index while PRWU.L tracks the MSCI ACWI NR USD. Both are passively managed. A 0.60 correlation means they provide meaningful diversification when combined. IWVL.L charges 0.25%/yr vs 0.05%/yr for PRWU.L.

Performance

IWVL.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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

IWVL.L

1D
-0.26%
1M
14.91%
YTD
35.18%
6M
39.74%
1Y
67.93%
3Y*
30.59%
5Y*
16.43%
10Y*
13.06%

PRWU.L

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

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

2026 (YTD)2025202420232022
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)		35.18%40.41%5.13%19.53%5.67%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)		0.00%0.00%19.27%24.47%2.98%

Correlation

The correlation between IWVL.L and PRWU.L is 0.60, 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

0.60

The correlation between IWVL.L and PRWU.L shifts across timeframes, from 0.48 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.

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

Sectors
IWVL.L
PRWU.L

Technology

33.9%
27.0%

Financial Services

14.8%
15.8%

Industrials

11.3%
9.9%

Healthcare

8.8%
10.7%

Consumer Cyclical

7.9%
10.5%

Communication Services

7.6%
8.1%

Consumer Defensive

4.5%
6.1%

Energy

3.8%
4.0%

Basic Materials

3.0%
3.2%

Utilities

2.5%
2.7%

Real Estate

1.8%
2.1%

Technology

IWVL.L
33.9%
PRWU.L
27.0%

Financial Services

IWVL.L
14.8%
PRWU.L
15.8%

Industrials

IWVL.L
11.3%
PRWU.L
9.9%

Healthcare

IWVL.L
8.8%
PRWU.L
10.7%

Consumer Cyclical

IWVL.L
7.9%
PRWU.L
10.5%

Communication Services

IWVL.L
7.6%
PRWU.L
8.1%

Consumer Defensive

IWVL.L
4.5%
PRWU.L
6.1%

Energy

IWVL.L
3.8%
PRWU.L
4.0%

Basic Materials

IWVL.L
3.0%
PRWU.L
3.2%

Utilities

IWVL.L
2.5%
PRWU.L
2.7%

Real Estate

IWVL.L
1.8%
PRWU.L
2.1%

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iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)

Amundi Prime Global UCITS ETF DR (C)

Often compared with IWVL.L:
IWVL.L vs. VWRA.LIWVL.L vs. IWDA.ASIWVL.L vs. IWQU.LIWVL.L vs. DFIVIWVL.L vs. VOOIWVL.L vs. URTHIWVL.L vs. VT
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWVL.L
IWVL.L Risk / Return Rank: 9595
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.

IWVL.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility
4.35

—

—

Sortino ratioReturn per unit of downside risk
5.98

—

—

Omega ratioGain probability vs. loss probability

1.78

—

—

Calmar ratioReturn relative to maximum drawdown

7.73

—

—

Martin ratioReturn relative to average drawdown

29.28

—

—

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

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

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Sharpe Ratios by Period

IWVL.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.35

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

—

—

Drawdowns

IWVL.L vs. PRWU.L - Drawdown Comparison

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Drawdown Indicators

IWVL.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

—

—

Current Drawdown

Current decline from peak

-0.26%

—

—

Average Drawdown

Average peak-to-trough decline

-7.51%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

—

—

Volatility

IWVL.L vs. PRWU.L - Volatility Comparison

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Volatility by Period

IWVL.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

—

—

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

IWVL.L has a 0.25% 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

IWVL.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IWVL.L and PRWU.L have a correlation of 0.60, 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 0.25% for IWVL.L.

IWVL.L tracks MSCI World Enhanced Value Index, while PRWU.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IWVL.L and 0.05% for PRWU.L.

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