JPTC.L vs. PRWU.L

Last updated Jun 5, 2026

JPTC.L (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds tracking the MSCI ACWI NR USD, from JPMorgan and Amundi respectively. Both are passively managed. At a 0.44 correlation, their price movements are largely independent. JPTC.L charges 0.19%/yr vs 0.05%/yr for PRWU.L.

Performance

JPTC.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

JPTC.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

JPTC.L

• 1D: 0.45%
• 1M: 4.58%
• YTD: 6.75%
• 6M: 6.98%
• 1Y: 21.63%
• 3Y*: 15.41%
• 5Y*: 11.69%
• 10Y*: —

PRWU.L

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

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

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

	2026 (YTD)	2025	2024	2023	2022
JPTC.L JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)	6.75%	11.44%	20.36%	16.17%	-0.62%
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%	20.63%	18.25%	1.23%

Correlation

The correlation between JPTC.L and PRWU.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022	0.44

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

Sectors	JPTC.L	PRWU.L
Technology	29.7%	27.0%
Financial Services	16.0%	15.8%
Consumer Cyclical	11.3%	10.5%
Industrials	10.5%	9.9%
Communication Services	9.8%	8.1%
Healthcare	8.9%	10.7%
Consumer Defensive	3.8%	6.1%
Basic Materials	3.5%	3.2%
Utilities	2.8%	2.7%
Energy	2.0%	4.0%
Real Estate	1.8%	2.1%

Return for Risk

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

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.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.

	JPTC.L	PRWU.L	Difference
Sharpe ratio: Return per unit of total volatility	1.95	—	—
Sortino ratio: Return per unit of downside risk	2.79	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.48	—	—
Martin ratio: Return relative to average drawdown	10.17	—	—
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

	JPTC.L	PRWU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	—	—

Drawdowns

Drawdown Indicators

	JPTC.L	PRWU.L	Difference
Max Drawdown Largest peak-to-trough decline	-19.17%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.69%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.17%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.17%	—	—
Current Drawdown Current decline from peak	-0.01%	—	—
Average Drawdown Average peak-to-trough decline	-2.84%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	—	—

Volatility

Volatility by Period

	JPTC.L	PRWU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.04%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.19%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.23%	—	—

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

JPTC.L has a 0.19% 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

JPTC.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JPTC.L and PRWU.L in my portfolio?

JPTC.L and PRWU.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JPTC.L or PRWU.L?

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.

Which ETF is cheaper, JPTC.L or PRWU.L?

PRWU.L is cheaper with a 0.05% expense ratio, compared with 0.19% for JPTC.L.

What is the main difference between JPTC.L and PRWU.L?

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.19% for JPTC.L and 0.05% for PRWU.L.