LCRP.L vs. PRIP.L

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (LCRP.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L).

LCRP.L and PRIP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCRP.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Dec 2, 2015. PRIP.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Sep 10, 2019. Both LCRP.L and PRIP.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

LCRP.L vs. PRIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (LCRP.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L). The values are adjusted to include any dividend payments, if applicable.

LCRP.L vs. PRIP.L - Yearly Performance Comparison

	2026 (YTD)	2025
LCRP.L SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF	0.00%	5.35%
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D)	0.65%	0.86%

Different Trading Currencies

LCRP.L is traded in GBP, while PRIP.L is traded in GBp. To make them comparable, the PRIP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

LCRP.L

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: -0.86%
• 1Y: -0.30%
• 3Y*: 0.58%
• 5Y*: -1.10%
• 10Y*: 1.65%

PRIP.L

• 1D: 0.11%
• 1M: -0.62%
• YTD: 0.65%
• 6M: -2.95%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LCRP.L vs. PRIP.L - Expense Ratio Comparison

LCRP.L has a 0.12% expense ratio, which is higher than PRIP.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%.

LCRP.L

SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF

PRIP.L

Amundi Prime US Corporates UCITS ETF DR (D)

Return for Risk

LCRP.L vs. PRIP.L — Risk / Return Rank

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

LCRP.L

LCRP.L Risk / Return Rank: 11
LCRP.L Sharpe Ratio Rank: 12
LCRP.L Sortino Ratio Rank: 11
LCRP.L Omega Ratio Rank: 11
LCRP.L Calmar Ratio Rank: 11
LCRP.L Martin Ratio Rank: 11

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.

LCRP.L vs. PRIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (LCRP.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.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.

	LCRP.L	PRIP.L	Difference
Sharpe ratio Return per unit of total volatility	0.03	—	—
Sortino ratio Return per unit of downside risk	0.10	—	—
Omega ratio Gain probability vs. loss probability	1.02	—	—
Calmar ratio Return relative to maximum drawdown	-0.04	—	—
Martin ratio Return relative to average drawdown	-0.07	—	—
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

	LCRP.L	PRIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.03	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.20	+0.01

Correlation

The correlation between LCRP.L and PRIP.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LCRP.L vs. PRIP.L - Dividend Comparison

LCRP.L's dividend yield for the trailing twelve months is around 2.75%, while PRIP.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
LCRP.L SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF	2.75%	5.64%	5.14%	4.64%	4.37%	3.29%	3.49%
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LCRP.L vs. PRIP.L - Drawdown Comparison

The maximum LCRP.L drawdown since its inception was -28.37%, which is greater than PRIP.L's maximum drawdown of -9.14%. Use the drawdown chart below to compare losses from any high point for LCRP.L and PRIP.L.

Drawdown Indicators

	LCRP.L	PRIP.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.37%	-9.14%	-19.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.17%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.37%	—	—
Current Drawdown Current decline from peak	-18.73%	-6.13%	-12.60%
Average Drawdown Average peak-to-trough decline	-12.71%	-2.82%	-9.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.23%	—	—

Volatility

Volatility by Period

	LCRP.L	PRIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.04%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.67%	8.22%	+1.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.22%	8.22%	+4.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.94%	8.22%	+4.72%