LDCU.L vs. PRIP.L

Last updated Jun 5, 2026

LDCU.L (PIMCO US Low Duration Corporate Bond UCITS ETF Dist) and PRIP.L (Amundi Prime US Corporates UCITS ETF DR (D)) are both Corporate Bonds funds - LDCU.L tracks the Bloomberg US Corp 1-3 Yr TR USD while PRIP.L tracks the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past year, LDCU.L returned 4.20% vs 0.53% for PRIP.L. At a 0.23 correlation, their price movements are largely independent. LDCU.L charges 0.49%/yr vs 0.05%/yr for PRIP.L.

Performance

LDCU.L vs. PRIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, LDCU.L achieves a 0.48% return, which is significantly higher than PRIP.L's -0.34% return.

LDCU.L

• 1D: 0.15%
• 1M: 0.20%
• YTD: 0.48%
• 6M: 0.48%
• 1Y: 4.20%
• 3Y*: 5.39%
• 5Y*: 2.29%
• 10Y*: 2.92%

PRIP.L

• 1D: -0.49%
• 1M: 0.33%
• YTD: -0.34%
• 6M: -4.40%
• 1Y: 0.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist	0.48%	4.26%
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D)	-0.34%	1.04%

Correlation

The correlation between LDCU.L and PRIP.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025	0.23

Return for Risk

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

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

LDCU.L

LDCU.L Risk / Return Rank: 42
LDCU.L Sharpe Ratio Rank: 40
LDCU.L Sortino Ratio Rank: 44
LDCU.L Omega Ratio Rank: 39
LDCU.L Calmar Ratio Rank: 41
LDCU.L Martin Ratio Rank: 45

PRIP.L

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

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

This table presents a comparison of risk-adjusted performance metrics for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.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.

	LDCU.L	PRIP.L	Difference
Sharpe ratio: Return per unit of total volatility	1.40	0.14	+1.26
Sortino ratio: Return per unit of downside risk	2.16	0.22	+1.94
Omega ratio: Gain probability vs. loss probability	1.25	1.03	+0.22
Calmar ratio: Return relative to maximum drawdown	1.99	0.15	+1.84
Martin ratio: Return relative to average drawdown	7.16	0.29	+6.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDCU.L vs. PRIP.L - Sharpe Ratio Comparison

The current LDCU.L Sharpe Ratio is 1.40, which is higher than the PRIP.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of LDCU.L and PRIP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LDCU.L	PRIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	0.14	+1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.08	+1.01

Drawdowns

LDCU.L vs. PRIP.L - Drawdown Comparison

The maximum LDCU.L drawdown since its inception was -9.42%, which is greater than PRIP.L's maximum drawdown of -7.32%. Use the drawdown chart below to compare losses from any high point for LDCU.L and PRIP.L.

Drawdown Indicators

	LDCU.L	PRIP.L	Difference
Max Drawdown Largest peak-to-trough decline	-9.42%	-7.32%	-2.10%
Max Drawdown (1Y) Largest decline over 1 year	-2.10%	-7.32%	+5.22%
Max Drawdown (3Y) Largest decline over 3 years	-2.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-9.42%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-9.42%	—	—
Current Drawdown Current decline from peak	-0.62%	-5.43%	+4.81%
Average Drawdown Average peak-to-trough decline	-1.27%	-2.71%	+1.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.59%	3.78%	-3.19%

Volatility

LDCU.L vs. PRIP.L - Volatility Comparison

The current volatility for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) is 0.78%, while Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) has a volatility of 2.00%. This indicates that LDCU.L experiences smaller price fluctuations and is considered to be less risky than PRIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LDCU.L	PRIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.78%	2.00%	-1.22%
Volatility (6M) Calculated over the trailing 6-month period	1.80%	6.58%	-4.78%
Volatility (1Y) Calculated over the trailing 1-year period	2.98%	7.74%	-4.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.10%	7.68%	-4.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.69%	7.68%	-4.99%

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

LDCU.L has a 0.49% expense ratio, which is higher than PRIP.L's 0.05% expense ratio.

Dividends

LDCU.L vs. PRIP.L - Dividend Comparison

LDCU.L's dividend yield for the trailing twelve months is around 4.48%, while PRIP.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist	4.48%	4.42%	4.40%	3.45%	1.93%	1.77%	2.17%	2.96%	2.75%	2.26%	2.37%	2.13%
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LDCU.L and PRIP.L in my portfolio?

LDCU.L and PRIP.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LDCU.L or PRIP.L?

On fees, PRIP.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, LDCU.L or PRIP.L?

PRIP.L is cheaper with a 0.05% expense ratio, compared with 0.49% for LDCU.L.

What is the main difference between LDCU.L and PRIP.L?

LDCU.L tracks Bloomberg US Corp 1-3 Yr TR USD, while PRIP.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: PIMCO and Amundi. Their fees differ too: 0.49% for LDCU.L and 0.05% for PRIP.L.