MWEQ.L vs. PRWU.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L).

MWEQ.L and PRWU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MWEQ.L is a passively managed fund by Invesco that tracks the performance of the MSCI World Equal Weighted Net Total Return USD Index. It was launched on Sep 4, 2024. PRWU.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Jan 30, 2019. Both MWEQ.L and PRWU.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

MWEQ.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024
MWEQ.L Invesco MSCI World Equal Weight UCITS ETF Acc	1.49%	21.96%	0.07%
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%	4.48%

Returns By Period

MWEQ.L

• 1D: 3.02%
• 1M: -3.82%
• YTD: 1.49%
• 6M: 4.34%
• 1Y: 19.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRWU.L

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

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

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

MWEQ.L has a 0.20% 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%.

MWEQ.L

Invesco MSCI World Equal Weight UCITS ETF Acc

PRWU.L

Amundi Prime Global UCITS ETF DR (C)

Return for Risk

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

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

MWEQ.L

MWEQ.L Risk / Return Rank: 72
MWEQ.L Sharpe Ratio Rank: 71
MWEQ.L Sortino Ratio Rank: 70
MWEQ.L Omega Ratio Rank: 68
MWEQ.L Calmar Ratio Rank: 77
MWEQ.L Martin Ratio Rank: 75

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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.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.

	MWEQ.L	PRWU.L	Difference
Sharpe ratio Return per unit of total volatility	1.33	—	—
Sortino ratio Return per unit of downside risk	1.83	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	2.25	—	—
Martin ratio Return relative to average drawdown	8.51	—	—
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

	MWEQ.L	PRWU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	—	—

Correlation

The correlation between MWEQ.L and PRWU.L is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MWEQ.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	MWEQ.L	PRWU.L	Difference
Max Drawdown Largest peak-to-trough decline	-12.95%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.50%	—	—
Current Drawdown Current decline from peak	-5.24%	—	—
Average Drawdown Average peak-to-trough decline	-1.69%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	—	—

Volatility

Volatility by Period

	MWEQ.L	PRWU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.85%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.08%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.08%	—	—