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PABG.L vs. PRUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PABG.L vs. PRUK.L

Last updated Jun 5, 2026

PABG.L (Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc) and PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) are both Europe Equities funds from Amundi - PABG.L tracks the MSCI EMU NR EUR while PRUK.L tracks the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 5 years, PABG.L returned 9.95%/yr vs 0.76%/yr for PRUK.L. A 0.70 correlation means they provide meaningful diversification when combined. PABG.L charges 0.20%/yr vs 0.05%/yr for PRUK.L.

Performance

PABG.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PABG.L achieves a 5.89% return, which is significantly higher than PRUK.L's 2.88% return.

PABG.L

1D
0.86%
1M
6.56%
YTD
5.89%
6M
7.11%
1Y
16.92%
3Y*
16.35%
5Y*
9.95%
10Y*
—

PRUK.L

1D
1.00%
1M
3.43%
YTD
2.88%
6M
5.16%
1Y
9.91%
3Y*
8.92%
5Y*
0.76%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

PABG.L vs. PRUK.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
PABG.L
Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc		5.89%27.75%9.01%19.40%-11.91%18.30%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)		2.88%13.57%5.85%7.37%-22.76%14.64%

Correlation

The correlation between PABG.L and PRUK.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2021

0.70

The correlation between PABG.L and PRUK.L has been stable across timeframes, ranging from 0.61 to 0.71 - a consistent structural relationship.

PABG.L vs. PRUK.L - Sectors Allocation Comparison

Sectors
PABG.L
PRUK.L

Financial Services

32.6%
19.9%

Technology

19.8%
7.0%

Industrials

16.1%
22.2%

Consumer Cyclical

9.9%
13.2%

Healthcare

8.2%
2.9%

Consumer Defensive

4.2%
6.4%

Utilities

4.1%
3.4%

Communication Services

3.5%
6.8%

Real Estate

1.1%
8.0%

Basic Materials

0.4%
7.3%

Energy

0.2%
2.9%

Financial Services

PABG.L
32.6%
PRUK.L
19.9%

Technology

PABG.L
19.8%
PRUK.L
7.0%

Industrials

PABG.L
16.1%
PRUK.L
22.2%

Consumer Cyclical

PABG.L
9.9%
PRUK.L
13.2%

Healthcare

PABG.L
8.2%
PRUK.L
2.9%

Consumer Defensive

PABG.L
4.2%
PRUK.L
6.4%

Utilities

PABG.L
4.1%
PRUK.L
3.4%

Communication Services

PABG.L
3.5%
PRUK.L
6.8%

Real Estate

PABG.L
1.1%
PRUK.L
8.0%

Basic Materials

PABG.L
0.4%
PRUK.L
7.3%

Energy

PABG.L
0.2%
PRUK.L
2.9%

Compare stocks, funds, or ETFs

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Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc

Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)

Often compared with PABG.L:
PABG.L vs. LYPG.DEPABG.L vs. JPCT.DEPABG.L vs. ZPAB.DEPABG.L vs. XLVP.LPABG.L vs. LWCR.DEPABG.L vs. XDWT.DEPABG.L vs. QQQ
Often compared with PRUK.L:
PRUK.L vs. EDIV.LPRUK.L vs. MVED.LPRUK.L vs. VUKE.DEPRUK.L vs. IWQU.LPRUK.L vs. MIVO.LPRUK.L vs. FEUZ.LPRUK.L vs. CS1.L

Return for Risk

PABG.L vs. PRUK.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PABG.L
PABG.L Risk / Return Rank: 3131
Overall Rank
PABG.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PABG.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PABG.L Omega Ratio Rank: 3131
Omega Ratio Rank
PABG.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
PABG.L Martin Ratio Rank: 3333
Martin Ratio Rank
PRUK.L
PRUK.L Risk / Return Rank: 2121
Overall Rank
PRUK.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 2121
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 2121
Martin Ratio Rank
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.

PABG.L vs. PRUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.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.

PABG.LPRUK.LDifference
Sharpe ratioReturn per unit of total volatility
1.10
0.70

+0.40

Sortino ratioReturn per unit of downside risk
1.68
1.09

+0.60

Omega ratioGain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratioReturn relative to maximum drawdown

1.43

0.76

+0.68

Martin ratioReturn relative to average drawdown

4.90

2.52

+2.38

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

PABG.L vs. PRUK.L - Sharpe Ratio Comparison

The current PABG.L Sharpe Ratio is 1.10, which is higher than the PRUK.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of PABG.L and PRUK.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.

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Sharpe Ratios by Period

PABG.LPRUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.70

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.05

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.38

+0.34

Drawdowns

PABG.L vs. PRUK.L - Drawdown Comparison

The maximum PABG.L drawdown since its inception was -26.49%, smaller than the maximum PRUK.L drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for PABG.L and PRUK.L.

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Drawdown Indicators

PABG.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.49%

-36.10%

+9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-13.05%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-18.00%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.49%

-36.10%

+9.61%

Current Drawdown

Current decline from peak

-0.04%

-3.76%

+3.72%

Average Drawdown

Average peak-to-trough decline

-5.63%

-14.80%

+9.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.93%

-0.48%

Volatility

PABG.L vs. PRUK.L - Volatility Comparison

Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) have volatilities of 4.81% and 4.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PABG.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

4.82%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

11.72%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

14.14%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

16.54%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

17.45%

-0.72%

PABG.L vs. PRUK.L - Expense Ratio Comparison

PABG.L has a 0.20% expense ratio, which is higher than PRUK.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

PABG.L vs. PRUK.L - Dividend Comparison

PABG.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.60%.

PositionTTM202520242023202220212020
PABG.L
Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)		3.60%3.70%3.63%3.43%3.50%1.73%0.29%

Frequently Asked Questions

PABG.L and PRUK.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRUK.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRUK.L is cheaper with a 0.05% expense ratio, compared with 0.20% for PABG.L.

PABG.L tracks MSCI EMU NR EUR, while PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP. Their fees differ too: 0.20% for PABG.L and 0.05% for PRUK.L.

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