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PACW.L vs. SRIW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PACW.L vs. SRIW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime All Country World UCITS ETF Income (PACW.L) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PACW.L achieves a 11.92% return, which is significantly higher than SRIW.L's 9.21% return.


PACW.L

1D
-0.04%
1M
5.24%
YTD
11.92%
6M
12.31%
1Y
30.29%
3Y*
5Y*
10Y*

SRIW.L

1D
0.25%
1M
6.85%
YTD
9.21%
6M
9.45%
1Y
21.14%
3Y*
14.81%
5Y*
11.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PACW.L vs. SRIW.L - Yearly Performance Comparison


Correlation

The correlation between PACW.L and SRIW.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.85

The correlation between PACW.L and SRIW.L has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

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Return for Risk

PACW.L vs. SRIW.L — Risk / Return Rank

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

PACW.L
PACW.L Risk / Return Rank: 8686
Overall Rank
PACW.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 8989
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 8585
Martin Ratio Rank

SRIW.L
SRIW.L Risk / Return Rank: 5555
Overall Rank
SRIW.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SRIW.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SRIW.L Omega Ratio Rank: 5858
Omega Ratio Rank
SRIW.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SRIW.L Martin Ratio Rank: 5050
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.

PACW.L vs. SRIW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Income (PACW.L) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.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.


PACW.LSRIW.LDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.55

1.35

+0.20

Calmar ratioReturn relative to maximum drawdown

4.27

2.41

+1.86

Martin ratioReturn relative to average drawdown

17.43

8.30

+9.13

PACW.L vs. SRIW.L - Sharpe Ratio Comparison

The current PACW.L Sharpe Ratio is 2.89, which is higher than the SRIW.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of PACW.L and SRIW.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


PACW.LSRIW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

1.94

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

1.01

+0.23

Drawdowns

PACW.L vs. SRIW.L - Drawdown Comparison

The maximum PACW.L drawdown since its inception was -17.68%, smaller than the maximum SRIW.L drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for PACW.L and SRIW.L.


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Drawdown Indicators


PACW.LSRIW.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.68%

-21.55%

+3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-9.66%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

Current Drawdown

Current decline from peak

-0.46%

0.00%

-0.46%

Average Drawdown

Average peak-to-trough decline

-3.02%

-4.93%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.71%

-0.98%

Volatility

PACW.L vs. SRIW.L - Volatility Comparison

The current volatility for Amundi Prime All Country World UCITS ETF Income (PACW.L) is 2.93%, while UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) has a volatility of 3.27%. This indicates that PACW.L experiences smaller price fluctuations and is considered to be less risky than SRIW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PACW.LSRIW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

3.27%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.75%

8.88%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

10.42%

12.02%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

16.64%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

16.31%

-2.40%

PACW.L vs. SRIW.L - Expense Ratio Comparison

PACW.L has a 0.07% expense ratio, which is lower than SRIW.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PACW.L vs. SRIW.L - Dividend Comparison

PACW.L's dividend yield for the trailing twelve months is around 1.23%, more than SRIW.L's 1.01% yield.


PositionTTM202520242023202220212020
PACW.L
Amundi Prime All Country World UCITS ETF Income
1.23%0.00%0.00%0.00%0.00%0.00%0.00%
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis
1.01%1.28%1.25%1.26%1.47%1.10%0.22%

Frequently Asked Questions


PACW.L and SRIW.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PACW.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PACW.L is cheaper with a 0.07% expense ratio, compared with 0.22% for SRIW.L.

PACW.L tracks Solactive GBS Global Markets Large & Mid Cap Index, while SRIW.L tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.07% for PACW.L and 0.22% for SRIW.L.

Portfolio Optimizer

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