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PRIC.L vs. 0UCF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIC.L vs. 0UCF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PRIC.L is traded in GBp, while 0UCF.L is traded in EUR. To make them comparable, the 0UCF.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRIC.L achieves a -2.38% return, which is significantly lower than 0UCF.L's -2.23% return.


PRIC.L

1D
-0.77%
1M
-2.21%
6M
-2.01%
YTD
-2.38%
1Y
-0.65%
3Y*
4.09%
5Y*
-0.40%
10Y*

0UCF.L

1D
-0.72%
1M
-2.28%
6M
-1.88%
YTD
-2.23%
1Y
-0.95%
3Y*
4.62%
5Y*
0.12%
10Y*
1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIC.L vs. 0UCF.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
-2.38%8.44%-0.43%5.40%-9.07%-7.58%8.07%-10.77%
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
-2.23%8.59%0.74%5.78%-8.69%-5.69%7.39%0.16%

Correlation

The correlation between PRIC.L and 0UCF.L is 0.70, 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

0.70

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

0.58

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

0.55

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2019

0.60

The correlation between PRIC.L and 0UCF.L shifts across timeframes, from 0.55 (5 years) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PRIC.L vs. 0UCF.L — Risk / Return Rank

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

PRIC.L
PRIC.L Risk / Return Rank: 77
Overall Rank
PRIC.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PRIC.L Sortino Ratio Rank: 77
Sortino Ratio Rank
PRIC.L Omega Ratio Rank: 77
Omega Ratio Rank
PRIC.L Calmar Ratio Rank: 88
Calmar Ratio Rank
PRIC.L Martin Ratio Rank: 77
Martin Ratio Rank

0UCF.L
0UCF.L Risk / Return Rank: 1515
Overall Rank
0UCF.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
0UCF.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
0UCF.L Omega Ratio Rank: 1515
Omega Ratio Rank
0UCF.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
0UCF.L Martin Ratio Rank: 1616
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.

PRIC.L vs. 0UCF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRIC.L0UCF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

0.98

0.98

0.00

Calmar ratioReturn relative to maximum drawdown

-0.16

-0.25

+0.09

Martin ratioReturn relative to average drawdown

-0.37

-0.57

+0.20

PRIC.L vs. 0UCF.L - Sharpe Ratio Comparison

The current PRIC.L Sharpe Ratio is -0.14, which is comparable to the 0UCF.L Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of PRIC.L and 0UCF.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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Drawdowns

PRIC.L vs. 0UCF.L - Drawdown Comparison

The maximum PRIC.L drawdown since its inception was -23.77%, which is greater than 0UCF.L's maximum drawdown of -21.00%. Use the drawdown chart below to compare losses from any high point for PRIC.L and 0UCF.L.


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Drawdown Indicators


PRIC.L0UCF.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.77%

-21.00%

-2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-3.88%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-4.06%

-3.88%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

-15.52%

-1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-21.00%

Current Drawdown

Current decline from peak

-10.61%

-7.10%

-3.51%

Average Drawdown

Average peak-to-trough decline

-12.73%

-7.79%

-4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.65%

+0.09%

Volatility

PRIC.L vs. 0UCF.L - Volatility Comparison

The current volatility for Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) is 1.26%, while iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) has a volatility of 1.56%. This indicates that PRIC.L experiences smaller price fluctuations and is considered to be less risky than 0UCF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIC.L0UCF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.56%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.70%

4.28%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

5.77%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

7.29%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.87%

7.76%

+1.11%

PRIC.L vs. 0UCF.L - Expense Ratio Comparison

PRIC.L has a 0.05% expense ratio, which is lower than 0UCF.L's 0.20% 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

PRIC.L vs. 0UCF.L - Dividend Comparison

PRIC.L's dividend yield for the trailing twelve months is around 2.62%, less than 0UCF.L's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
3.18%3.08%2.94%2.42%1.00%0.75%0.98%0.55%1.10%1.12%1.52%1.70%
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
2.62%2.56%2.18%1.78%1.42%1.32%1.37%1.02%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PRIC.L and 0UCF.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRIC.L is cheaper with a 0.05% expense ratio, compared with 0.20% for 0UCF.L.

PRIC.L tracks Bloomberg Euro Corp TR EUR, while 0UCF.L tracks Bloomberg Euro-Aggregate: Financials Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRIC.L and 0.20% for 0UCF.L.

Portfolio Optimizer

Find the right allocation for PRIC.L and 0UCF.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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