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PRIC.L vs. GBPC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIC.L vs. GBPC.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 L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L). The values are adjusted to include any dividend payments, if applicable.

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PRIC.L vs. GBPC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
-0.80%5.72%-0.43%5.40%-9.08%-7.58%-0.58%
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
-1.20%6.83%2.78%8.45%-17.18%-2.43%-0.23%

Returns By Period

In the year-to-date period, PRIC.L achieves a -0.80% return, which is significantly higher than GBPC.L's -1.20% return.


PRIC.L

1D
0.23%
1M
-1.71%
YTD
-0.80%
6M
-2.73%
1Y
3.88%
3Y*
3.10%
5Y*
-0.35%
10Y*

GBPC.L

1D
0.76%
1M
-2.02%
YTD
-1.20%
6M
0.97%
1Y
5.17%
3Y*
5.07%
5Y*
-0.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIC.L vs. GBPC.L - Expense Ratio Comparison

PRIC.L has a 0.05% expense ratio, which is lower than GBPC.L's 0.09% 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%.


Return for Risk

PRIC.L vs. GBPC.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: 2828
Overall Rank
PRIC.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PRIC.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
PRIC.L Omega Ratio Rank: 3030
Omega Ratio Rank
PRIC.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
PRIC.L Martin Ratio Rank: 2222
Martin Ratio Rank

GBPC.L
GBPC.L Risk / Return Rank: 4444
Overall Rank
GBPC.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GBPC.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
GBPC.L Omega Ratio Rank: 3939
Omega Ratio Rank
GBPC.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
GBPC.L Martin Ratio Rank: 5252
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. GBPC.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 L&G ESG GBP Corporate Bond UCITS ETF (GBPC.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.


PRIC.LGBPC.LDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.86

-0.17

Sortino ratio

Return per unit of downside risk

0.96

1.22

-0.26

Omega ratio

Gain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

0.67

1.34

-0.67

Martin ratio

Return relative to average drawdown

1.63

5.67

-4.04

PRIC.L vs. GBPC.L - Sharpe Ratio Comparison

The current PRIC.L Sharpe Ratio is 0.69, which is comparable to the GBPC.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PRIC.L and GBPC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRIC.LGBPC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.86

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.05

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.15

+0.22

Correlation

The correlation between PRIC.L and GBPC.L is 0.28, 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

PRIC.L vs. GBPC.L - Dividend Comparison

PRIC.L has not paid dividends to shareholders, while GBPC.L's dividend yield for the trailing twelve months is around 5.21%.


TTM2025202420232022202120202019
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
0.00%0.00%2.18%1.78%1.41%1.33%1.37%1.02%
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
5.21%5.00%4.86%3.58%2.16%0.87%0.00%0.00%

Drawdowns

PRIC.L vs. GBPC.L - Drawdown Comparison

The maximum PRIC.L drawdown since its inception was -21.96%, smaller than the maximum GBPC.L drawdown of -28.18%. Use the drawdown chart below to compare losses from any high point for PRIC.L and GBPC.L.


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Drawdown Indicators


PRIC.LGBPC.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.96%

-28.18%

+6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.92%

-3.91%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

-27.49%

+10.12%

Current Drawdown

Current decline from peak

-9.33%

-5.79%

-3.54%

Average Drawdown

Average peak-to-trough decline

-10.70%

-11.68%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

0.92%

+1.49%

Volatility

PRIC.L vs. GBPC.L - Volatility Comparison

The current volatility for Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) is 1.97%, while L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L) has a volatility of 2.59%. This indicates that PRIC.L experiences smaller price fluctuations and is considered to be less risky than GBPC.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.LGBPC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

2.59%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

3.66%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

5.97%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

8.04%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

8.08%

-0.84%