PRIG.L vs. CW8G.L

Last updated Jun 4, 2026

PRIG.L (Amundi Prime Global Govies UCITS ETF DR (D)) and CW8G.L (Amundi MSCI World UCITS USD) are both exchange-traded funds - PRIG.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while CW8G.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, PRIG.L returned -2.20%/yr vs 12.78%/yr for CW8G.L. At a 0.03 correlation, their price movements are largely independent. PRIG.L charges 0.05%/yr vs 0.28%/yr for CW8G.L.

Performance

PRIG.L vs. CW8G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) and Amundi MSCI World UCITS USD (CW8G.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRIG.L achieves a -0.94% return, which is significantly lower than CW8G.L's 9.91% return.

PRIG.L

• 1D: -0.02%
• 1M: 0.59%
• YTD: -0.94%
• 6M: -1.58%
• 1Y: 1.28%
• 3Y*: -0.67%
• 5Y*: -2.20%
• 10Y*: —

CW8G.L

• 1D: -0.20%
• 1M: 5.34%
• YTD: 9.91%
• 6M: 10.39%
• 1Y: 26.86%
• 3Y*: 17.56%
• 5Y*: 12.78%
• 10Y*: 13.83%

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

PRIG.L vs. CW8G.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D)	-0.94%	-0.19%	-1.79%	-1.09%	-8.28%	-5.90%	5.97%	6.26%
CW8G.L Amundi MSCI World UCITS USD	9.91%	12.11%	20.95%	17.29%	-8.45%	23.58%	11.88%	14.44%

Correlation

The correlation between PRIG.L and CW8G.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019	0.03

The correlation between PRIG.L and CW8G.L shifts across timeframes, from 0.01 (5 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.

PRIG.L vs. CW8G.L - Sectors Allocation Comparison

Sectors	PRIG.L	CW8G.L
Technology	86.2%	28.3%
Healthcare	7.7%	8.8%
Communication Services	3.5%	9.3%
Financial Services	2.6%	15.7%
Basic Materials	-	3.3%
Consumer Cyclical	-	9.3%
Consumer Defensive	-	5.2%
Energy	-	4.2%
Industrials	-	11.4%
Real Estate	-	1.9%
Utilities	-	2.7%

Return for Risk

PRIG.L vs. CW8G.L — Risk / Return Rank

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

PRIG.L

PRIG.L Risk / Return Rank: 12
PRIG.L Sharpe Ratio Rank: 13
PRIG.L Sortino Ratio Rank: 12
PRIG.L Omega Ratio Rank: 11
PRIG.L Calmar Ratio Rank: 12
PRIG.L Martin Ratio Rank: 12

CW8G.L

CW8G.L Risk / Return Rank: 82
CW8G.L Sharpe Ratio Rank: 83
CW8G.L Sortino Ratio Rank: 83
CW8G.L Omega Ratio Rank: 84
CW8G.L Calmar Ratio Rank: 78
CW8G.L Martin Ratio Rank: 80

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.

PRIG.L vs. CW8G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) and Amundi MSCI World UCITS USD (CW8G.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.

	PRIG.L	CW8G.L	Difference
Sharpe ratio: Return per unit of total volatility	0.26	2.74	-2.48
Sortino ratio: Return per unit of downside risk	0.43	3.74	-3.32
Omega ratio: Gain probability vs. loss probability	1.05	1.52	-0.47
Calmar ratio: Return relative to maximum drawdown	0.29	4.01	-3.72
Martin ratio: Return relative to average drawdown	0.55	15.94	-15.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRIG.L vs. CW8G.L - Sharpe Ratio Comparison

The current PRIG.L Sharpe Ratio is 0.26, which is lower than the CW8G.L Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of PRIG.L and CW8G.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.

Sharpe Ratios by Period

	PRIG.L	CW8G.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	2.74	-2.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.31	0.97	-1.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.96	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	0.99	-1.11

Drawdowns

PRIG.L vs. CW8G.L - Drawdown Comparison

The maximum PRIG.L drawdown since its inception was -26.02%, roughly equal to the maximum CW8G.L drawdown of -25.60%. Use the drawdown chart below to compare losses from any high point for PRIG.L and CW8G.L.

Drawdown Indicators

	PRIG.L	CW8G.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.02%	-25.60%	-0.42%
Max Drawdown (1Y) Largest decline over 1 year	-4.46%	-6.67%	+2.21%
Max Drawdown (3Y) Largest decline over 3 years	-5.35%	-18.88%	+13.53%
Max Drawdown (5Y) Largest decline over 5 years	-17.03%	-18.88%	+1.85%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.60%	—
Current Drawdown Current decline from peak	-23.89%	-0.20%	-23.69%
Average Drawdown Average peak-to-trough decline	-16.42%	-3.10%	-13.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	1.68%	+0.63%

Volatility

PRIG.L vs. CW8G.L - Volatility Comparison

The current volatility for Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) is 1.34%, while Amundi MSCI World UCITS USD (CW8G.L) has a volatility of 2.54%. This indicates that PRIG.L experiences smaller price fluctuations and is considered to be less risky than CW8G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRIG.L	CW8G.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.34%	2.54%	-1.20%
Volatility (6M) Calculated over the trailing 6-month period	3.53%	7.27%	-3.74%
Volatility (1Y) Calculated over the trailing 1-year period	4.87%	9.79%	-4.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.13%	13.21%	-6.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.76%	14.45%	-6.69%

PRIG.L vs. CW8G.L - Expense Ratio Comparison

PRIG.L has a 0.05% expense ratio, which is lower than CW8G.L's 0.28% expense ratio.

Dividends

PRIG.L vs. CW8G.L - Dividend Comparison

PRIG.L's dividend yield for the trailing twelve months is around 2.99%, while CW8G.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CW8G.L Amundi MSCI World UCITS USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D)	2.99%	2.96%	2.31%	1.97%	1.72%	1.50%	1.75%	1.23%

Frequently Asked Questions

Can I hold both PRIG.L and CW8G.L in my portfolio?

PRIG.L and CW8G.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRIG.L or CW8G.L?

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

Which ETF is cheaper, PRIG.L or CW8G.L?

PRIG.L is cheaper with a 0.05% expense ratio, compared with 0.28% for CW8G.L.

What is the main difference between PRIG.L and CW8G.L?

PRIG.L is categorized as Global Bonds, while CW8G.L is Global Equities. PRIG.L tracks Bloomberg Global Aggregate TR USD, while CW8G.L tracks MSCI ACWI NR USD. Their fees differ too: 0.05% for PRIG.L and 0.28% for CW8G.L.