PRIG.L vs. GAGG.L
Compare and contrast key facts about Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) and Amundi Index Barclays Global Agg 500M (GAGG.L).
PRIG.L and GAGG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRIG.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Feb 5, 2019. GAGG.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Oct 21, 2016. Both PRIG.L and GAGG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PRIG.L vs. GAGG.L - Performance Comparison
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PRIG.L vs. GAGG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D) | 0.11% | -0.19% | -1.79% | -1.09% | -8.28% | -5.90% | 5.97% | 6.26% |
GAGG.L Amundi Index Barclays Global Agg 500M | 0.40% | 0.42% | 0.19% | -0.73% | -5.96% | -3.91% | 5.63% | 6.02% |
Returns By Period
In the year-to-date period, PRIG.L achieves a 0.11% return, which is significantly lower than GAGG.L's 0.40% return.
PRIG.L
- 1D
- -0.29%
- 1M
- -1.49%
- YTD
- 0.11%
- 6M
- 0.06%
- 1Y
- 0.09%
- 3Y*
- -1.10%
- 5Y*
- -2.16%
- 10Y*
- —
GAGG.L
- 1D
- -0.24%
- 1M
- -1.24%
- YTD
- 0.40%
- 6M
- 1.00%
- 1Y
- 1.43%
- 3Y*
- 0.12%
- 5Y*
- -0.82%
- 10Y*
- —
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PRIG.L vs. GAGG.L - Expense Ratio Comparison
PRIG.L has a 0.05% expense ratio, which is higher than GAGG.L's 0.03% 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%.
Return for Risk
PRIG.L vs. GAGG.L — Risk / Return Rank
PRIG.L
GAGG.L
PRIG.L vs. GAGG.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 Index Barclays Global Agg 500M (GAGG.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 | GAGG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.28 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.07 | 0.46 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.05 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.41 | -0.33 |
Martin ratioReturn relative to average drawdown | 0.13 | 0.74 | -0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRIG.L | GAGG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.28 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.12 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.03 | -0.14 |
Correlation
The correlation between PRIG.L and GAGG.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PRIG.L vs. GAGG.L - Dividend Comparison
PRIG.L's dividend yield for the trailing twelve months is around 2.96%, while GAGG.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D) | 2.96% | 2.96% | 2.31% | 1.97% | 1.72% | 1.50% | 1.75% | 1.23% |
GAGG.L Amundi Index Barclays Global Agg 500M | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRIG.L vs. GAGG.L - Drawdown Comparison
The maximum PRIG.L drawdown since its inception was -26.02%, which is greater than GAGG.L's maximum drawdown of -19.47%. Use the drawdown chart below to compare losses from any high point for PRIG.L and GAGG.L.
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Drawdown Indicators
| PRIG.L | GAGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.02% | -19.47% | -6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -5.10% | -4.17% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -17.03% | -14.17% | -2.86% |
Current DrawdownCurrent decline from peak | -23.09% | -13.75% | -9.34% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -9.59% | -6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.31% | +0.67% |
Volatility
PRIG.L vs. GAGG.L - Volatility Comparison
Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) has a higher volatility of 1.69% compared to Amundi Index Barclays Global Agg 500M (GAGG.L) at 1.48%. This indicates that PRIG.L's price experiences larger fluctuations and is considered to be riskier than GAGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRIG.L | GAGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 1.48% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.65% | 3.55% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.40% | 5.15% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.18% | 6.60% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 7.22% | +0.60% |