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PRIG.L vs. GAGG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIG.L vs. GAGG.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 Index Barclays Global Agg 500M (GAGG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

PRIG.L
PRIG.L Risk / Return Rank: 1111
Overall Rank
PRIG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PRIG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
PRIG.L Omega Ratio Rank: 1010
Omega Ratio Rank
PRIG.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRIG.L Martin Ratio Rank: 1212
Martin Ratio Rank

GAGG.L
GAGG.L Risk / Return Rank: 1818
Overall Rank
GAGG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GAGG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
GAGG.L Omega Ratio Rank: 1616
Omega Ratio Rank
GAGG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
GAGG.L Martin Ratio Rank: 1717
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.

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.LGAGG.LDifference

Sharpe ratio

Return per unit of total volatility

0.02

0.28

-0.26

Sortino ratio

Return per unit of downside risk

0.07

0.46

-0.39

Omega ratio

Gain probability vs. loss probability

1.01

1.05

-0.04

Calmar ratio

Return relative to maximum drawdown

0.08

0.41

-0.33

Martin ratio

Return relative to average drawdown

0.13

0.74

-0.61

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

The current PRIG.L Sharpe Ratio is 0.02, which is lower than the GAGG.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of PRIG.L and GAGG.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


PRIG.LGAGG.LDifference

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.


TTM2025202420232022202120202019
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.LGAGG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-23.09%

-13.75%

-9.34%

Average Drawdown

Average peak-to-trough decline

-16.24%

-9.59%

-6.65%

Ulcer Index

Depth 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.LGAGG.LDifference

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%