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

Performance

PRIG.L vs. HBKS.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 HSBC Global Sukuk UCITS ETF C USD (HBKS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PRIG.L is traded in GBp, while HBKS.L is traded in GBP. To make them comparable, the HBKS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRIG.L achieves a -0.94% return, which is significantly lower than HBKS.L's 0.38% 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*

HBKS.L

1D
-0.15%
1M
1.19%
YTD
0.38%
6M
-0.87%
1Y
4.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
PRIG.L
Amundi Prime Global Govies UCITS ETF DR (D)
-0.94%-0.19%-1.79%4.05%
HBKS.L
HSBC Global Sukuk UCITS ETF C USD
0.38%-0.34%4.48%1.79%

Correlation

The correlation between PRIG.L and HBKS.L is 0.59, 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

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.60

The correlation between PRIG.L and HBKS.L has been stable across timeframes, ranging from 0.59 to 0.60 - a consistent structural relationship.

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Return for Risk

PRIG.L vs. HBKS.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: 1212
Overall Rank
PRIG.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PRIG.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
PRIG.L Omega Ratio Rank: 1111
Omega Ratio Rank
PRIG.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
PRIG.L Martin Ratio Rank: 1212
Martin Ratio Rank

HBKS.L
HBKS.L Risk / Return Rank: 2020
Overall Rank
HBKS.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HBKS.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
HBKS.L Omega Ratio Rank: 1919
Omega Ratio Rank
HBKS.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
HBKS.L Martin Ratio Rank: 1818
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. HBKS.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 HSBC Global Sukuk UCITS ETF C USD (HBKS.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.LHBKS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.05

1.11

-0.07

Calmar ratioReturn relative to maximum drawdown

0.29

0.86

-0.57

Martin ratioReturn relative to average drawdown

0.55

1.86

-1.31

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

The current PRIG.L Sharpe Ratio is 0.26, which is lower than the HBKS.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of PRIG.L and HBKS.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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Sharpe Ratios by Period


PRIG.LHBKS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.65

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.33

-0.45

Drawdowns

PRIG.L vs. HBKS.L - Drawdown Comparison

The maximum PRIG.L drawdown since its inception was -26.02%, which is greater than HBKS.L's maximum drawdown of -8.09%. Use the drawdown chart below to compare losses from any high point for PRIG.L and HBKS.L.


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Drawdown Indicators


PRIG.LHBKS.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.02%

-8.09%

-17.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

-5.33%

+0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.03%

Current Drawdown

Current decline from peak

-23.89%

-3.13%

-20.76%

Average Drawdown

Average peak-to-trough decline

-16.42%

-2.41%

-14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.46%

-0.15%

Volatility

PRIG.L vs. HBKS.L - Volatility Comparison

The current volatility for Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) is 1.34%, while HSBC Global Sukuk UCITS ETF C USD (HBKS.L) has a volatility of 1.90%. This indicates that PRIG.L experiences smaller price fluctuations and is considered to be less risky than HBKS.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.LHBKS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

1.90%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

5.26%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

7.00%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.13%

6.93%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.76%

6.93%

+0.83%

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

PRIG.L has a 0.05% expense ratio, which is lower than HBKS.L's 0.40% expense ratio.


Dividends

PRIG.L vs. HBKS.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019
HBKS.L
HSBC Global Sukuk UCITS ETF C 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


PRIG.L and HBKS.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

PRIG.L is cheaper with a 0.05% expense ratio, compared with 0.40% for HBKS.L.

PRIG.L tracks Bloomberg Global Aggregate TR USD, while HBKS.L tracks FTSE IdealRatings Sukuk Index. They also come from different issuers: Amundi and HSBC. Their fees differ too: 0.05% for PRIG.L and 0.40% for HBKS.L.

Portfolio Optimizer

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