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

Performance

PRIG.L vs. SGSU.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 iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.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 SGSU.L is traded in GBP. To make them comparable, the SGSU.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 -1.92% return, which is significantly lower than SGSU.L's 1.67% return.


PRIG.L

1D
-0.60%
1M
-1.35%
6M
-1.67%
YTD
-1.92%
1Y
-0.49%
3Y*
0.23%
5Y*
-2.91%
10Y*

SGSU.L

1D
0.20%
1M
0.41%
6M
1.46%
YTD
1.67%
1Y
3.86%
3Y*
4.96%
5Y*
2.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
PRIG.L
Amundi Prime Global Govies UCITS ETF DR (D)
-1.92%-0.19%-1.79%-1.09%-8.28%-5.90%5.97%-2.97%
SGSU.L
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist)
1.67%5.12%5.16%4.29%-2.66%-0.43%2.44%0.80%

Correlation

The correlation between PRIG.L and SGSU.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.16

The correlation between PRIG.L and SGSU.L shifts across timeframes, from 0.07 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PRIG.L vs. SGSU.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: 88
Overall Rank
PRIG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PRIG.L Sortino Ratio Rank: 77
Sortino Ratio Rank
PRIG.L Omega Ratio Rank: 77
Omega Ratio Rank
PRIG.L Calmar Ratio Rank: 88
Calmar Ratio Rank
PRIG.L Martin Ratio Rank: 88
Martin Ratio Rank

SGSU.L
SGSU.L Risk / Return Rank: 9494
Overall Rank
SGSU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SGSU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
SGSU.L Omega Ratio Rank: 9696
Omega Ratio Rank
SGSU.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
SGSU.L Martin Ratio Rank: 9696
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. SGSU.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 iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRIG.LSGSU.LDifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-3.71

Omega ratioGain probability vs. loss probability

0.99

1.71

-0.72

Calmar ratioReturn relative to maximum drawdown

-0.11

9.24

-9.35

Martin ratioReturn relative to average drawdown

-0.19

28.95

-29.14

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

The current PRIG.L Sharpe Ratio is -0.10, which is lower than the SGSU.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of PRIG.L and SGSU.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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Drawdowns

PRIG.L vs. SGSU.L - Drawdown Comparison

The maximum PRIG.L drawdown since its inception was -26.02%, which is greater than SGSU.L's maximum drawdown of -8.45%. Use the drawdown chart below to compare losses from any high point for PRIG.L and SGSU.L.


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Drawdown Indicators


PRIG.LSGSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.02%

-8.45%

-17.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-0.42%

-4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-5.35%

-0.62%

-4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.03%

-4.83%

-12.20%

Current Drawdown

Current decline from peak

-24.64%

-0.01%

-24.63%

Average Drawdown

Average peak-to-trough decline

-16.79%

-0.84%

-15.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

0.13%

+2.43%

Volatility

PRIG.L vs. SGSU.L - Volatility Comparison

Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) has a higher volatility of 1.73% compared to iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.L) at 0.48%. This indicates that PRIG.L's price experiences larger fluctuations and is considered to be riskier than SGSU.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.LSGSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

0.48%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

1.20%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

1.72%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.13%

2.14%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.43%

3.02%

+6.41%

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

PRIG.L has a 0.05% expense ratio, which is lower than SGSU.L's 0.17% 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%.


Dividends

PRIG.L vs. SGSU.L - Dividend Comparison

PRIG.L's dividend yield for the trailing twelve months is around 3.02%, less than SGSU.L's 4.46% yield.


PositionTTM2025202420232022202120202019
PRIG.L
Amundi Prime Global Govies UCITS ETF DR (D)
3.02%2.96%2.31%1.97%1.72%1.50%1.75%1.23%
SGSU.L
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist)
4.46%4.60%4.62%3.98%1.67%0.79%3.43%0.00%

Frequently Asked Questions


PRIG.L and SGSU.L have a correlation of 0.07, 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 0.17% for SGSU.L.

PRIG.L tracks Bloomberg Global Aggregate TR USD, while SGSU.L tracks iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRIG.L and 0.17% for SGSU.L.

Portfolio Optimizer

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