PRIP.L vs. MWRD.L

Last updated Jun 4, 2026

PRIP.L (Amundi Prime US Corporates UCITS ETF DR (D)) and MWRD.L (Amundi Index MSCI World) are both exchange-traded funds - PRIP.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while MWRD.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. PRIP.L charges 0.05%/yr vs 0.08%/yr for MWRD.L.

Performance

PRIP.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PRIP.L

• 1D: -0.13%
• 1M: 1.71%
• YTD: -0.05%
• 6M: -5.09%
• 1Y: 1.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MWRD.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PRIP.L vs. MWRD.L - Yearly Performance Comparison

	2026 (YTD)	2025
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D)	-0.05%	0.86%
MWRD.L Amundi Index MSCI World	0.00%	0.00%

Return for Risk

PRIP.L vs. MWRD.L — Risk / Return Rank

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

PRIP.L

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

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.

PRIP.L vs. MWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) and Amundi Index MSCI World (MWRD.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.

	PRIP.L	MWRD.L	Difference
Sharpe ratio: Return per unit of total volatility	0.23	—	—
Sortino ratio: Return per unit of downside risk	0.34	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	0.20	—	—
Martin ratio: Return relative to average drawdown	0.37	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PRIP.L	MWRD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	—	—

Drawdowns

Drawdown Indicators

	PRIP.L	MWRD.L	Difference
Max Drawdown Largest peak-to-trough decline	-9.14%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.14%	—	—
Current Drawdown Current decline from peak	-6.78%	—	—
Average Drawdown Average peak-to-trough decline	-3.49%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	—	—

Volatility

Volatility by Period

	PRIP.L	MWRD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.68%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.82%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.90%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.90%	—	—

PRIP.L vs. MWRD.L - Expense Ratio Comparison

PRIP.L has a 0.05% expense ratio, which is lower than MWRD.L's 0.08% 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

PRIP.L vs. MWRD.L - Dividend Comparison

Neither PRIP.L nor MWRD.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, PRIP.L or MWRD.L?

On fees, PRIP.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, PRIP.L or MWRD.L?

PRIP.L is cheaper with a 0.05% expense ratio, compared with 0.08% for MWRD.L.

What is the main difference between PRIP.L and MWRD.L?

PRIP.L is categorized as Corporate Bonds, while MWRD.L is Global Equities. PRIP.L tracks Bloomberg US Corp Bond TR USD, while MWRD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.05% for PRIP.L and 0.08% for MWRD.L.