PRIP.L vs. UCRP.L
PRIP.L (Amundi Prime US Corporates UCITS ETF DR (D)) and UCRP.L (Amundi Index US Corporate SRI UCITS ETF DR (C)) are both Corporate Bonds funds from Amundi tracking the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past year, PRIP.L returned 1.83% vs 6.02% for UCRP.L. Their correlation of 0.95 suggests significant overlap in exposure. PRIP.L charges 0.05%/yr vs 0.14%/yr for UCRP.L.
Performance
PRIP.L vs. UCRP.L - Performance Comparison
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Returns By Period
In the year-to-date period, PRIP.L achieves a -0.05% return, which is significantly lower than UCRP.L's 0.06% return.
PRIP.L
- 1D
- -0.13%
- 1M
- 1.71%
- YTD
- -0.05%
- 6M
- -5.09%
- 1Y
- 1.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UCRP.L
- 1D
- -0.04%
- 1M
- 1.68%
- YTD
- 0.06%
- 6M
- -0.39%
- 1Y
- 6.02%
- 3Y*
- 2.39%
- 5Y*
- 1.49%
- 10Y*
- —
PRIP.L vs. UCRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D) | -0.05% | 0.86% |
UCRP.L Amundi Index US Corporate SRI UCITS ETF DR (C) | 0.06% | 5.19% |
Correlation
The correlation between PRIP.L and UCRP.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.95 |
The correlation between PRIP.L and UCRP.L has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
PRIP.L vs. UCRP.L — Risk / Return Rank
PRIP.L
UCRP.L
PRIP.L vs. UCRP.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 US Corporate SRI UCITS ETF DR (C) (UCRP.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 | UCRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.17 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | 1.29 | -1.09 |
| Martin ratioReturn relative to average drawdown | 0.37 | 3.09 | -2.72 |
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
| PRIP.L | UCRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.99 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.05 | +0.05 |
Drawdowns
PRIP.L vs. UCRP.L - Drawdown Comparison
The maximum PRIP.L drawdown since its inception was -9.14%, smaller than the maximum UCRP.L drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for PRIP.L and UCRP.L.
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Drawdown Indicators
| PRIP.L | UCRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.14% | -16.01% | +6.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -4.65% | -4.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.74% | — |
Current DrawdownCurrent decline from peak | -6.78% | -5.68% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -8.72% | +5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 1.94% | +3.01% |
Volatility
PRIP.L vs. UCRP.L - Volatility Comparison
Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) and Amundi Index US Corporate SRI UCITS ETF DR (C) (UCRP.L) have volatilities of 1.68% and 1.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRIP.L | UCRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.68% | 1.61% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.61% | 4.50% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.82% | 6.04% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.90% | 8.76% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.90% | 9.79% | -1.89% |
PRIP.L vs. UCRP.L - Expense Ratio Comparison
PRIP.L has a 0.05% expense ratio, which is lower than UCRP.L's 0.14% 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. UCRP.L - Dividend Comparison
Neither PRIP.L nor UCRP.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, PRIP.L and UCRP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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.
PRIP.L is cheaper with a 0.05% expense ratio, compared with 0.14% for UCRP.L.
Both ETFs track Bloomberg US Corp Bond TR USD. Their fees differ too: 0.05% for PRIP.L and 0.14% for UCRP.L.
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