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PRIP.L vs. XYLD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIP.L vs. XYLD.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

PRIP.L is traded in GBp, while XYLD.L is traded in USD. To make them comparable, the XYLD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRIP.L achieves a 0.55% return, which is significantly lower than XYLD.L's 2.06% return.


PRIP.L

1D
1.38%
1M
-0.68%
YTD
0.55%
6M
-3.27%
1Y
3Y*
5Y*
10Y*

XYLD.L

1D
-0.05%
1M
1.35%
YTD
2.06%
6M
3.14%
1Y
2.14%
3Y*
2.71%
5Y*
2.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

PRIP.L has a 0.05% expense ratio, which is lower than XYLD.L's 0.16% 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%.


Return for Risk

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

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

PRIP.L

XYLD.L
XYLD.L Risk / Return Rank: 9292
Overall Rank
XYLD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XYLD.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
XYLD.L Omega Ratio Rank: 9191
Omega Ratio Rank
XYLD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
XYLD.L Martin Ratio Rank: 9494
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.

PRIP.L vs. XYLD.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PRIP.L vs. XYLD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRIP.LXYLD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.51

-0.32

Correlation

The correlation between PRIP.L and XYLD.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRIP.L vs. XYLD.L - Dividend Comparison

PRIP.L has not paid dividends to shareholders, while XYLD.L's dividend yield for the trailing twelve months is around 3.78%.


TTM2025202420232022202120202019
PRIP.L
Amundi Prime US Corporates UCITS ETF DR (D)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.78%3.61%3.34%2.88%6.03%3.88%3.78%2.92%

Drawdowns

PRIP.L vs. XYLD.L - Drawdown Comparison

The maximum PRIP.L drawdown since its inception was -9.14%, smaller than the maximum XYLD.L drawdown of -15.48%. Use the drawdown chart below to compare losses from any high point for PRIP.L and XYLD.L.


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Drawdown Indicators


PRIP.LXYLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.14%

-18.93%

+9.79%

Max Drawdown (1Y)

Largest decline over 1 year

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-12.38%

Current Drawdown

Current decline from peak

-6.23%

-0.60%

-5.63%

Average Drawdown

Average peak-to-trough decline

-2.80%

-3.18%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

PRIP.L vs. XYLD.L - Volatility Comparison


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Volatility by Period


PRIP.LXYLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

8.24%

7.09%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.24%

8.32%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.24%

9.36%

-1.12%