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PRIR.L vs. ANXU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIR.L vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PRIR.L achieves a -1.02% return, which is significantly lower than ANXU.L's 20.95% return.


PRIR.L

1D
-0.46%
1M
0.32%
YTD
-1.02%
6M
-1.46%
1Y
2.39%
3Y*
2.31%
5Y*
-2.11%
10Y*

ANXU.L

1D
0.19%
1M
11.63%
YTD
20.95%
6M
19.35%
1Y
43.02%
3Y*
25.53%
5Y*
19.21%
10Y*
22.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIR.L vs. ANXU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
-1.02%5.74%-3.03%4.65%-13.31%-10.41%10.86%3.33%
ANXU.L
Amundi Nasdaq-100 UCITS USD
20.95%11.32%28.95%48.68%-25.30%28.68%41.33%15.17%

Correlation

The correlation between PRIR.L and ANXU.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.07

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

0.04

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

0.05

PRIR.L vs. ANXU.L - Sectors Allocation Comparison


Sectors
PRIR.L
ANXU.L

Financial Services

40.5%
0.2%

Industrials

35.9%
3.1%

Basic Materials

23.6%
1.1%

Communication Services

-

15.8%

Consumer Cyclical

-

12.2%

Consumer Defensive

-

7.7%

Energy

-

0.6%

Healthcare

-

4.2%

Real Estate

-

0.1%

Technology

-

53.7%

Utilities

-

1.4%

Financial Services

PRIR.L
40.5%
ANXU.L
0.2%

Industrials

PRIR.L
35.9%
ANXU.L
3.1%

Basic Materials

PRIR.L
23.6%
ANXU.L
1.1%

Communication Services

PRIR.L

-

ANXU.L
15.8%

Consumer Cyclical

PRIR.L

-

ANXU.L
12.2%

Consumer Defensive

PRIR.L

-

ANXU.L
7.7%

Energy

PRIR.L

-

ANXU.L
0.6%

Healthcare

PRIR.L

-

ANXU.L
4.2%

Real Estate

PRIR.L

-

ANXU.L
0.1%

Technology

PRIR.L

-

ANXU.L
53.7%

Utilities

PRIR.L

-

ANXU.L
1.4%

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Return for Risk

PRIR.L vs. ANXU.L — Risk / Return Rank

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

PRIR.L
PRIR.L Risk / Return Rank: 1515
Overall Rank
PRIR.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PRIR.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
PRIR.L Omega Ratio Rank: 1414
Omega Ratio Rank
PRIR.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRIR.L Martin Ratio Rank: 1515
Martin Ratio Rank

ANXU.L
ANXU.L Risk / Return Rank: 7676
Overall Rank
ANXU.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7272
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.

PRIR.L vs. ANXU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) and Amundi Nasdaq-100 UCITS USD (ANXU.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.


PRIR.LANXU.LDifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

1.08

1.48

-0.40

Calmar ratioReturn relative to maximum drawdown

0.53

3.85

-3.32

Martin ratioReturn relative to average drawdown

1.22

10.89

-9.66

PRIR.L vs. ANXU.L - Sharpe Ratio Comparison

The current PRIR.L Sharpe Ratio is 0.44, which is lower than the ANXU.L Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of PRIR.L and ANXU.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


PRIR.LANXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

2.69

-2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.96

-1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

1.30

-1.42

Drawdowns

PRIR.L vs. ANXU.L - Drawdown Comparison

The maximum PRIR.L drawdown since its inception was -25.98%, smaller than the maximum ANXU.L drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for PRIR.L and ANXU.L.


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Drawdown Indicators


PRIR.LANXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.98%

-27.52%

+1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-4.70%

-11.12%

+6.42%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

-24.28%

+18.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-27.52%

+6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-27.52%

Current Drawdown

Current decline from peak

-18.41%

0.00%

-18.41%

Average Drawdown

Average peak-to-trough decline

-18.53%

-5.00%

-13.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

3.94%

-1.95%

Volatility

PRIR.L vs. ANXU.L - Volatility Comparison

The current volatility for Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) is 1.82%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 5.06%. This indicates that PRIR.L experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIR.LANXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

5.06%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

4.30%

11.74%

-7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.70%

15.96%

-10.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.66%

20.09%

-11.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.68%

21.15%

-10.47%

PRIR.L vs. ANXU.L - Expense Ratio Comparison

PRIR.L has a 0.05% expense ratio, which is lower than ANXU.L's 0.13% 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

PRIR.L vs. ANXU.L - Dividend Comparison

PRIR.L's dividend yield for the trailing twelve months is around 2.75%, while ANXU.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ANXU.L
Amundi Nasdaq-100 UCITS USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
2.75%2.72%2.07%1.88%1.83%1.57%1.64%1.05%

Frequently Asked Questions


PRIR.L and ANXU.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRIR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIR.L is cheaper with a 0.05% expense ratio, compared with 0.13% for ANXU.L.

PRIR.L is categorized as European Government Bonds, while ANXU.L is Nasdaq-100. PRIR.L tracks Bloomberg Euro Agg Govt TR EUR, while ANXU.L tracks Russell 1000 Growth TR USD. Their fees differ too: 0.05% for PRIR.L and 0.13% for ANXU.L.

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