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PRIT.L vs. MWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIT.L vs. MWRD.L - Performance Comparison

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

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Returns By Period


PRIT.L

1D
0.02%
1M
1.17%
YTD
-0.24%
6M
-0.95%
1Y
4.33%
3Y*
0.28%
5Y*
0.68%
10Y*

MWRD.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
-0.24%-1.06%2.57%-1.73%-1.79%-0.98%4.03%5.36%
MWRD.L
Amundi Index MSCI World
0.00%0.00%-1.27%17.50%-9.18%24.39%11.85%14.60%

Correlation

The correlation between PRIT.L and MWRD.L is 0.03, 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 (3Y)
Calculated over the trailing 3-year period

0.13

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.03

The correlation between PRIT.L and MWRD.L shifts across timeframes, from -0.01 (5 years) to 0.13 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

PRIT.L
PRIT.L Risk / Return Rank: 2020
Overall Rank
PRIT.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PRIT.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRIT.L Omega Ratio Rank: 2020
Omega Ratio Rank
PRIT.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
PRIT.L Martin Ratio Rank: 1818
Martin Ratio Rank

MWRD.L
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.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.


PRIT.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.83

Martin ratioReturn relative to average drawdown

1.98

PRIT.L vs. MWRD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRIT.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

Drawdowns

PRIT.L vs. MWRD.L - Drawdown Comparison


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Drawdown Indicators


PRIT.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

Max Drawdown (3Y)

Largest decline over 3 years

-8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

Current Drawdown

Current decline from peak

-15.03%

Average Drawdown

Average peak-to-trough decline

-12.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

PRIT.L vs. MWRD.L - Volatility Comparison


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Volatility by Period


PRIT.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

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

PRIT.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

PRIT.L vs. MWRD.L - Dividend Comparison

PRIT.L's dividend yield for the trailing twelve months is around 3.23%, while MWRD.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
MWRD.L
Amundi Index MSCI World
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
3.23%3.22%2.79%2.34%1.87%1.74%2.11%

Frequently Asked Questions


PRIT.L and MWRD.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

PRIT.L is categorized as Government Bonds, while MWRD.L is Global Equities. PRIT.L tracks Solactive US Treasury Bond Index, while MWRD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.05% for PRIT.L and 0.08% for MWRD.L.

Portfolio Optimizer

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