PRIT.L vs. PACW.L

Last updated Jun 4, 2026

PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) and PACW.L (Amundi Prime All Country World UCITS ETF Income) are both exchange-traded funds - PRIT.L is a Government Bonds fund tracking the Solactive US Treasury Bond Index, while PACW.L is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, PRIT.L returned 4.33% vs 30.63% for PACW.L. At a 0.05 correlation, their price movements are largely independent. PRIT.L charges 0.05%/yr vs 0.07%/yr for PACW.L.

Performance

PRIT.L vs. PACW.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 Prime All Country World UCITS ETF Income (PACW.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

PRIT.L is traded in GBp, while PACW.L is traded in GBP. To make them comparable, the PACW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRIT.L achieves a -0.24% return, which is significantly lower than PACW.L's 11.96% return.

PRIT.L

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

PACW.L

• 1D: -0.43%
• 1M: 5.84%
• YTD: 11.96%
• 6M: 12.58%
• 1Y: 30.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	-0.24%	-1.07%
PACW.L Amundi Prime All Country World UCITS ETF Income	11.96%	9.58%

Correlation

The correlation between PRIT.L and PACW.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025	0.05

Return for Risk

PRIT.L vs. PACW.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: 20
PRIT.L Sharpe Ratio Rank: 22
PRIT.L Sortino Ratio Rank: 21
PRIT.L Omega Ratio Rank: 20
PRIT.L Calmar Ratio Rank: 20
PRIT.L Martin Ratio Rank: 18

PACW.L

PACW.L Risk / Return Rank: 86
PACW.L Sharpe Ratio Rank: 87
PACW.L Sortino Ratio Rank: 87
PACW.L Omega Ratio Rank: 88
PACW.L Calmar Ratio Rank: 81
PACW.L Martin Ratio Rank: 85

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. PACW.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 Prime All Country World UCITS ETF Income (PACW.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.L	PACW.L	Difference
Sharpe ratio: Return per unit of total volatility	0.71	2.93	-2.21
Sortino ratio: Return per unit of downside risk	1.09	3.99	-2.89
Omega ratio: Gain probability vs. loss probability	1.12	1.56	-0.43
Calmar ratio: Return relative to maximum drawdown	0.83	4.32	-3.49
Martin ratio: Return relative to average drawdown	1.98	17.62	-15.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current PRIT.L Sharpe Ratio is 0.71, which is lower than the PACW.L Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of PRIT.L and PACW.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.

Sharpe Ratios by Period

	PRIT.L	PACW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	2.93	-2.21
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	1.24	-1.15

Drawdowns

PRIT.L vs. PACW.L - Drawdown Comparison

The maximum PRIT.L drawdown since its inception was -20.06%, which is greater than PACW.L's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for PRIT.L and PACW.L.

Drawdown Indicators

	PRIT.L	PACW.L	Difference
Max Drawdown Largest peak-to-trough decline	-20.06%	-17.68%	-2.38%
Max Drawdown (1Y) Largest decline over 1 year	-5.19%	-7.06%	+1.87%
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%	-0.43%	-14.60%
Average Drawdown Average peak-to-trough decline	-12.54%	-3.03%	-9.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	1.73%	+0.46%

Volatility

PRIT.L vs. PACW.L - Volatility Comparison

The current volatility for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) is 1.52%, while Amundi Prime All Country World UCITS ETF Income (PACW.L) has a volatility of 2.93%. This indicates that PRIT.L experiences smaller price fluctuations and is considered to be less risky than PACW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRIT.L	PACW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.52%	2.93%	-1.41%
Volatility (6M) Calculated over the trailing 6-month period	4.44%	7.75%	-3.31%
Volatility (1Y) Calculated over the trailing 1-year period	6.04%	10.45%	-4.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.89%	13.93%	-5.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.33%	13.93%	-4.60%

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

PRIT.L has a 0.05% expense ratio, which is lower than PACW.L's 0.07% 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. PACW.L - Dividend Comparison

PRIT.L's dividend yield for the trailing twelve months is around 3.23%, more than PACW.L's 1.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
PACW.L Amundi Prime All Country World UCITS ETF Income	1.23%	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

Can I hold both PRIT.L and PACW.L in my portfolio?

PRIT.L and PACW.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRIT.L or PACW.L?

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.

Which ETF is cheaper, PRIT.L or PACW.L?

PRIT.L is cheaper with a 0.05% expense ratio, compared with 0.07% for PACW.L.

What is the main difference between PRIT.L and PACW.L?

PRIT.L is categorized as Government Bonds, while PACW.L is Global Equities. PRIT.L tracks Solactive US Treasury Bond Index, while PACW.L tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.05% for PRIT.L and 0.07% for PACW.L.