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PRIU.L vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PRIU.L vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Prime USA UCITS ETF DR (D) (PRIU.L) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
11.66%
PRIU.L
SPY

Returns By Period


PRIU.L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SPY

YTD

24.91%

1M

0.61%

6M

11.66%

1Y

32.24%

5Y (annualized)

15.43%

10Y (annualized)

13.04%

Key characteristics


PRIU.LSPY

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PRIU.L vs. SPY - Expense Ratio Comparison

PRIU.L has a 0.05% expense ratio, which is lower than SPY's 0.09% 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%.


SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for PRIU.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Correlation

-0.50.00.51.00.6

The correlation between PRIU.L and SPY is 0.58, 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.

Risk-Adjusted Performance

PRIU.L vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime USA UCITS ETF DR (D) (PRIU.L) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for PRIU.L, currently valued at 2.20, compared to the broader market0.002.004.002.202.60
The chart of Sortino ratio for PRIU.L, currently valued at 3.67, compared to the broader market-2.000.002.004.006.008.0010.003.673.48
The chart of Omega ratio for PRIU.L, currently valued at 1.98, compared to the broader market0.501.001.502.002.503.001.981.49
The chart of Calmar ratio for PRIU.L, currently valued at 6.28, compared to the broader market0.005.0010.0015.006.283.75
The chart of Martin ratio for PRIU.L, currently valued at 12.61, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.6116.90
PRIU.L
SPY

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.20
2.60
PRIU.L
SPY

Dividends

PRIU.L vs. SPY - Dividend Comparison

PRIU.L has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.


TTM20232022202120202019201820172016201520142013
PRIU.L
Amundi Prime USA UCITS ETF DR (D)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.19%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

PRIU.L vs. SPY - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
-1.77%
PRIU.L
SPY

Volatility

PRIU.L vs. SPY - Volatility Comparison

The current volatility for Amundi Prime USA UCITS ETF DR (D) (PRIU.L) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that PRIU.L experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.08%
PRIU.L
SPY