PRIW.L vs. ^AW01
Compare and contrast key facts about Amundi Prime Global UCITS ETF DR (D) (PRIW.L) and FTSE All World (^AW01).
PRIW.L is a passively managed fund by Amundi Luxembourg S.A. that tracks the performance of the MSCI ACWI NR USD. It was launched on Jan 30, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRIW.L or ^AW01.
Key characteristics
| PRIW.L | ^AW01 | |
|---|---|---|
| YTD Return | 19.88% | 17.26% |
| 1Y Return | 24.20% | 27.70% |
| 3Y Return (Ann) | 8.20% | 3.97% |
| 5Y Return (Ann) | 12.36% | 9.17% |
| Sharpe Ratio | 2.33 | 2.35 |
| Sortino Ratio | 3.25 | 3.12 |
| Omega Ratio | 1.44 | 1.45 |
| Calmar Ratio | 3.72 | 2.73 |
| Martin Ratio | 16.59 | 13.59 |
| Ulcer Index | 1.43% | 1.72% |
| Daily Std Dev | 10.13% | 9.99% |
| Max Drawdown | -23.28% | -59.48% |
| Current Drawdown | 0.00% | -0.95% |
Correlation
The correlation between PRIW.L and ^AW01 is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PRIW.L vs. ^AW01 - Performance Comparison
In the year-to-date period, PRIW.L achieves a 19.88% return, which is significantly higher than ^AW01's 17.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PRIW.L vs. ^AW01 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF DR (D) (PRIW.L) and FTSE All World (^AW01). 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.
Drawdowns
PRIW.L vs. ^AW01 - Drawdown Comparison
The maximum PRIW.L drawdown since its inception was -23.28%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for PRIW.L and ^AW01. For additional features, visit the drawdowns tool.
Volatility
PRIW.L vs. ^AW01 - Volatility Comparison
Amundi Prime Global UCITS ETF DR (D) (PRIW.L) and FTSE All World (^AW01) have volatilities of 2.78% and 2.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.