PRIW.L vs. SWLD.L
Compare and contrast key facts about Amundi Prime Global UCITS ETF DR (D) (PRIW.L) and SPDR MSCI World UCITS ETF (SWLD.L).
PRIW.L and SWLD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SWLD.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 28, 2019. Both PRIW.L and SWLD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRIW.L or SWLD.L.
Key characteristics
| PRIW.L | SWLD.L | |
|---|---|---|
| YTD Return | 20.12% | 20.60% |
| 1Y Return | 23.93% | 26.58% |
| 3Y Return (Ann) | 8.26% | 9.13% |
| 5Y Return (Ann) | 12.29% | 12.72% |
| Sharpe Ratio | 2.29 | 0.80 |
| Sortino Ratio | 3.20 | 1.39 |
| Omega Ratio | 1.44 | 1.42 |
| Calmar Ratio | 3.65 | 1.30 |
| Martin Ratio | 16.28 | 2.49 |
| Ulcer Index | 1.43% | 10.37% |
| Daily Std Dev | 10.13% | 32.32% |
| Max Drawdown | -23.28% | -32.06% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PRIW.L and SWLD.L is 0.97, 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. SWLD.L - Performance Comparison
The year-to-date returns for both investments are quite close, with PRIW.L having a 20.12% return and SWLD.L slightly higher at 20.60%. 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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PRIW.L vs. SWLD.L - Expense Ratio Comparison
PRIW.L has a 0.05% expense ratio, which is lower than SWLD.L's 0.12% 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%.
Risk-Adjusted Performance
PRIW.L vs. SWLD.L - 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 SPDR MSCI World UCITS ETF (SWLD.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.
Dividends
PRIW.L vs. SWLD.L - Dividend Comparison
Neither PRIW.L nor SWLD.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
PRIW.L Amundi Prime Global UCITS ETF DR (D) | 0.00% | 0.00% | 1.89% | 1.34% | 1.48% | 1.48% |
SWLD.L SPDR MSCI World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRIW.L vs. SWLD.L - Drawdown Comparison
The maximum PRIW.L drawdown since its inception was -23.28%, smaller than the maximum SWLD.L drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for PRIW.L and SWLD.L. For additional features, visit the drawdowns tool.
Volatility
PRIW.L vs. SWLD.L - Volatility Comparison
Amundi Prime Global UCITS ETF DR (D) (PRIW.L) and SPDR MSCI World UCITS ETF (SWLD.L) have volatilities of 2.78% and 2.83%, 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.