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PRIW.L vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRIW.LVT
YTD Return11.68%14.45%
1Y Return15.73%23.29%
3Y Return (Ann)7.93%5.81%
5Y Return (Ann)10.77%11.37%
Sharpe Ratio1.421.88
Daily Std Dev10.59%12.30%
Max Drawdown-23.28%-50.27%
Current Drawdown-1.85%-0.72%

Correlation

-0.50.00.51.00.7

The correlation between PRIW.L and VT is 0.67, 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.

Performance

PRIW.L vs. VT - Performance Comparison

In the year-to-date period, PRIW.L achieves a 11.68% return, which is significantly lower than VT's 14.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
7.53%
6.62%
PRIW.L
VT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRIW.L vs. VT - Expense Ratio Comparison

PRIW.L has a 0.05% expense ratio, which is lower than VT'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%.


VT
Vanguard Total World Stock ETF
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for PRIW.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%

Risk-Adjusted Performance

PRIW.L vs. VT - 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 Vanguard Total World Stock ETF (VT). 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.


PRIW.L
Sharpe ratio
The chart of Sharpe ratio for PRIW.L, currently valued at 2.20, compared to the broader market0.002.004.002.20
Sortino ratio
The chart of Sortino ratio for PRIW.L, currently valued at 3.08, compared to the broader market-2.000.002.004.006.008.0010.0012.003.08
Omega ratio
The chart of Omega ratio for PRIW.L, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for PRIW.L, currently valued at 2.06, compared to the broader market0.005.0010.0015.002.06
Martin ratio
The chart of Martin ratio for PRIW.L, currently valued at 12.37, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.37
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 2.31, compared to the broader market0.002.004.002.31
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 3.17, compared to the broader market-2.000.002.004.006.008.0010.0012.003.17
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 1.87, compared to the broader market0.005.0010.0015.001.87
Martin ratio
The chart of Martin ratio for VT, currently valued at 14.14, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.14

PRIW.L vs. VT - Sharpe Ratio Comparison

The current PRIW.L Sharpe Ratio is 1.42, which roughly equals the VT Sharpe Ratio of 1.88. The chart below compares the 12-month rolling Sharpe Ratio of PRIW.L and VT.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
2.20
2.31
PRIW.L
VT

Dividends

PRIW.L vs. VT - Dividend Comparison

PRIW.L has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.54%.


TTM20232022202120202019201820172016201520142013
PRIW.L
Amundi Prime Global UCITS ETF DR (D)
0.00%0.00%1.89%1.34%1.48%1.48%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.54%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

PRIW.L vs. VT - Drawdown Comparison

The maximum PRIW.L drawdown since its inception was -23.28%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for PRIW.L and VT. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.13%
-0.72%
PRIW.L
VT

Volatility

PRIW.L vs. VT - Volatility Comparison

Amundi Prime Global UCITS ETF DR (D) (PRIW.L) has a higher volatility of 4.12% compared to Vanguard Total World Stock ETF (VT) at 3.86%. This indicates that PRIW.L's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.12%
3.86%
PRIW.L
VT