PRIW.L vs. VT
Compare and contrast key facts about Amundi Prime Global UCITS ETF DR (D) (PRIW.L) and Vanguard Total World Stock ETF (VT).
PRIW.L and VT 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. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both PRIW.L and VT 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 VT.
Key characteristics
PRIW.L | VT | |
---|---|---|
YTD Return | 18.73% | 19.50% |
1Y Return | 23.59% | 32.36% |
3Y Return (Ann) | 8.06% | 5.93% |
5Y Return (Ann) | 11.97% | 11.44% |
Sharpe Ratio | 2.31 | 2.67 |
Sortino Ratio | 3.22 | 3.64 |
Omega Ratio | 1.44 | 1.48 |
Calmar Ratio | 3.69 | 3.01 |
Martin Ratio | 16.43 | 17.59 |
Ulcer Index | 1.43% | 1.79% |
Daily Std Dev | 10.12% | 11.82% |
Max Drawdown | -23.28% | -50.27% |
Current Drawdown | 0.00% | -0.28% |
Correlation
The correlation between PRIW.L and VT is 0.69, 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
The year-to-date returns for both investments are quite close, with PRIW.L having a 18.73% return and VT slightly higher at 19.50%. 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. 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%.
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.
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 1.83%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard Total World Stock ETF | 1.83% | 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.
Volatility
PRIW.L vs. VT - Volatility Comparison
The current volatility for Amundi Prime Global UCITS ETF DR (D) (PRIW.L) is 2.80%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.29%. This indicates that PRIW.L experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.