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PRIW.L vs. ^AW01
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


PRIW.L^AW01
YTD Return12.20%13.85%
1Y Return14.97%21.37%
3Y Return (Ann)8.10%3.92%
5Y Return (Ann)10.75%9.15%
Sharpe Ratio1.462.48
Daily Std Dev10.60%10.51%
Max Drawdown-23.28%-59.48%
Current Drawdown-1.39%-0.62%

Correlation

-0.50.00.51.00.8

The correlation between PRIW.L and ^AW01 is 0.75, 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 12.20% return, which is significantly lower than ^AW01's 13.85% 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
8.08%
7.41%
PRIW.L
^AW01

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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.


PRIW.L
Sharpe ratio
The chart of Sharpe ratio for PRIW.L, currently valued at 2.23, compared to the broader market0.002.004.002.23
Sortino ratio
The chart of Sortino ratio for PRIW.L, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.0012.003.12
Omega ratio
The chart of Omega ratio for PRIW.L, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
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 market0.0020.0040.0060.0080.00100.0012.37
^AW01
Sharpe ratio
The chart of Sharpe ratio for ^AW01, currently valued at 2.48, compared to the broader market0.002.004.002.48
Sortino ratio
The chart of Sortino ratio for ^AW01, currently valued at 3.29, compared to the broader market-2.000.002.004.006.008.0010.0012.003.29
Omega ratio
The chart of Omega ratio for ^AW01, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for ^AW01, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.55
Martin ratio
The chart of Martin ratio for ^AW01, currently valued at 13.75, compared to the broader market0.0020.0040.0060.0080.00100.0013.75

PRIW.L vs. ^AW01 - Sharpe Ratio Comparison

The current PRIW.L Sharpe Ratio is 1.46, which is lower than the ^AW01 Sharpe Ratio of 2.48. The chart below compares the 12-month rolling Sharpe Ratio of PRIW.L and ^AW01.


Rolling 12-month Sharpe Ratio1.201.401.601.802.002.202.402.60AprilMayJuneJulyAugustSeptember
2.23
2.48
PRIW.L
^AW01

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.79%
-0.62%
PRIW.L
^AW01

Volatility

PRIW.L vs. ^AW01 - Volatility Comparison

Amundi Prime Global UCITS ETF DR (D) (PRIW.L) has a higher volatility of 3.65% compared to FTSE All World (^AW01) at 3.11%. This indicates that PRIW.L's price experiences larger fluctuations and is considered to be riskier than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.65%
3.11%
PRIW.L
^AW01