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PRIZ.L vs. MWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIZ.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PRIZ.L

1D
0.35%
1M
4.96%
YTD
8.21%
6M
7.53%
1Y
19.00%
3Y*
13.22%
5Y*
8.24%
10Y*

MWRD.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIZ.L vs. MWRD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
8.21%28.03%1.78%13.31%-9.02%14.24%0.24%-1.68%
MWRD.L
Amundi Index MSCI World
0.00%0.00%-1.27%17.50%-9.18%24.39%11.85%1.99%

Correlation

The correlation between PRIZ.L and MWRD.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2019

0.37

The correlation between PRIZ.L and MWRD.L shifts across timeframes, from 0.13 (3 years) to 0.37 (all time), reflecting how their relationship changes across market environments.

PRIZ.L vs. MWRD.L - Sectors Allocation Comparison


Sectors
PRIZ.L
MWRD.L

Financial Services

24.2%
14.7%

Industrials

20.7%
10.6%

Technology

15.9%
24.7%

Consumer Cyclical

8.4%
10.5%

Utilities

6.8%
2.4%

Healthcare

5.9%
12.4%

Consumer Defensive

5.0%
6.7%

Energy

4.6%
4.4%

Communication Services

4.0%
7.5%

Basic Materials

3.9%
3.8%

Real Estate

0.7%
2.4%

Financial Services

PRIZ.L
24.2%
MWRD.L
14.7%

Industrials

PRIZ.L
20.7%
MWRD.L
10.6%

Technology

PRIZ.L
15.9%
MWRD.L
24.7%

Consumer Cyclical

PRIZ.L
8.4%
MWRD.L
10.5%

Utilities

PRIZ.L
6.8%
MWRD.L
2.4%

Healthcare

PRIZ.L
5.9%
MWRD.L
12.4%

Consumer Defensive

PRIZ.L
5.0%
MWRD.L
6.7%

Energy

PRIZ.L
4.6%
MWRD.L
4.4%

Communication Services

PRIZ.L
4.0%
MWRD.L
7.5%

Basic Materials

PRIZ.L
3.9%
MWRD.L
3.8%

Real Estate

PRIZ.L
0.7%
MWRD.L
2.4%

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Return for Risk

PRIZ.L vs. MWRD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRIZ.L
PRIZ.L Risk / Return Rank: 4747
Overall Rank
PRIZ.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PRIZ.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRIZ.L Omega Ratio Rank: 4747
Omega Ratio Rank
PRIZ.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
PRIZ.L Martin Ratio Rank: 4848
Martin Ratio Rank

MWRD.L
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRIZ.L vs. MWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) and Amundi Index MSCI World (MWRD.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.


PRIZ.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.47

Martin ratioReturn relative to average drawdown

7.96

PRIZ.L vs. MWRD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRIZ.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

Drawdowns

PRIZ.L vs. MWRD.L - Drawdown Comparison


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Drawdown Indicators


PRIZ.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

Max Drawdown (3Y)

Largest decline over 3 years

-12.94%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

Current Drawdown

Current decline from peak

-0.09%

Average Drawdown

Average peak-to-trough decline

-6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

Volatility

PRIZ.L vs. MWRD.L - Volatility Comparison


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Volatility by Period


PRIZ.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.31%

PRIZ.L vs. MWRD.L - Expense Ratio Comparison

PRIZ.L has a 0.05% expense ratio, which is lower than MWRD.L's 0.08% 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%.


Dividends

PRIZ.L vs. MWRD.L - Dividend Comparison

PRIZ.L's dividend yield for the trailing twelve months is around 0.02%, while MWRD.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
MWRD.L
Amundi Index MSCI World
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIZ.L
Amundi Prime Eurozone UCITS ETF DR (D)
0.02%0.03%0.03%0.03%0.03%0.02%0.02%0.03%

Frequently Asked Questions


PRIZ.L and MWRD.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRIZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIZ.L is cheaper with a 0.05% expense ratio, compared with 0.08% for MWRD.L.

PRIZ.L is categorized as Europe Equities, while MWRD.L is Global Equities. PRIZ.L tracks MSCI EMU NR EUR, while MWRD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.05% for PRIZ.L and 0.08% for MWRD.L.

Portfolio Optimizer

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