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PRUK.L vs. ACWL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRUK.L vs. ACWL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRUK.L achieves a 2.88% return, which is significantly lower than ACWL.L's 12.22% return.


PRUK.L

1D
1.00%
1M
3.43%
YTD
2.88%
6M
5.16%
1Y
9.91%
3Y*
8.92%
5Y*
0.76%
10Y*

ACWL.L

1D
-0.20%
1M
5.47%
YTD
12.22%
6M
12.15%
1Y
29.76%
3Y*
17.87%
5Y*
12.34%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRUK.L vs. ACWL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)
2.88%13.57%5.85%7.37%-22.76%12.69%22.98%
ACWL.L
Lyxor MSCI All Country World UCITS ETF
12.22%13.63%21.43%13.09%-8.59%20.41%10.24%

Correlation

The correlation between PRUK.L and ACWL.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

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

0.30

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2020

0.22

Over the past year, PRUK.L and ACWL.L have become more correlated (0.44) than their long-term average of 0.22, meaning their price movements have been converging.

PRUK.L vs. ACWL.L - Sectors Allocation Comparison


Sectors
PRUK.L
ACWL.L

Industrials

22.2%
10.9%

Financial Services

19.9%
16.2%

Consumer Cyclical

13.2%
9.3%

Real Estate

8.0%
1.8%

Basic Materials

7.3%
3.7%

Technology

7.0%
29.3%

Communication Services

6.8%
9.0%

Consumer Defensive

6.4%
5.0%

Utilities

3.4%
2.6%

Energy

2.9%
4.2%

Healthcare

2.9%
8.1%

Industrials

PRUK.L
22.2%
ACWL.L
10.9%

Financial Services

PRUK.L
19.9%
ACWL.L
16.2%

Consumer Cyclical

PRUK.L
13.2%
ACWL.L
9.3%

Real Estate

PRUK.L
8.0%
ACWL.L
1.8%

Basic Materials

PRUK.L
7.3%
ACWL.L
3.7%

Technology

PRUK.L
7.0%
ACWL.L
29.3%

Communication Services

PRUK.L
6.8%
ACWL.L
9.0%

Consumer Defensive

PRUK.L
6.4%
ACWL.L
5.0%

Utilities

PRUK.L
3.4%
ACWL.L
2.6%

Energy

PRUK.L
2.9%
ACWL.L
4.2%

Healthcare

PRUK.L
2.9%
ACWL.L
8.1%

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Return for Risk

PRUK.L vs. ACWL.L — Risk / Return Rank

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

PRUK.L
PRUK.L Risk / Return Rank: 2121
Overall Rank
PRUK.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 2121
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 2121
Martin Ratio Rank

ACWL.L
ACWL.L Risk / Return Rank: 8787
Overall Rank
ACWL.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ACWL.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
ACWL.L Omega Ratio Rank: 9090
Omega Ratio Rank
ACWL.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
ACWL.L Martin Ratio Rank: 8585
Martin Ratio Rank
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.

PRUK.L vs. ACWL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.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.


PRUK.LACWL.LDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

1.13

1.58

-0.45

Calmar ratioReturn relative to maximum drawdown

0.76

4.20

-3.44

Martin ratioReturn relative to average drawdown

2.52

17.39

-14.88

PRUK.L vs. ACWL.L - Sharpe Ratio Comparison

The current PRUK.L Sharpe Ratio is 0.70, which is lower than the ACWL.L Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of PRUK.L and ACWL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRUK.LACWL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

3.01

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

1.89

-1.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

2.35

-1.98

Drawdowns

PRUK.L vs. ACWL.L - Drawdown Comparison

The maximum PRUK.L drawdown since its inception was -36.10%, which is greater than ACWL.L's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for PRUK.L and ACWL.L.


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Drawdown Indicators


PRUK.LACWL.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.10%

-18.15%

-17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-7.06%

-5.99%

Max Drawdown (3Y)

Largest decline over 3 years

-18.00%

-18.15%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-36.10%

-18.15%

-17.95%

Max Drawdown (10Y)

Largest decline over 10 years

-18.15%

Current Drawdown

Current decline from peak

-3.76%

-0.22%

-3.54%

Average Drawdown

Average peak-to-trough decline

-14.80%

-2.43%

-12.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

1.71%

+2.22%

Volatility

PRUK.L vs. ACWL.L - Volatility Comparison

Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) has a higher volatility of 4.82% compared to Lyxor MSCI All Country World UCITS ETF (ACWL.L) at 2.63%. This indicates that PRUK.L's price experiences larger fluctuations and is considered to be riskier than ACWL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRUK.LACWL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

2.63%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

6.99%

+4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

9.84%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

16.52%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

23.32%

-5.87%

PRUK.L vs. ACWL.L - Expense Ratio Comparison

PRUK.L has a 0.05% expense ratio, which is lower than ACWL.L's 0.45% expense ratio.


Dividends

PRUK.L vs. ACWL.L - Dividend Comparison

PRUK.L's dividend yield for the trailing twelve months is around 3.60%, while ACWL.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
ACWL.L
Lyxor MSCI All Country World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)
3.60%3.70%3.63%3.43%3.50%1.73%0.29%

Frequently Asked Questions


PRUK.L and ACWL.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRUK.L is cheaper with a 0.05% expense ratio, compared with 0.45% for ACWL.L.

PRUK.L is categorized as Europe Equities, while ACWL.L is Global Equities. PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP, while ACWL.L tracks MSCI ACWI NR USD. Their fees differ too: 0.05% for PRUK.L and 0.45% for ACWL.L.

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