PRUK.L vs. IEFS.L
PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) and IEFS.L (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - PRUK.L tracks the FTSE 250 Ex Investment Trust TR GBP while IEFS.L tracks the MSCI Europe SMID NR EUR. Both are passively managed. Over the past 5 years, PRUK.L returned 0.76%/yr vs 5.94%/yr for IEFS.L. A 0.79 correlation means they provide meaningful diversification when combined. PRUK.L charges 0.05%/yr vs 0.25%/yr for IEFS.L.
Performance
PRUK.L vs. IEFS.L - Performance Comparison
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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 IEFS.L's 6.36% 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*
- —
IEFS.L
- 1D
- 0.54%
- 1M
- 1.90%
- YTD
- 6.36%
- 6M
- 8.61%
- 1Y
- 16.26%
- 3Y*
- 12.70%
- 5Y*
- 5.94%
- 10Y*
- 8.31%
PRUK.L vs. IEFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
IEFS.L iShares Edge MSCI Europe Size Factor UCITS ETF | 6.36% | 24.40% | 0.75% | 11.87% | -13.35% | 12.21% | 14.49% |
Correlation
The correlation between PRUK.L and IEFS.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2020 | 0.79 |
The correlation between PRUK.L and IEFS.L has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
PRUK.L vs. IEFS.L — Risk / Return Rank
PRUK.L
IEFS.L
PRUK.L vs. IEFS.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 iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.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.L | IEFS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.63 | -0.88 |
| Martin ratioReturn relative to average drawdown | 2.52 | 5.83 | -3.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRUK.L | IEFS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.38 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.40 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.53 | -0.15 |
Drawdowns
PRUK.L vs. IEFS.L - Drawdown Comparison
The maximum PRUK.L drawdown since its inception was -36.10%, which is greater than IEFS.L's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for PRUK.L and IEFS.L.
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Drawdown Indicators
| PRUK.L | IEFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.10% | -31.02% | -5.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -9.91% | -3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -18.00% | -11.84% | -6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -36.10% | -26.40% | -9.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.02% | — |
Current DrawdownCurrent decline from peak | -3.76% | -1.87% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -14.80% | -5.84% | -8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.78% | +1.15% |
Volatility
PRUK.L vs. IEFS.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 iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) at 3.81%. This indicates that PRUK.L's price experiences larger fluctuations and is considered to be riskier than IEFS.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.L | IEFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.81% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 9.77% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.14% | 11.72% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 14.99% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.45% | 15.59% | +1.86% |
PRUK.L vs. IEFS.L - Expense Ratio Comparison
PRUK.L has a 0.05% expense ratio, which is lower than IEFS.L's 0.25% 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
PRUK.L vs. IEFS.L - Dividend Comparison
PRUK.L's dividend yield for the trailing twelve months is around 3.60%, while IEFS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IEFS.L iShares Edge MSCI Europe Size Factor 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 IEFS.L have a correlation of 0.76, 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 0.25% for IEFS.L.
PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP, while IEFS.L tracks MSCI Europe SMID NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRUK.L and 0.25% for IEFS.L.
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