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

PRUK.L vs. MWRD.L

Last updated Jun 5, 2026

PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) and MWRD.L (Amundi Index MSCI World) are both exchange-traded funds - PRUK.L is a Europe Equities fund tracking the FTSE 250 Ex Investment Trust TR GBP, while MWRD.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. At a 0.40 correlation, their price movements are largely independent. PRUK.L charges 0.05%/yr vs 0.08%/yr for MWRD.L.

Performance

PRUK.L vs. MWRD.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 Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

PRUK.L

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

MWRD.L

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

PRUK.L vs. MWRD.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%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.27%17.50%-9.18%24.39%10.51%

Correlation

The correlation between PRUK.L and MWRD.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.23

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.40

The correlation between PRUK.L and MWRD.L shifts across timeframes, from 0.23 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.

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

Sectors
PRUK.L
MWRD.L

Industrials

22.2%
10.6%

Financial Services

19.9%
14.7%

Consumer Cyclical

13.2%
10.5%

Real Estate

8.0%
2.4%

Basic Materials

7.3%
3.8%

Technology

7.0%
24.7%

Communication Services

6.8%
7.5%

Consumer Defensive

6.4%
6.7%

Utilities

3.4%
2.4%

Energy

2.9%
4.4%

Healthcare

2.9%
12.4%

Industrials

PRUK.L
22.2%
MWRD.L
10.6%

Financial Services

PRUK.L
19.9%
MWRD.L
14.7%

Consumer Cyclical

PRUK.L
13.2%
MWRD.L
10.5%

Real Estate

PRUK.L
8.0%
MWRD.L
2.4%

Basic Materials

PRUK.L
7.3%
MWRD.L
3.8%

Technology

PRUK.L
7.0%
MWRD.L
24.7%

Communication Services

PRUK.L
6.8%
MWRD.L
7.5%

Consumer Defensive

PRUK.L
6.4%
MWRD.L
6.7%

Utilities

PRUK.L
3.4%
MWRD.L
2.4%

Energy

PRUK.L
2.9%
MWRD.L
4.4%

Healthcare

PRUK.L
2.9%
MWRD.L
12.4%

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Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)

Amundi Index MSCI World

Often compared with PRUK.L:
PRUK.L vs. EDIV.LPRUK.L vs. MVED.LPRUK.L vs. VUKE.DEPRUK.L vs. IWQU.LPRUK.L vs. MIVO.LPRUK.L vs. FEUZ.LPRUK.L vs. CS1.L
Often compared with MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

PRUK.L vs. MWRD.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
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.

PRUK.L vs. MWRD.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 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.

PRUK.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
0.70

—

—

Sortino ratioReturn per unit of downside risk
1.09

—

—

Omega ratioGain probability vs. loss probability

1.13

—

—

Calmar ratioReturn relative to maximum drawdown

0.76

—

—

Martin ratioReturn relative to average drawdown

2.52

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

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Sharpe Ratios by Period

PRUK.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

—

—

Drawdowns

PRUK.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

PRUK.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.10%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-18.00%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-36.10%

—

—

Current Drawdown

Current decline from peak

-3.76%

—

—

Average Drawdown

Average peak-to-trough decline

-14.80%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

—

—

Volatility

PRUK.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

PRUK.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

—

—

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

PRUK.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

PRUK.L vs. MWRD.L - Dividend Comparison

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

PositionTTM202520242023202220212020
MWRD.L
Amundi Index MSCI World		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 MWRD.L have a correlation of 0.40, 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 0.08% for MWRD.L.

PRUK.L is categorized as Europe Equities, while MWRD.L is Global Equities. PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP, while MWRD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.05% for PRUK.L and 0.08% for MWRD.L.

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