PRUK.L vs. VMID.L

Last updated Jun 5, 2026

PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) and VMID.L (Vanguard FTSE 250 UCITS ETF Distributing) are both Europe Equities funds tracking the FTSE 250 Ex Investment Trust TR GBP, from Amundi and Vanguard respectively. Both are passively managed. Over the past 5 years, PRUK.L returned 0.76%/yr vs 3.36%/yr for VMID.L. Their correlation of 0.90 suggests significant overlap in exposure. PRUK.L charges 0.05%/yr vs 0.10%/yr for VMID.L.

Performance

PRUK.L vs. VMID.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 Vanguard FTSE 250 UCITS ETF Distributing (VMID.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

PRUK.L is traded in GBp, while VMID.L is traded in GBP. To make them comparable, the VMID.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRUK.L achieves a 2.88% return, which is significantly lower than VMID.L's 5.14% 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*: —

VMID.L

• 1D: 0.59%
• 1M: 4.12%
• YTD: 5.14%
• 6M: 7.30%
• 1Y: 14.06%
• 3Y*: 10.30%
• 5Y*: 3.36%
• 10Y*: 5.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRUK.L vs. VMID.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%
VMID.L Vanguard FTSE 250 UCITS ETF Distributing	5.14%	12.87%	7.42%	8.16%	-17.36%	16.04%	20.29%

Correlation

The correlation between PRUK.L and VMID.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jul 29, 2020	0.90

The correlation between PRUK.L and VMID.L has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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

Sectors	PRUK.L	VMID.L
Industrials	22.2%	19.9%
Financial Services	19.9%	19.4%
Consumer Cyclical	13.2%	13.3%
Real Estate	8.0%	9.4%
Basic Materials	7.3%	6.6%
Technology	7.0%	9.4%
Communication Services	6.8%	5.9%
Consumer Defensive	6.4%	6.1%
Utilities	3.4%	3.0%
Energy	2.9%	2.5%
Healthcare	2.9%	4.4%

Return for Risk

PRUK.L vs. VMID.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: 21
PRUK.L Sharpe Ratio Rank: 21
PRUK.L Sortino Ratio Rank: 21
PRUK.L Omega Ratio Rank: 21
PRUK.L Calmar Ratio Rank: 18
PRUK.L Martin Ratio Rank: 21

VMID.L

VMID.L Risk / Return Rank: 30
VMID.L Sharpe Ratio Rank: 31
VMID.L Sortino Ratio Rank: 32
VMID.L Omega Ratio Rank: 32
VMID.L Calmar Ratio Rank: 26
VMID.L Martin Ratio Rank: 31

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. VMID.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 Vanguard FTSE 250 UCITS ETF Distributing (VMID.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	VMID.L	Difference
Sharpe ratio: Return per unit of total volatility	0.70	1.13	-0.43
Sortino ratio: Return per unit of downside risk	1.09	1.70	-0.61
Omega ratio: Gain probability vs. loss probability	1.13	1.21	-0.08
Calmar ratio: Return relative to maximum drawdown	0.76	1.21	-0.46
Martin ratio: Return relative to average drawdown	2.52	4.35	-1.83
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. VMID.L - Sharpe Ratio Comparison

The current PRUK.L Sharpe Ratio is 0.70, which is lower than the VMID.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of PRUK.L and VMID.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.

Sharpe Ratios by Period

	PRUK.L	VMID.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	1.13	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.22	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.40	-0.02

Drawdowns

PRUK.L vs. VMID.L - Drawdown Comparison

The maximum PRUK.L drawdown since its inception was -36.10%, smaller than the maximum VMID.L drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for PRUK.L and VMID.L.

Drawdown Indicators

	PRUK.L	VMID.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.10%	-41.85%	+5.75%
Max Drawdown (1Y) Largest decline over 1 year	-13.05%	-11.55%	-1.50%
Max Drawdown (3Y) Largest decline over 3 years	-18.00%	-15.97%	-2.03%
Max Drawdown (5Y) Largest decline over 5 years	-36.10%	-29.51%	-6.59%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.85%	—
Current Drawdown Current decline from peak	-3.76%	-0.83%	-2.93%
Average Drawdown Average peak-to-trough decline	-14.80%	-7.80%	-7.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	3.23%	+0.70%

Volatility

PRUK.L vs. VMID.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 Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) at 3.80%. This indicates that PRUK.L's price experiences larger fluctuations and is considered to be riskier than VMID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRUK.L	VMID.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	3.80%	+1.02%
Volatility (6M) Calculated over the trailing 6-month period	11.72%	10.23%	+1.49%
Volatility (1Y) Calculated over the trailing 1-year period	14.14%	12.41%	+1.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.54%	15.18%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.45%	16.53%	+0.92%

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

PRUK.L has a 0.05% expense ratio, which is lower than VMID.L's 0.10% 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. VMID.L - Dividend Comparison

PRUK.L's dividend yield for the trailing twelve months is around 3.60%, less than VMID.L's 3.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%	0.00%	0.00%
VMID.L Vanguard FTSE 250 UCITS ETF Distributing	3.65%	3.90%	3.30%	3.41%	3.30%	2.55%	2.08%	2.82%	3.59%	3.19%	3.08%	3.09%

Frequently Asked Questions

Can I hold both PRUK.L and VMID.L in my portfolio?

With a correlation of 0.93, PRUK.L and VMID.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, PRUK.L or VMID.L?

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.

Which ETF is cheaper, PRUK.L or VMID.L?

PRUK.L is cheaper with a 0.05% expense ratio, compared with 0.10% for VMID.L.

What is the main difference between PRUK.L and VMID.L?

Both ETFs track FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.05% for PRUK.L and 0.10% for VMID.L.