PRUS.L vs. UC07.L
PRUS.L (Invesco RAFI US Fundamental Value UCITS ETF USD (Dist)) and UC07.L (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both Large Cap Value Equities funds - PRUS.L tracks the RAFI Fundamental US Index (USD) while UC07.L tracks the Russell 1000 Value TR USD. Both are passively managed. Over the past 10 years, PRUS.L returned 13.00%/yr vs 10.14%/yr for UC07.L. Their correlation of 0.83 suggests significant overlap in exposure. PRUS.L charges 0.39%/yr vs 0.20%/yr for UC07.L.
Performance
PRUS.L vs. UC07.L - Performance Comparison
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Different Trading Currencies
PRUS.L is traded in USD, while UC07.L is traded in GBp. To make them comparable, the UC07.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PRUS.L achieves a 16.68% return, which is significantly higher than UC07.L's 11.47% return. Over the past 10 years, PRUS.L has outperformed UC07.L with an annualized return of 13.00%, while UC07.L has yielded a comparatively lower 10.14% annualized return.
PRUS.L
- 1D
- -0.42%
- 1M
- 0.81%
- 6M
- 13.26%
- YTD
- 16.68%
- 1Y
- 29.25%
- 3Y*
- 19.04%
- 5Y*
- 12.75%
- 10Y*
- 13.00%
UC07.L
- 1D
- -0.23%
- 1M
- 1.87%
- 6M
- 8.53%
- YTD
- 11.47%
- 1Y
- 19.29%
- 3Y*
- 14.95%
- 5Y*
- 9.76%
- 10Y*
- 10.14%
PRUS.L vs. UC07.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 16.68% | 16.58% | 16.26% | 15.94% | -8.01% | 31.11% | 6.81% | 26.43% | -9.46% | 15.67% |
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 11.47% | 13.98% | 13.49% | 8.53% | -6.48% | 27.59% | -0.66% | 25.35% | -8.62% | 14.78% |
Correlation
The correlation between PRUS.L and UC07.L is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2012 | 0.83 |
The correlation between PRUS.L and UC07.L has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
PRUS.L vs. UC07.L — Risk / Return Rank
PRUS.L
UC07.L
PRUS.L vs. UC07.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRUS.L | UC07.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.36 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 2.77 | +2.09 |
| Martin ratioReturn relative to average drawdown | 18.47 | 11.02 | +7.46 |
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Drawdowns
PRUS.L vs. UC07.L - Drawdown Comparison
The maximum PRUS.L drawdown since its inception was -57.16%, which is greater than UC07.L's maximum drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for PRUS.L and UC07.L.
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Drawdown Indicators
| PRUS.L | UC07.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.16% | -41.64% | -15.52% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -6.94% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -15.59% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -18.76% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.86% | -36.56% | -1.30% |
Current DrawdownCurrent decline from peak | -0.42% | -0.23% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -7.98% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.75% | -0.17% |
Volatility
PRUS.L vs. UC07.L - Volatility Comparison
Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) have volatilities of 1.77% and 1.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUS.L | UC07.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.69% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 6.79% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 9.32% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 13.66% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 15.29% | +0.89% |
PRUS.L vs. UC07.L - Expense Ratio Comparison
PRUS.L has a 0.39% expense ratio, which is higher than UC07.L's 0.20% expense ratio.
Dividends
PRUS.L vs. UC07.L - Dividend Comparison
PRUS.L's dividend yield for the trailing twelve months is around 1.16%, less than UC07.L's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 1.16% | 1.36% | 1.49% | 1.56% | 1.72% | 1.32% | 1.66% | 1.64% | 1.83% | 1.55% | 1.62% | 1.68% |
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 1.37% | 2.05% | 1.79% | 2.05% | 1.81% | 1.59% | 2.41% | 2.08% | 2.49% | 2.01% | 2.18% | 2.25% |
Frequently Asked Questions
PRUS.L and UC07.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UC07.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UC07.L is cheaper with a 0.20% expense ratio, compared with 0.39% for PRUS.L.
PRUS.L tracks RAFI Fundamental US Index (USD), while UC07.L tracks Russell 1000 Value TR USD. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.39% for PRUS.L and 0.20% for UC07.L.
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