PRWU.L vs. LILM
Compare and contrast key facts about Amundi Prime Global UCITS ETF DR (C) (PRWU.L) and Lilium N.V. (LILM).
PRWU.L is a passively managed fund by Amundi Luxembourg S.A. that tracks the performance of the MSCI ACWI NR USD. It was launched on Jan 30, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRWU.L or LILM.
Key characteristics
| PRWU.L | LILM | |
|---|---|---|
| YTD Return | 20.49% | -93.56% |
| 1Y Return | 32.19% | -91.16% |
| Sharpe Ratio | 2.90 | -0.78 |
| Sortino Ratio | 4.03 | -1.52 |
| Omega Ratio | 1.53 | 0.76 |
| Calmar Ratio | 4.16 | -0.91 |
| Martin Ratio | 18.50 | -2.28 |
| Ulcer Index | 1.78% | 39.76% |
| Daily Std Dev | 11.32% | 116.51% |
| Max Drawdown | -16.16% | -99.52% |
| Current Drawdown | 0.00% | -99.30% |
Correlation
The correlation between PRWU.L and LILM is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PRWU.L vs. LILM - Performance Comparison
In the year-to-date period, PRWU.L achieves a 20.49% return, which is significantly higher than LILM's -93.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PRWU.L vs. LILM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF DR (C) (PRWU.L) and Lilium N.V. (LILM). 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.
Dividends
PRWU.L vs. LILM - Dividend Comparison
Neither PRWU.L nor LILM has paid dividends to shareholders.
Drawdowns
PRWU.L vs. LILM - Drawdown Comparison
The maximum PRWU.L drawdown since its inception was -16.16%, smaller than the maximum LILM drawdown of -99.52%. Use the drawdown chart below to compare losses from any high point for PRWU.L and LILM. For additional features, visit the drawdowns tool.
Volatility
PRWU.L vs. LILM - Volatility Comparison
The current volatility for Amundi Prime Global UCITS ETF DR (C) (PRWU.L) is 3.07%, while Lilium N.V. (LILM) has a volatility of 119.58%. This indicates that PRWU.L experiences smaller price fluctuations and is considered to be less risky than LILM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.