PRWU.L vs. USSC.L

Last updated Jun 5, 2026

PRWU.L (Amundi Prime Global UCITS ETF DR (C)) and USSC.L (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - PRWU.L is a Global Equities fund tracking the MSCI ACWI NR USD, while USSC.L is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. A 0.58 correlation means they provide meaningful diversification when combined. PRWU.L charges 0.05%/yr vs 0.30%/yr for USSC.L.

Performance

PRWU.L vs. USSC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Prime Global UCITS ETF DR (C) (PRWU.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PRWU.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

USSC.L

• 1D: 0.73%
• 1M: 1.65%
• YTD: 13.75%
• 6M: 14.39%
• 1Y: 36.72%
• 3Y*: 19.78%
• 5Y*: 9.64%
• 10Y*: 11.88%

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

PRWU.L vs. USSC.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%	19.27%	24.47%	2.98%
USSC.L SPDR MSCI USA Small Cap Value Weighted UCITS ETF	13.75%	14.73%	8.33%	23.17%	6.33%

Correlation

The correlation between PRWU.L and USSC.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022	0.58

The correlation between PRWU.L and USSC.L shifts across timeframes, from 0.46 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.

PRWU.L vs. USSC.L - Sectors Allocation Comparison

Sectors	PRWU.L	USSC.L
Technology	27.0%	9.4%
Financial Services	15.8%	19.8%
Healthcare	10.7%	7.5%
Consumer Cyclical	10.5%	14.0%
Industrials	9.9%	14.7%
Communication Services	8.1%	2.7%
Consumer Defensive	6.1%	6.0%
Energy	4.0%	11.2%
Basic Materials	3.2%	6.1%
Utilities	2.7%	2.5%
Real Estate	2.1%	6.2%

Return for Risk

PRWU.L vs. USSC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USSC.L

USSC.L Risk / Return Rank: 75
USSC.L Sharpe Ratio Rank: 71
USSC.L Sortino Ratio Rank: 75
USSC.L Omega Ratio Rank: 66
USSC.L Calmar Ratio Rank: 84
USSC.L Martin Ratio Rank: 76

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.

PRWU.L vs. USSC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF DR (C) (PRWU.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PRWU.L	USSC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.29	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.45	—

Drawdowns

Drawdown Indicators

	PRWU.L	USSC.L	Difference
Max Drawdown Largest peak-to-trough decline	—	-48.99%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.12%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-27.47%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.99%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-7.70%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.54%	—

Volatility

Volatility by Period

	PRWU.L	USSC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.10%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.09%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.95%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.62%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.81%	—

PRWU.L vs. USSC.L - Expense Ratio Comparison

PRWU.L has a 0.05% expense ratio, which is lower than USSC.L's 0.30% expense ratio.

Dividends

PRWU.L vs. USSC.L - Dividend Comparison

Neither PRWU.L nor USSC.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PRWU.L and USSC.L in my portfolio?

PRWU.L and USSC.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRWU.L or USSC.L?

On fees, PRWU.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, PRWU.L or USSC.L?

PRWU.L is cheaper with a 0.05% expense ratio, compared with 0.30% for USSC.L.

What is the main difference between PRWU.L and USSC.L?

PRWU.L is categorized as Global Equities, while USSC.L is Small Cap Value Equities. PRWU.L tracks MSCI ACWI NR USD, while USSC.L tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.05% for PRWU.L and 0.30% for USSC.L.