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SRIW.L vs. PRWU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRIW.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SRIW.L is traded in GBp, while PRWU.L is traded in USD. To make them comparable, the PRWU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


SRIW.L

1D
0.25%
1M
6.85%
YTD
9.21%
6M
9.45%
1Y
21.14%
3Y*
14.81%
5Y*
11.01%
10Y*

PRWU.L

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

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


2026 (YTD)2025202420232022
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis
9.21%6.01%19.08%21.28%1.16%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%20.63%18.25%1.23%

Correlation

The correlation between SRIW.L and PRWU.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

0.48

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


Sectors
SRIW.L
PRWU.L

Technology

35.9%
27.0%

Financial Services

16.4%
15.8%

Industrials

11.8%
9.9%

Consumer Cyclical

10.9%
10.5%

Healthcare

9.0%
10.7%

Consumer Defensive

5.7%
6.1%

Communication Services

4.0%
8.1%

Basic Materials

3.0%
3.2%

Real Estate

2.5%
2.1%

Utilities

0.9%
2.7%

Energy

0.0%
4.0%

Technology

SRIW.L
35.9%
PRWU.L
27.0%

Financial Services

SRIW.L
16.4%
PRWU.L
15.8%

Industrials

SRIW.L
11.8%
PRWU.L
9.9%

Consumer Cyclical

SRIW.L
10.9%
PRWU.L
10.5%

Healthcare

SRIW.L
9.0%
PRWU.L
10.7%

Consumer Defensive

SRIW.L
5.7%
PRWU.L
6.1%

Communication Services

SRIW.L
4.0%
PRWU.L
8.1%

Basic Materials

SRIW.L
3.0%
PRWU.L
3.2%

Real Estate

SRIW.L
2.5%
PRWU.L
2.1%

Utilities

SRIW.L
0.9%
PRWU.L
2.7%

Energy

SRIW.L
0.0%
PRWU.L
4.0%

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Return for Risk

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

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

SRIW.L
SRIW.L Risk / Return Rank: 5555
Overall Rank
SRIW.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SRIW.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SRIW.L Omega Ratio Rank: 5858
Omega Ratio Rank
SRIW.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SRIW.L Martin Ratio Rank: 5050
Martin Ratio Rank

PRWU.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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.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.


SRIW.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.41

Martin ratioReturn relative to average drawdown

8.30

SRIW.L vs. PRWU.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SRIW.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

Drawdowns

SRIW.L vs. PRWU.L - Drawdown Comparison


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Drawdown Indicators


SRIW.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

Max Drawdown (3Y)

Largest decline over 3 years

-20.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

Volatility

SRIW.L vs. PRWU.L - Volatility Comparison


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Volatility by Period


SRIW.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

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

SRIW.L has a 0.22% expense ratio, which is higher than PRWU.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SRIW.L vs. PRWU.L - Dividend Comparison

SRIW.L's dividend yield for the trailing twelve months is around 1.01%, while PRWU.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
PRWU.L
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis
1.01%1.28%1.25%1.26%1.47%1.10%0.22%

Frequently Asked Questions


SRIW.L and PRWU.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

PRWU.L is cheaper with a 0.05% expense ratio, compared with 0.22% for SRIW.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.22% for SRIW.L and 0.05% for PRWU.L.

Portfolio Optimizer

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