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

SUSW.L vs. PRWU.L

Last updated Jun 5, 2026

SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds tracking the MSCI ACWI NR USD, from iShares and Amundi respectively. Both are passively managed. A 0.64 correlation means they provide meaningful diversification when combined. SUSW.L charges 0.20%/yr vs 0.05%/yr for PRWU.L.

Performance

SUSW.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.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

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

Returns By Period

SUSW.L

1D
0.22%
1M
5.87%
YTD
11.31%
6M
11.72%
1Y
18.68%
3Y*
12.95%
5Y*
10.52%
10Y*
—

PRWU.L

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

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

2026 (YTD)2025202420232022
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)		11.31%1.89%18.34%20.78%-2.98%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)		0.00%0.00%25.67%20.74%-3.25%

Correlation

The correlation between SUSW.L and PRWU.L is 0.64, 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

0.53

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

0.64

The correlation between SUSW.L and PRWU.L shifts across timeframes, from 0.53 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.

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

Sectors
SUSW.L
PRWU.L

Technology

30.6%
27.0%

Financial Services

17.1%
15.8%

Industrials

11.8%
9.9%

Healthcare

9.3%
10.7%

Consumer Cyclical

9.2%
10.5%

Communication Services

7.7%
8.1%

Consumer Defensive

6.2%
6.1%

Basic Materials

4.0%
3.2%

Real Estate

2.3%
2.1%

Utilities

1.8%
2.7%

Energy

-

4.0%

Technology

SUSW.L
30.6%
PRWU.L
27.0%

Financial Services

SUSW.L
17.1%
PRWU.L
15.8%

Industrials

SUSW.L
11.8%
PRWU.L
9.9%

Healthcare

SUSW.L
9.3%
PRWU.L
10.7%

Consumer Cyclical

SUSW.L
9.2%
PRWU.L
10.5%

Communication Services

SUSW.L
7.7%
PRWU.L
8.1%

Consumer Defensive

SUSW.L
6.2%
PRWU.L
6.1%

Basic Materials

SUSW.L
4.0%
PRWU.L
3.2%

Real Estate

SUSW.L
2.3%
PRWU.L
2.1%

Utilities

SUSW.L
1.8%
PRWU.L
2.7%

Energy

SUSW.L

-

PRWU.L
4.0%

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iShares MSCI World SRI UCITS ETF EUR (Acc)

Amundi Prime Global UCITS ETF DR (C)

Often compared with SUSW.L:
SUSW.L vs. SPYSUSW.L vs. VTSUSW.L vs. ICLNSUSW.L vs. NASD.LSUSW.L vs. AIAI.LSUSW.L vs. XESC.LSUSW.L vs. XSPX.L
Often compared with PRWU.L:
PRWU.L vs. SPYI.DEPRWU.L vs. VWRA.LPRWU.L vs. SWDA.LPRWU.L vs. LILMPRWU.L vs. CSPX.LPRWU.L vs. SWRD.LPRWU.L vs. VT

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUSW.L
SUSW.L Risk / Return Rank: 4646
Overall Rank
SUSW.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SUSW.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
SUSW.L Omega Ratio Rank: 4444
Omega Ratio Rank
SUSW.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
SUSW.L Martin Ratio Rank: 5252
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.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.

SUSW.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility
1.50

—

—

Sortino ratioReturn per unit of downside risk
2.18

—

—

Omega ratioGain probability vs. loss probability

1.28

—

—

Calmar ratioReturn relative to maximum drawdown

2.35

—

—

Martin ratioReturn relative to average drawdown

8.66

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

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Sharpe Ratios by Period

SUSW.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

—

—

Drawdowns

SUSW.L vs. PRWU.L - Drawdown Comparison

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Drawdown Indicators

SUSW.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.09%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-21.13%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

—

—

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

2.14%

—

—

Volatility

SUSW.L vs. PRWU.L - Volatility Comparison

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Volatility by Period

SUSW.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

—

—

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

SUSW.L has a 0.20% 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

SUSW.L vs. PRWU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

SUSW.L and PRWU.L have a correlation of 0.64, 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 0.20% for SUSW.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SUSW.L and 0.05% for PRWU.L.

Portfolio Optimizer

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