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

Performance

TSGB.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.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

TSGB.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


TSGB.L

1D
0.08%
1M
4.90%
YTD
12.75%
6M
13.89%
1Y
28.93%
3Y*
17.68%
5Y*
12.11%
10Y*

PRWU.L

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

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


2026 (YTD)2025202420232022
TSGB.L
VanEck Sustainable World Equal Weight UCITS ETF A
12.75%19.46%12.13%14.14%3.40%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%20.63%18.25%1.23%

Correlation

The correlation between TSGB.L and PRWU.L is 0.57, 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

0.50

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

0.57

The correlation between TSGB.L and PRWU.L has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.

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


Sectors
TSGB.L
PRWU.L

Financial Services

29.4%
15.8%

Technology

23.6%
27.0%

Healthcare

12.7%
10.7%

Industrials

11.7%
9.9%

Consumer Cyclical

7.4%
10.5%

Communication Services

7.0%
8.1%

Basic Materials

2.7%
3.2%

Real Estate

2.6%
2.1%

Consumer Defensive

1.5%
6.1%

Utilities

1.1%
2.7%

Energy

0.4%
4.0%

Financial Services

TSGB.L
29.4%
PRWU.L
15.8%

Technology

TSGB.L
23.6%
PRWU.L
27.0%

Healthcare

TSGB.L
12.7%
PRWU.L
10.7%

Industrials

TSGB.L
11.7%
PRWU.L
9.9%

Consumer Cyclical

TSGB.L
7.4%
PRWU.L
10.5%

Communication Services

TSGB.L
7.0%
PRWU.L
8.1%

Basic Materials

TSGB.L
2.7%
PRWU.L
3.2%

Real Estate

TSGB.L
2.6%
PRWU.L
2.1%

Consumer Defensive

TSGB.L
1.5%
PRWU.L
6.1%

Utilities

TSGB.L
1.1%
PRWU.L
2.7%

Energy

TSGB.L
0.4%
PRWU.L
4.0%

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Return for Risk

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

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

TSGB.L
TSGB.L Risk / Return Rank: 7575
Overall Rank
TSGB.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TSGB.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
TSGB.L Omega Ratio Rank: 7979
Omega Ratio Rank
TSGB.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
TSGB.L Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

3.34

Martin ratioReturn relative to average drawdown

12.99

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


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Sharpe Ratios by Period


TSGB.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

Drawdowns

TSGB.L vs. PRWU.L - Drawdown Comparison


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Drawdown Indicators


TSGB.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

Max Drawdown (3Y)

Largest decline over 3 years

-16.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

Current Drawdown

Current decline from peak

-0.01%

Average Drawdown

Average peak-to-trough decline

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

Volatility

TSGB.L vs. PRWU.L - Volatility Comparison


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Volatility by Period


TSGB.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

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

TSGB.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

TSGB.L vs. PRWU.L - Dividend Comparison

TSGB.L's dividend yield for the trailing twelve months is around 2.11%, while PRWU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
PRWU.L
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%
TSGB.L
VanEck Sustainable World Equal Weight UCITS ETF A
2.11%2.23%2.63%2.56%2.67%1.13%

Frequently Asked Questions


TSGB.L and PRWU.L have a correlation of 0.57, 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 TSGB.L.

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

Portfolio Optimizer

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