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UB17.L vs. PRUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UB17.L vs. PRUK.L

Last updated Jun 5, 2026

UB17.L (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis) and PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) are both Europe Equities funds - UB17.L tracks the MSCI EMU NR EUR while PRUK.L tracks the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 5 years, UB17.L returned 13.36%/yr vs 0.76%/yr for PRUK.L. At a 0.33 correlation, their price movements are largely independent. UB17.L charges 0.25%/yr vs 0.05%/yr for PRUK.L.

Performance

UB17.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UB17.L achieves a 5.70% return, which is significantly higher than PRUK.L's 2.88% return.

UB17.L

1D
0.30%
1M
2.62%
YTD
5.70%
6M
10.09%
1Y
24.74%
3Y*
19.82%
5Y*
13.36%
10Y*
10.97%

PRUK.L

1D
1.00%
1M
3.43%
YTD
2.88%
6M
5.16%
1Y
9.91%
3Y*
8.92%
5Y*
0.76%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB17.L vs. PRUK.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
UB17.L
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis		5.70%45.25%4.09%19.69%-2.09%12.46%9.34%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)		2.88%13.57%5.85%7.37%-22.76%12.69%22.98%

Correlation

The correlation between UB17.L and PRUK.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

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

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2020

0.33

The correlation between UB17.L and PRUK.L shifts across timeframes, from 0.33 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

UB17.L vs. PRUK.L - Sectors Allocation Comparison

Sectors
UB17.L
PRUK.L

Financial Services

42.2%
19.9%

Utilities

11.8%
3.4%

Industrials

10.2%
22.2%

Energy

7.7%
2.9%

Healthcare

6.0%
2.9%

Consumer Defensive

5.2%
6.4%

Communication Services

5.1%
6.8%

Consumer Cyclical

4.5%
13.2%

Basic Materials

3.5%
7.3%

Technology

2.4%
7.0%

Real Estate

1.5%
8.0%

Financial Services

UB17.L
42.2%
PRUK.L
19.9%

Utilities

UB17.L
11.8%
PRUK.L
3.4%

Industrials

UB17.L
10.2%
PRUK.L
22.2%

Energy

UB17.L
7.7%
PRUK.L
2.9%

Healthcare

UB17.L
6.0%
PRUK.L
2.9%

Consumer Defensive

UB17.L
5.2%
PRUK.L
6.4%

Communication Services

UB17.L
5.1%
PRUK.L
6.8%

Consumer Cyclical

UB17.L
4.5%
PRUK.L
13.2%

Basic Materials

UB17.L
3.5%
PRUK.L
7.3%

Technology

UB17.L
2.4%
PRUK.L
7.0%

Real Estate

UB17.L
1.5%
PRUK.L
8.0%

Compare stocks, funds, or ETFs

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UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis

Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)

Often compared with UB17.L:
UB17.L vs. S7XP.LUB17.L vs. UC63.LUB17.L vs. LCPE.LUB17.L vs. IMV.LUB17.L vs. EEIP.LUB17.L vs. MMS.LUB17.L vs. EUFM.L
Often compared with PRUK.L:
PRUK.L vs. EDIV.LPRUK.L vs. MVED.LPRUK.L vs. VUKE.DEPRUK.L vs. IWQU.LPRUK.L vs. MIVO.LPRUK.L vs. FEUZ.LPRUK.L vs. CS1.L

Return for Risk

UB17.L vs. PRUK.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UB17.L
UB17.L Risk / Return Rank: 6262
Overall Rank
UB17.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UB17.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
UB17.L Omega Ratio Rank: 6464
Omega Ratio Rank
UB17.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
UB17.L Martin Ratio Rank: 5858
Martin Ratio Rank
PRUK.L
PRUK.L Risk / Return Rank: 2121
Overall Rank
PRUK.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 2121
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 2121
Martin Ratio Rank
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.

UB17.L vs. PRUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.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.

UB17.LPRUK.LDifference
Sharpe ratioReturn per unit of total volatility
2.13
0.70

+1.43

Sortino ratioReturn per unit of downside risk
2.87
1.09

+1.78

Omega ratioGain probability vs. loss probability

1.38

1.13

+0.25

Calmar ratioReturn relative to maximum drawdown

3.10

0.76

+2.35

Martin ratioReturn relative to average drawdown

10.19

2.52

+7.68

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

UB17.L vs. PRUK.L - Sharpe Ratio Comparison

The current UB17.L Sharpe Ratio is 2.13, which is higher than the PRUK.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of UB17.L and PRUK.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

UB17.LPRUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

0.70

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

0.05

+1.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.38

+0.62

Drawdowns

UB17.L vs. PRUK.L - Drawdown Comparison

The maximum UB17.L drawdown since its inception was -38.67%, which is greater than PRUK.L's maximum drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for UB17.L and PRUK.L.

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Drawdown Indicators

UB17.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.67%

-36.10%

-2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-13.05%

+3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-12.56%

-18.00%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-19.05%

-36.10%

+17.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.67%

—

—

Current Drawdown

Current decline from peak

-1.42%

-3.76%

+2.34%

Average Drawdown

Average peak-to-trough decline

-5.25%

-14.80%

+9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.93%

-0.85%

Volatility

UB17.L vs. PRUK.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UB17.L) is 3.60%, while Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) has a volatility of 4.82%. This indicates that UB17.L experiences smaller price fluctuations and is considered to be less risky than PRUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UB17.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

4.82%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

11.72%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

14.14%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

16.54%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.37%

17.45%

+8.92%

UB17.L vs. PRUK.L - Expense Ratio Comparison

UB17.L has a 0.25% expense ratio, which is higher than PRUK.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

UB17.L vs. PRUK.L - Dividend Comparison

UB17.L's dividend yield for the trailing twelve months is around 3.77%, more than PRUK.L's 3.60% yield.

PositionTTM20252024202320222021202020192018201720162015
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)		3.60%3.70%3.63%3.43%3.50%1.73%0.29%0.00%0.00%0.00%0.00%0.00%
UB17.L
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis		3.77%3.37%3.64%3.87%4.01%2.74%2.39%4.11%4.02%3.42%5.21%4.14%

Frequently Asked Questions

UB17.L and PRUK.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRUK.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRUK.L is cheaper with a 0.05% expense ratio, compared with 0.25% for UB17.L.

UB17.L tracks MSCI EMU NR EUR, while PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.25% for UB17.L and 0.05% for PRUK.L.

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