UC55.L vs. PRWU.L

Last updated Jun 5, 2026

UC55.L (UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds tracking the MSCI ACWI NR USD, from UBS and Amundi respectively. Both are passively managed. A 0.64 correlation means they provide meaningful diversification when combined. UC55.L charges 0.30%/yr vs 0.05%/yr for PRWU.L.

Performance

UC55.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UC55.L) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

UC55.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

UC55.L

• 1D: 0.04%
• 1M: 3.77%
• YTD: 9.94%
• 6M: 9.79%
• 1Y: 26.82%
• 3Y*: 17.39%
• 5Y*: 12.77%
• 10Y*: 13.61%

PRWU.L

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

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

UC55.L vs. PRWU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
UC55.L UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis	9.94%	12.47%	20.76%	17.25%	1.76%
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%	20.63%	18.25%	1.23%

Correlation

The correlation between UC55.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	0.58
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022	0.64

The correlation between UC55.L and PRWU.L has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.

UC55.L vs. PRWU.L - Sectors Allocation Comparison

Sectors	UC55.L	PRWU.L
Technology	30.2%	27.0%
Financial Services	15.4%	15.8%
Industrials	10.9%	9.9%
Consumer Cyclical	9.1%	10.5%
Communication Services	9.1%	8.1%
Healthcare	8.6%	10.7%
Consumer Defensive	5.1%	6.1%
Energy	4.1%	4.0%
Basic Materials	3.2%	3.2%
Utilities	2.5%	2.7%
Real Estate	1.8%	2.1%

Return for Risk

UC55.L vs. PRWU.L — Risk / Return Rank

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

UC55.L

UC55.L Risk / Return Rank: 82
UC55.L Sharpe Ratio Rank: 83
UC55.L Sortino Ratio Rank: 83
UC55.L Omega Ratio Rank: 85
UC55.L Calmar Ratio Rank: 80
UC55.L Martin Ratio Rank: 81

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.

UC55.L vs. PRWU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UC55.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.

	UC55.L	PRWU.L	Difference
Sharpe ratio: Return per unit of total volatility	2.67	—	—
Sortino ratio: Return per unit of downside risk	3.66	—	—
Omega ratio: Gain probability vs. loss probability	1.51	—	—
Calmar ratio: Return relative to maximum drawdown	4.04	—	—
Martin ratio: Return relative to average drawdown	16.01	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UC55.L	PRWU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.92	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	—	—

Drawdowns

Drawdown Indicators

	UC55.L	PRWU.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.07%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-6.63%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.92%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.07%	—	—
Current Drawdown Current decline from peak	-0.16%	—	—
Average Drawdown Average peak-to-trough decline	-3.35%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	—	—

Volatility

Volatility by Period

	UC55.L	PRWU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.02%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.29%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.85%	—	—

UC55.L vs. PRWU.L - Expense Ratio Comparison

UC55.L has a 0.30% expense ratio, which is higher than PRWU.L's 0.05% expense ratio.

Dividends

UC55.L vs. PRWU.L - Dividend Comparison

UC55.L's dividend yield for the trailing twelve months is around 0.90%, while PRWU.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UC55.L UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis	0.90%	1.02%	1.10%	1.30%	1.38%	1.01%	1.28%	1.66%	1.66%	1.70%	1.72%	1.86%

Frequently Asked Questions

Can I hold both UC55.L and PRWU.L in my portfolio?

UC55.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.

Which ETF is better, UC55.L or PRWU.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, UC55.L or PRWU.L?

PRWU.L is cheaper with a 0.05% expense ratio, compared with 0.30% for UC55.L.

What is the main difference between UC55.L and PRWU.L?

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.30% for UC55.L and 0.05% for PRWU.L.