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UC64.L vs. PRIE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC64.L vs. PRIE.L

Last updated Jun 5, 2026

UC64.L (UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - UC64.L tracks the FTSE AllSh TR GBP while PRIE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, UC64.L returned 12.26%/yr vs 7.25%/yr for PRIE.L. Their correlation of 0.82 suggests significant overlap in exposure. UC64.L charges 0.20%/yr vs 0.05%/yr for PRIE.L.

Performance

UC64.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc (UC64.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.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, UC64.L achieves a 5.71% return, which is significantly lower than PRIE.L's 6.91% return.

UC64.L

1D
0.08%
1M
-0.65%
YTD
5.71%
6M
8.61%
1Y
21.48%
3Y*
14.64%
5Y*
12.26%
10Y*
8.92%

PRIE.L

1D
0.53%
1M
0.96%
YTD
6.91%
6M
6.34%
1Y
16.78%
3Y*
10.92%
5Y*
7.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC64.L vs. PRIE.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
UC64.L
UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc		5.71%25.84%9.18%6.92%7.41%19.19%-13.59%7.70%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		6.91%22.93%1.02%10.15%-6.60%14.84%-0.22%9.43%

Correlation

The correlation between UC64.L and PRIE.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.77

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

0.81

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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.82

The correlation between UC64.L and PRIE.L has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

UC64.L vs. PRIE.L - Sectors Allocation Comparison

Sectors
UC64.L
PRIE.L

Financial Services

24.2%
24.2%

Consumer Defensive

14.7%
8.4%

Healthcare

14.3%
13.4%

Industrials

13.2%
19.2%

Energy

11.6%
5.2%

Basic Materials

9.3%
5.2%

Utilities

5.1%
4.6%

Consumer Cyclical

4.0%
6.5%

Communication Services

2.5%
3.3%

Technology

0.6%
9.4%

Real Estate

0.6%
0.6%

Financial Services

UC64.L
24.2%
PRIE.L
24.2%

Consumer Defensive

UC64.L
14.7%
PRIE.L
8.4%

Healthcare

UC64.L
14.3%
PRIE.L
13.4%

Industrials

UC64.L
13.2%
PRIE.L
19.2%

Energy

UC64.L
11.6%
PRIE.L
5.2%

Basic Materials

UC64.L
9.3%
PRIE.L
5.2%

Utilities

UC64.L
5.1%
PRIE.L
4.6%

Consumer Cyclical

UC64.L
4.0%
PRIE.L
6.5%

Communication Services

UC64.L
2.5%
PRIE.L
3.3%

Technology

UC64.L
0.6%
PRIE.L
9.4%

Real Estate

UC64.L
0.6%
PRIE.L
0.6%

Compare stocks, funds, or ETFs

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UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc

Amundi Prime Europe UCITS ETF DR (D)

Often compared with UC64.L:
UC64.L vs. S5SD.LUC64.L vs. EEIP.LUC64.L vs. FLXD.LUC64.L vs. FEUD.LUC64.L vs. JRDZ.LUC64.L vs. CEUR.LUC64.L vs. EUMV.L
Often compared with PRIE.L:
PRIE.L vs. PRIG.LPRIE.L vs. MSED.LPRIE.L vs. SRHE.LPRIE.L vs. VEUA.LPRIE.L vs. ^STOXXPRIE.L vs. VEUPRIE.L vs. FEZ

Return for Risk

UC64.L vs. PRIE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC64.L
UC64.L Risk / Return Rank: 5555
Overall Rank
UC64.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
UC64.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
UC64.L Omega Ratio Rank: 6060
Omega Ratio Rank
UC64.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
UC64.L Martin Ratio Rank: 4949
Martin Ratio Rank
PRIE.L
PRIE.L Risk / Return Rank: 3737
Overall Rank
PRIE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 4141
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 3737
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.

UC64.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc (UC64.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.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.

UC64.LPRIE.LDifference
Sharpe ratioReturn per unit of total volatility
1.94
1.36

+0.58

Sortino ratioReturn per unit of downside risk
2.69
1.90

+0.79

Omega ratioGain probability vs. loss probability

1.36

1.26

+0.10

Calmar ratioReturn relative to maximum drawdown

2.37

1.60

+0.77

Martin ratioReturn relative to average drawdown

8.12

5.58

+2.54

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

UC64.L vs. PRIE.L - Sharpe Ratio Comparison

The current UC64.L Sharpe Ratio is 1.94, which is higher than the PRIE.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of UC64.L and PRIE.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

UC64.LPRIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.36

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.51

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.49

0.00

Drawdowns

UC64.L vs. PRIE.L - Drawdown Comparison

The maximum UC64.L drawdown since its inception was -34.57%, which is greater than PRIE.L's maximum drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for UC64.L and PRIE.L.

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Drawdown Indicators

UC64.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-28.92%

-5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-10.55%

+1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-12.89%

-13.25%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-12.89%

-17.75%

+4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-34.57%

—

—

Current Drawdown

Current decline from peak

-4.28%

-1.14%

-3.14%

Average Drawdown

Average peak-to-trough decline

-4.78%

-4.71%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.04%

-0.37%

Volatility

UC64.L vs. PRIE.L - Volatility Comparison

UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc (UC64.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) have volatilities of 4.02% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UC64.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.12%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

10.54%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

12.44%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.72%

14.21%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

15.99%

-0.92%

UC64.L vs. PRIE.L - Expense Ratio Comparison

UC64.L has a 0.20% expense ratio, which is higher than PRIE.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

UC64.L vs. PRIE.L - Dividend Comparison

UC64.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 0.02%.

PositionTTM2025202420232022202120202019
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		0.02%0.03%0.03%0.03%0.03%0.02%0.02%0.03%
UC64.L
UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

UC64.L and PRIE.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.20% for UC64.L.

UC64.L tracks FTSE AllSh TR GBP, while PRIE.L tracks MSCI Europe NR EUR. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.20% for UC64.L and 0.05% for PRIE.L.

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