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

Performance

VWRD.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World UCITS ETF (VWRD.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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Returns By Period


VWRD.L

1D
-0.10%
1M
4.28%
YTD
11.63%
6M
13.01%
1Y
28.61%
3Y*
21.10%
5Y*
11.25%
10Y*
12.64%

PRWU.L

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

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


2026 (YTD)2025202420232022
VWRD.L
Vanguard FTSE All-World UCITS ETF
11.63%22.38%17.65%22.31%2.73%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%19.27%24.47%2.98%

Correlation

The correlation between VWRD.L and PRWU.L is 0.73, 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

0.62

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

0.73

The correlation between VWRD.L and PRWU.L shifts across timeframes, from 0.62 (3 years) to 0.73 (all time), reflecting how their relationship changes across market environments.

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


Sectors
VWRD.L
PRWU.L

Technology

30.2%
27.0%

Financial Services

16.1%
15.8%

Industrials

10.2%
9.9%

Consumer Cyclical

9.1%
10.5%

Communication Services

8.9%
8.1%

Healthcare

8.1%
10.7%

Consumer Defensive

4.9%
6.1%

Energy

4.3%
4.0%

Basic Materials

3.6%
3.2%

Utilities

2.9%
2.7%

Real Estate

1.6%
2.1%

Technology

VWRD.L
30.2%
PRWU.L
27.0%

Financial Services

VWRD.L
16.1%
PRWU.L
15.8%

Industrials

VWRD.L
10.2%
PRWU.L
9.9%

Consumer Cyclical

VWRD.L
9.1%
PRWU.L
10.5%

Communication Services

VWRD.L
8.9%
PRWU.L
8.1%

Healthcare

VWRD.L
8.1%
PRWU.L
10.7%

Consumer Defensive

VWRD.L
4.9%
PRWU.L
6.1%

Energy

VWRD.L
4.3%
PRWU.L
4.0%

Basic Materials

VWRD.L
3.6%
PRWU.L
3.2%

Utilities

VWRD.L
2.9%
PRWU.L
2.7%

Real Estate

VWRD.L
1.6%
PRWU.L
2.1%

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Return for Risk

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

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

VWRD.L
VWRD.L Risk / Return Rank: 7272
Overall Rank
VWRD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7373
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRD.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.24

Martin ratioReturn relative to average drawdown

13.61

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


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Sharpe Ratios by Period


VWRD.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

Drawdowns

VWRD.L vs. PRWU.L - Drawdown Comparison


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Drawdown Indicators


VWRD.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

Current Drawdown

Current decline from peak

-0.78%

Average Drawdown

Average peak-to-trough decline

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

Volatility

VWRD.L vs. PRWU.L - Volatility Comparison


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Volatility by Period


VWRD.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

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

VWRD.L has a 0.22% 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

VWRD.L vs. PRWU.L - Dividend Comparison

VWRD.L's dividend yield for the trailing twelve months is around 1.24%, while PRWU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
VWRD.L
Vanguard FTSE All-World UCITS ETF
1.24%1.38%1.52%1.69%2.05%1.48%1.47%1.88%2.29%1.82%2.04%2.07%

Frequently Asked Questions


VWRD.L and PRWU.L have a correlation of 0.73, 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 0.22% for VWRD.L.

VWRD.L tracks FTSE All-World Index, while PRWU.L tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.22% for VWRD.L and 0.05% for PRWU.L.

Portfolio Optimizer

Find the right allocation for VWRD.L and PRWU.L

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