VWRL.L vs. PRWU.L

Last updated Apr 10, 2026

VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds tracking the MSCI ACWI NR USD, from Vanguard and Amundi respectively. Both are passively managed. A 0.64 correlation means they provide meaningful diversification when combined. VWRL.L charges 0.22%/yr vs 0.05%/yr for PRWU.L.

Performance

VWRL.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 Distributing (VWRL.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

VWRL.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

VWRL.L

• 1D: 0.23%
• 1M: 0.41%
• YTD: 1.85%
• 6M: 3.78%
• 1Y: 34.53%
• 3Y*: 15.70%
• 5Y*: 10.47%
• 10Y*: 12.61%

PRWU.L

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

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

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

	2026 (YTD)	2025	2024	2023	2022
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing	1.85%	13.99%	19.59%	15.61%	1.64%
PRWU.L Amundi Prime Global UCITS ETF DR (C)	0.00%	0.00%	20.63%	18.25%	1.23%

Correlation

The correlation between VWRL.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	0.60
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022	0.64

The correlation between VWRL.L and PRWU.L has been stable across timeframes, ranging from 0.60 to 0.64 — a consistent structural relationship.

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

VWRL.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%.

Return for Risk

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

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

VWRL.L

VWRL.L Risk / Return Rank: 80
VWRL.L Sharpe Ratio Rank: 84
VWRL.L Sortino Ratio Rank: 86
VWRL.L Omega Ratio Rank: 84
VWRL.L Calmar Ratio Rank: 70
VWRL.L Martin Ratio Rank: 76

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.

VWRL.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 Distributing (VWRL.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.

	VWRL.L	PRWU.L	Difference
Sharpe ratio Return per unit of total volatility	2.95	—	—
Sortino ratio Return per unit of downside risk	4.38	—	—
Omega ratio Gain probability vs. loss probability	1.59	—	—
Calmar ratio Return relative to maximum drawdown	4.27	—	—
Martin ratio Return relative to average drawdown	17.16	—	—
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

	VWRL.L	PRWU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.95	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	—	—

Drawdowns

Drawdown Indicators

	VWRL.L	PRWU.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.98%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.08%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.48%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-24.98%	—	—
Current Drawdown Current decline from peak	-1.94%	—	—
Average Drawdown Average peak-to-trough decline	-3.33%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	—	—

Volatility

Volatility by Period

	VWRL.L	PRWU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.72%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.21%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.91%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.27%	—	—

Dividends

VWRL.L vs. PRWU.L - Dividend Comparison

VWRL.L's dividend yield for the trailing twelve months is around 1.36%, while PRWU.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing	1.36%	1.39%	1.49%	1.72%	2.03%	1.45%	1.58%	1.95%	2.22%	1.90%	1.85%	2.00%
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%