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

WLDL.L vs. PRWU.L

Last updated Jun 6, 2026

WLDL.L (Lyxor MSCI World UCITS ETF - Dist) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds from Amundi tracking the MSCI ACWI NR USD. Both are passively managed. A 0.73 correlation means they provide meaningful diversification when combined. WLDL.L charges 0.30%/yr vs 0.05%/yr for PRWU.L.

Performance

WLDL.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI World UCITS ETF - Dist (WLDL.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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Different Trading Currencies

WLDL.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

WLDL.L

1D
-0.66%
1M
3.12%
YTD
9.38%
6M
9.26%
1Y
26.29%
3Y*
17.47%
5Y*
12.94%
10Y*
13.84%

PRWU.L

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

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

2026 (YTD)20252024202320222021
WLDL.L
Lyxor MSCI World UCITS ETF - Dist		9.38%12.59%21.18%17.67%-8.34%23.43%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)		0.00%0.00%20.65%18.24%-9.29%23.89%

Correlation

The correlation between WLDL.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

0.58

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

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.73

The correlation between WLDL.L and PRWU.L shifts across timeframes, from 0.58 (3 years) to 0.73 (all time), reflecting how their relationship changes across market environments.

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

Sectors
WLDL.L
PRWU.L

Technology

28.3%
27.0%

Financial Services

15.7%
15.8%

Industrials

11.4%
9.9%

Consumer Cyclical

9.3%
10.5%

Communication Services

9.3%
8.1%

Healthcare

8.8%
10.7%

Consumer Defensive

5.2%
6.1%

Energy

4.2%
4.0%

Basic Materials

3.3%
3.2%

Utilities

2.7%
2.7%

Real Estate

1.9%
2.1%

Technology

WLDL.L
28.3%
PRWU.L
27.0%

Financial Services

WLDL.L
15.7%
PRWU.L
15.8%

Industrials

WLDL.L
11.4%
PRWU.L
9.9%

Consumer Cyclical

WLDL.L
9.3%
PRWU.L
10.5%

Communication Services

WLDL.L
9.3%
PRWU.L
8.1%

Healthcare

WLDL.L
8.8%
PRWU.L
10.7%

Consumer Defensive

WLDL.L
5.2%
PRWU.L
6.1%

Energy

WLDL.L
4.2%
PRWU.L
4.0%

Basic Materials

WLDL.L
3.3%
PRWU.L
3.2%

Utilities

WLDL.L
2.7%
PRWU.L
2.7%

Real Estate

WLDL.L
1.9%
PRWU.L
2.1%

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Lyxor MSCI World UCITS ETF - Dist

Amundi Prime Global UCITS ETF DR (C)

Often compared with WLDL.L:
WLDL.L vs. SP5L.LWLDL.L vs. CEU1.LWLDL.L vs. ^GDAXIWLDL.L vs. IJPN.LWLDL.L vs. SWDA.LWLDL.L vs. QQQWLDL.L vs. LOWV
Often compared with PRWU.L:
PRWU.L vs. SPYI.DEPRWU.L vs. VWRA.LPRWU.L vs. SWDA.LPRWU.L vs. LILMPRWU.L vs. CSPX.LPRWU.L vs. SWRD.LPRWU.L vs. VT

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WLDL.L
WLDL.L Risk / Return Rank: 8585
Overall Rank
WLDL.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
WLDL.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
WLDL.L Omega Ratio Rank: 8686
Omega Ratio Rank
WLDL.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
WLDL.L Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World UCITS ETF - Dist (WLDL.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.

WLDL.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility
2.58

—

—

Sortino ratioReturn per unit of downside risk
3.54

—

—

Omega ratioGain probability vs. loss probability

1.49

—

—

Calmar ratioReturn relative to maximum drawdown

3.97

—

—

Martin ratioReturn relative to average drawdown

15.93

—

—

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

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

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Sharpe Ratios by Period

WLDL.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

—

—

Drawdowns

WLDL.L vs. PRWU.L - Drawdown Comparison

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Drawdown Indicators

WLDL.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.43%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-18.91%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

—

—

Current Drawdown

Current decline from peak

-0.79%

—

—

Average Drawdown

Average peak-to-trough decline

-8.38%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

—

—

Volatility

WLDL.L vs. PRWU.L - Volatility Comparison

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Volatility by Period

WLDL.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.31%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

—

—

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

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

Dividends

WLDL.L vs. PRWU.L - Dividend Comparison

WLDL.L's dividend yield for the trailing twelve months is around 1.15%, 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%
WLDL.L
Lyxor MSCI World UCITS ETF - Dist		1.15%1.26%1.61%1.34%1.89%1.34%1.58%1.57%2.34%2.04%2.32%2.52%

Frequently Asked Questions

WLDL.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 0.30% for WLDL.L.

Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.30% for WLDL.L and 0.05% for PRWU.L.

Portfolio Optimizer

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