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

XDEQ.L vs. PRWU.L

Last updated Jun 5, 2026

XDEQ.L (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and PRWU.L (Amundi Prime Global UCITS ETF DR (C)) are both Global Equities funds tracking the MSCI ACWI NR USD, from Xtrackers and Amundi respectively. Both are passively managed. A 0.63 correlation means they provide meaningful diversification when combined. XDEQ.L charges 0.25%/yr vs 0.05%/yr for PRWU.L.

Performance

XDEQ.L vs. PRWU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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

XDEQ.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

XDEQ.L

1D
0.92%
1M
4.55%
YTD
8.63%
6M
9.20%
1Y
22.27%
3Y*
15.29%
5Y*
11.55%
10Y*
13.78%

PRWU.L

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

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

2026 (YTD)2025202420232022
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C		8.63%7.52%18.91%19.22%2.88%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)		0.00%0.00%20.63%18.25%1.23%

Correlation

The correlation between XDEQ.L and PRWU.L is 0.63, 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

0.56

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

0.63

The correlation between XDEQ.L and PRWU.L has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

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

Sectors
XDEQ.L
PRWU.L

Technology

30.4%
27.0%

Financial Services

14.7%
15.8%

Industrials

10.1%
9.9%

Healthcare

9.2%
10.7%

Communication Services

9.1%
8.1%

Consumer Cyclical

8.9%
10.5%

Consumer Defensive

5.3%
6.1%

Energy

4.6%
4.0%

Basic Materials

3.2%
3.2%

Utilities

2.7%
2.7%

Real Estate

1.7%
2.1%

Technology

XDEQ.L
30.4%
PRWU.L
27.0%

Financial Services

XDEQ.L
14.7%
PRWU.L
15.8%

Industrials

XDEQ.L
10.1%
PRWU.L
9.9%

Healthcare

XDEQ.L
9.2%
PRWU.L
10.7%

Communication Services

XDEQ.L
9.1%
PRWU.L
8.1%

Consumer Cyclical

XDEQ.L
8.9%
PRWU.L
10.5%

Consumer Defensive

XDEQ.L
5.3%
PRWU.L
6.1%

Energy

XDEQ.L
4.6%
PRWU.L
4.0%

Basic Materials

XDEQ.L
3.2%
PRWU.L
3.2%

Utilities

XDEQ.L
2.7%
PRWU.L
2.7%

Real Estate

XDEQ.L
1.7%
PRWU.L
2.1%

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Xtrackers MSCI World Quality Factor UCITS ETF 1C

Amundi Prime Global UCITS ETF DR (C)

Often compared with XDEQ.L:
XDEQ.L vs. IWQU.LXDEQ.L vs. VWCE.DEXDEQ.L vs. SWDA.LXDEQ.L vs. SPYXDEQ.L vs. XDEV.LXDEQ.L vs. GGRG.LXDEQ.L vs. HSJP.L
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDEQ.L
XDEQ.L Risk / Return Rank: 7070
Overall Rank
XDEQ.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XDEQ.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
XDEQ.L Omega Ratio Rank: 7373
Omega Ratio Rank
XDEQ.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XDEQ.L Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.

XDEQ.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility
2.26

—

—

Sortino ratioReturn per unit of downside risk
3.17

—

—

Omega ratioGain probability vs. loss probability

1.43

—

—

Calmar ratioReturn relative to maximum drawdown

3.21

—

—

Martin ratioReturn relative to average drawdown

13.32

—

—

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

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

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Sharpe Ratios by Period

XDEQ.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

—

—

Drawdowns

XDEQ.L vs. PRWU.L - Drawdown Comparison

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Drawdown Indicators

XDEQ.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-17.96%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-23.79%

—

—

Current Drawdown

Current decline from peak

0.00%

—

—

Average Drawdown

Average peak-to-trough decline

-3.78%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

—

—

Volatility

XDEQ.L vs. PRWU.L - Volatility Comparison

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Volatility by Period

XDEQ.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

9.81%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

—

—

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

XDEQ.L has a 0.25% 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

XDEQ.L vs. PRWU.L - Dividend Comparison

Neither XDEQ.L nor PRWU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

XDEQ.L and PRWU.L have a correlation of 0.63, 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 0.25% for XDEQ.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDEQ.L and 0.05% for PRWU.L.

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