XS7R.L vs. PRIG.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) and Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L).

XS7R.L and PRIG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XS7R.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Financials NR USD. It was launched on Jun 26, 2007. PRIG.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Feb 5, 2019. Both XS7R.L and PRIG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XS7R.L vs. PRIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) and Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L). The values are adjusted to include any dividend payments, if applicable.

XS7R.L vs. PRIG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C	-3.20%	47.44%	18.33%	20.38%	3.19%	27.29%	-19.81%	4.17%
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D)	0.11%	-0.19%	-1.79%	-1.09%	-8.28%	-5.90%	5.97%	6.26%

Returns By Period

In the year-to-date period, XS7R.L achieves a -3.20% return, which is significantly lower than PRIG.L's 0.11% return.

XS7R.L

• 1D: 3.27%
• 1M: -2.36%
• YTD: -3.20%
• 6M: 5.83%
• 1Y: 22.29%
• 3Y*: 24.90%
• 5Y*: 18.57%
• 10Y*: 10.28%

PRIG.L

• 1D: -0.29%
• 1M: -1.49%
• YTD: 0.11%
• 6M: 0.06%
• 1Y: 0.09%
• 3Y*: -1.10%
• 5Y*: -2.16%
• 10Y*: —

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

XS7R.L vs. PRIG.L - Expense Ratio Comparison

XS7R.L has a 0.20% expense ratio, which is higher than PRIG.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%.

XS7R.L

Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C

PRIG.L

Amundi Prime Global Govies UCITS ETF DR (D)

Return for Risk

XS7R.L vs. PRIG.L — Risk / Return Rank

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

XS7R.L

XS7R.L Risk / Return Rank: 63
XS7R.L Sharpe Ratio Rank: 65
XS7R.L Sortino Ratio Rank: 60
XS7R.L Omega Ratio Rank: 61
XS7R.L Calmar Ratio Rank: 70
XS7R.L Martin Ratio Rank: 62

PRIG.L

PRIG.L Risk / Return Rank: 11
PRIG.L Sharpe Ratio Rank: 12
PRIG.L Sortino Ratio Rank: 10
PRIG.L Omega Ratio Rank: 10
PRIG.L Calmar Ratio Rank: 13
PRIG.L Martin Ratio Rank: 12

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.

XS7R.L vs. PRIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) and Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.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.

	XS7R.L	PRIG.L	Difference
Sharpe ratio Return per unit of total volatility	1.20	0.02	+1.18
Sortino ratio Return per unit of downside risk	1.62	0.07	+1.55
Omega ratio Gain probability vs. loss probability	1.24	1.01	+0.23
Calmar ratio Return relative to maximum drawdown	1.98	0.08	+1.90
Martin ratio Return relative to average drawdown	6.73	0.13	+6.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XS7R.L vs. PRIG.L - Sharpe Ratio Comparison

The current XS7R.L Sharpe Ratio is 1.20, which is higher than the PRIG.L Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of XS7R.L and PRIG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XS7R.L	PRIG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	0.02	+1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	-0.30	+1.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	-0.11	+0.19

Correlation

The correlation between XS7R.L and PRIG.L is -0.21. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

XS7R.L vs. PRIG.L - Dividend Comparison

XS7R.L has not paid dividends to shareholders, while PRIG.L's dividend yield for the trailing twelve months is around 2.96%.

	TTM	2025	2024	2023	2022	2021	2020	2019
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D)	2.96%	2.96%	2.31%	1.97%	1.72%	1.50%	1.75%	1.23%

Drawdowns

XS7R.L vs. PRIG.L - Drawdown Comparison

The maximum XS7R.L drawdown since its inception was -66.04%, which is greater than PRIG.L's maximum drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for XS7R.L and PRIG.L.

Drawdown Indicators

	XS7R.L	PRIG.L	Difference
Max Drawdown Largest peak-to-trough decline	-66.04%	-26.02%	-40.02%
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	-5.10%	-8.17%
Max Drawdown (5Y) Largest decline over 5 years	-23.60%	-17.03%	-6.57%
Max Drawdown (10Y) Largest decline over 10 years	-55.42%	—	—
Current Drawdown Current decline from peak	-5.48%	-23.09%	+17.61%
Average Drawdown Average peak-to-trough decline	-26.66%	-16.24%	-10.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.33%	2.98%	+0.35%

Volatility

XS7R.L vs. PRIG.L - Volatility Comparison

Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) has a higher volatility of 7.22% compared to Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) at 1.69%. This indicates that XS7R.L's price experiences larger fluctuations and is considered to be riskier than PRIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XS7R.L	PRIG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.22%	1.69%	+5.53%
Volatility (6M) Calculated over the trailing 6-month period	12.74%	3.65%	+9.09%
Volatility (1Y) Calculated over the trailing 1-year period	18.54%	5.40%	+13.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.91%	7.18%	+11.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.63%	7.82%	+14.81%