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Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
LU2182388749
Issuer
Amundi
Inception Date
Sep 7, 2020
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

PR1H.DE is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.DE) has returned 0.31% so far this year and 1.71% over the past 12 months.


Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc

1D
-0.06%
1M
0.06%
YTD
0.31%
6M
0.80%
1Y
1.71%
3Y*
2.70%
5Y*
1.31%
10Y*

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 4, 2020, PR1H.DE's average daily return is 0.00%, while the average monthly return is +0.09%. At this rate, your investment would double in approximately 64.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +0.4%, while the worst month was Jun 2022 at -0.4%. The longest winning streak lasted 41 consecutive months, and the longest losing streak was 9 months.

On a daily basis, PR1H.DE closed higher 50% of trading days. The best single day was Jun 24, 2022 with a return of +1.1%, while the worst single day was Jun 28, 2022 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.10%0.15%0.06%0.31%
20250.15%0.21%0.31%0.17%0.13%0.11%0.13%0.16%0.20%0.13%0.18%0.17%2.08%
20240.29%0.21%0.24%0.33%0.36%0.27%0.41%0.29%0.36%0.16%0.27%0.24%3.47%
20230.08%0.04%0.41%0.08%0.04%0.22%0.30%0.27%0.29%0.28%0.42%0.30%2.78%
2022-0.21%-0.07%-0.25%-0.13%0.01%-0.39%-0.10%-0.09%-0.31%-0.07%0.06%0.18%-1.36%
2021-0.16%-0.03%-0.16%-0.06%-0.02%-0.11%0.00%-0.05%-0.09%-0.06%-0.12%-0.10%-0.93%

Benchmark Metrics

Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc has an annualized alpha of 1.03%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 05, 2020.

  • This ETF captured 2.37% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.35%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.03%
Beta
0.00
0.00
Upside Capture
2.37%
Downside Capture
-2.35%

Expense Ratio

PR1H.DE has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

PR1H.DE ranks 99 for risk / return — in the top 99% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PR1H.DE Risk / Return Rank: 9999
Overall Rank
PR1H.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PR1H.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
PR1H.DE Omega Ratio Rank: 9898
Omega Ratio Rank
PR1H.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
PR1H.DE Martin Ratio Rank: 9999
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.DE) and compare them to a chosen benchmark (S&P 500 Index).


PR1H.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

4.05

0.43

+3.62

Sortino ratio

Return per unit of downside risk

6.59

0.73

+5.86

Omega ratio

Gain probability vs. loss probability

1.96

1.11

+0.84

Calmar ratio

Return relative to maximum drawdown

14.71

0.67

+14.04

Martin ratio

Return relative to average drawdown

80.93

2.80

+78.13

Explore PR1H.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc was 2.84%, occurring on Nov 7, 2022. Recovery took 286 trading sessions.

The current Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc drawdown is 0.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.84%Nov 12, 2020506Nov 7, 2022286Dec 18, 2023792
-0.26%Jan 4, 202410Jan 17, 20246Jan 25, 202416
-0.23%Nov 6, 20203Nov 10, 20201Nov 11, 20204
-0.22%May 3, 20241May 3, 202416May 27, 202417
-0.18%Sep 25, 202026Oct 30, 20204Nov 5, 202030

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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