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CBU0.DE vs. PR1S.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBU0.DE vs. PR1S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) and Amundi Prime US Treasury UCITS ETF DR (D) (PR1S.DE). The values are adjusted to include any dividend payments, if applicable.

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CBU0.DE vs. PR1S.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc
-1.75%4.58%-0.25%5.06%
PR1S.DE
Amundi Prime US Treasury UCITS ETF DR (D)
1.27%-5.53%6.59%-2.44%

Returns By Period

In the year-to-date period, CBU0.DE achieves a -1.75% return, which is significantly lower than PR1S.DE's 1.27% return.


CBU0.DE

1D
0.75%
1M
-2.29%
YTD
-1.75%
6M
0.20%
1Y
2.87%
3Y*
2.63%
5Y*
10Y*

PR1S.DE

1D
-0.61%
1M
-0.60%
YTD
1.27%
6M
1.80%
1Y
-4.26%
3Y*
0.46%
5Y*
0.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CBU0.DE vs. PR1S.DE - Expense Ratio Comparison

CBU0.DE has a 0.25% expense ratio, which is higher than PR1S.DE'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

CBU0.DE vs. PR1S.DE — Risk / Return Rank

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

CBU0.DE
CBU0.DE Risk / Return Rank: 2727
Overall Rank
CBU0.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CBU0.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
CBU0.DE Omega Ratio Rank: 2525
Omega Ratio Rank
CBU0.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
CBU0.DE Martin Ratio Rank: 3030
Martin Ratio Rank

PR1S.DE
PR1S.DE Risk / Return Rank: 44
Overall Rank
PR1S.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PR1S.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
PR1S.DE Omega Ratio Rank: 33
Omega Ratio Rank
PR1S.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
PR1S.DE Martin Ratio Rank: 66
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.

CBU0.DE vs. PR1S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) and Amundi Prime US Treasury UCITS ETF DR (D) (PR1S.DE). 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.


CBU0.DEPR1S.DEDifference

Sharpe ratio

Return per unit of total volatility

0.53

-0.57

+1.10

Sortino ratio

Return per unit of downside risk

0.74

-0.70

+1.44

Omega ratio

Gain probability vs. loss probability

1.11

0.91

+0.20

Calmar ratio

Return relative to maximum drawdown

0.70

-0.46

+1.16

Martin ratio

Return relative to average drawdown

2.77

-0.71

+3.48

CBU0.DE vs. PR1S.DE - Sharpe Ratio Comparison

The current CBU0.DE Sharpe Ratio is 0.53, which is higher than the PR1S.DE Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of CBU0.DE and PR1S.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CBU0.DEPR1S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

-0.57

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.09

+0.52

Correlation

The correlation between CBU0.DE and PR1S.DE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CBU0.DE vs. PR1S.DE - Dividend Comparison

CBU0.DE has not paid dividends to shareholders, while PR1S.DE's dividend yield for the trailing twelve months is around 3.18%.


TTM2025202420232022202120202019
CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PR1S.DE
Amundi Prime US Treasury UCITS ETF DR (D)
3.18%3.22%2.83%2.36%1.91%1.73%2.14%1.50%

Drawdowns

CBU0.DE vs. PR1S.DE - Drawdown Comparison

The maximum CBU0.DE drawdown since its inception was -6.02%, smaller than the maximum PR1S.DE drawdown of -17.15%. Use the drawdown chart below to compare losses from any high point for CBU0.DE and PR1S.DE.


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Drawdown Indicators


CBU0.DEPR1S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.02%

-17.15%

+11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-7.91%

+3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

Current Drawdown

Current decline from peak

-2.88%

-12.34%

+9.46%

Average Drawdown

Average peak-to-trough decline

-1.59%

-10.27%

+8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

5.16%

-4.10%

Volatility

CBU0.DE vs. PR1S.DE - Volatility Comparison

iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a higher volatility of 2.75% compared to Amundi Prime US Treasury UCITS ETF DR (D) (PR1S.DE) at 2.01%. This indicates that CBU0.DE's price experiences larger fluctuations and is considered to be riskier than PR1S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBU0.DEPR1S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

2.01%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

3.96%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

7.42%

-2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

8.06%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

9.02%

-3.31%