CU31.L vs. PRIT.L
Compare and contrast key facts about iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L).
CU31.L and PRIT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CU31.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jun 3, 2009. PRIT.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 5, 2019. Both CU31.L and PRIT.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
CU31.L vs. PRIT.L - Performance Comparison
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CU31.L vs. PRIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 1.28% | -1.98% | 5.81% | -1.58% | 7.82% | 0.48% | -0.40% | 3.62% |
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | 0.93% | -1.06% | 2.57% | -1.73% | -1.79% | -0.98% | 4.03% | 5.36% |
Returns By Period
In the year-to-date period, CU31.L achieves a 1.28% return, which is significantly higher than PRIT.L's 0.93% return.
CU31.L
- 1D
- -0.79%
- 1M
- 0.12%
- YTD
- 1.28%
- 6M
- 2.56%
- 1Y
- 0.70%
- 3Y*
- 1.54%
- 5Y*
- 2.57%
- 10Y*
- 2.34%
PRIT.L
- 1D
- -0.73%
- 1M
- -0.78%
- YTD
- 0.93%
- 6M
- 1.98%
- 1Y
- -0.11%
- 3Y*
- 0.21%
- 5Y*
- 0.60%
- 10Y*
- —
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CU31.L vs. PRIT.L - Expense Ratio Comparison
CU31.L has a 0.07% expense ratio, which is higher than PRIT.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%.
Return for Risk
CU31.L vs. PRIT.L — Risk / Return Rank
CU31.L
PRIT.L
CU31.L vs. PRIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.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.
| CU31.L | PRIT.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | -0.02 | +0.12 |
Sortino ratioReturn per unit of downside risk | 0.20 | 0.03 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.00 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 0.05 | +0.12 |
Martin ratioReturn relative to average drawdown | 0.30 | 0.08 | +0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CU31.L | PRIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | -0.02 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.07 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.11 | +0.18 |
Correlation
The correlation between CU31.L and PRIT.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CU31.L vs. PRIT.L - Dividend Comparison
CU31.L has not paid dividends to shareholders, while PRIT.L's dividend yield for the trailing twelve months is around 3.19%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | 3.19% | 3.22% | 2.79% | 2.34% | 1.87% | 1.74% | 2.11% |
Drawdowns
CU31.L vs. PRIT.L - Drawdown Comparison
The maximum CU31.L drawdown since its inception was -18.80%, smaller than the maximum PRIT.L drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for CU31.L and PRIT.L.
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Drawdown Indicators
| CU31.L | PRIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.80% | -20.06% | +1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.51% | -7.41% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -16.29% | -16.09% | -0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -18.80% | — | — |
Current DrawdownCurrent decline from peak | -7.04% | -14.04% | +7.00% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -12.47% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 4.30% | -0.73% |
Volatility
CU31.L vs. PRIT.L - Volatility Comparison
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) have volatilities of 2.04% and 2.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CU31.L | PRIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 2.08% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.33% | 4.47% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.71% | 7.15% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.06% | 8.93% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.22% | 9.40% | -0.18% |