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CU71.L vs. PRIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU71.L vs. PRIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CU71.L achieves a -0.39% return, which is significantly lower than PRIT.L's -0.24% return.


CU71.L

1D
0.05%
1M
0.94%
YTD
-0.39%
6M
-1.09%
1Y
3.97%
3Y*
1.07%
5Y*
1.42%
10Y*
2.15%

PRIT.L

1D
0.02%
1M
1.17%
YTD
-0.24%
6M
-0.95%
1Y
4.33%
3Y*
0.28%
5Y*
0.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU71.L vs. PRIT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
-0.39%-0.08%3.77%-1.43%1.45%-1.10%3.33%5.68%
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
-0.24%-1.06%2.57%-1.73%-1.79%-0.98%4.03%5.36%

Correlation

The correlation between CU71.L and PRIT.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.96

The correlation between CU71.L and PRIT.L has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

CU71.L vs. PRIT.L — Risk / Return Rank

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

CU71.L
CU71.L Risk / Return Rank: 1919
Overall Rank
CU71.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 1818
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 1818
Martin Ratio Rank

PRIT.L
PRIT.L Risk / Return Rank: 2020
Overall Rank
PRIT.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PRIT.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRIT.L Omega Ratio Rank: 2020
Omega Ratio Rank
PRIT.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
PRIT.L Martin Ratio Rank: 1818
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.

CU71.L vs. PRIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.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.


CU71.LPRIT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.12

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.79

0.83

-0.04

Martin ratioReturn relative to average drawdown

1.94

1.98

-0.04

CU71.L vs. PRIT.L - Sharpe Ratio Comparison

The current CU71.L Sharpe Ratio is 0.66, which is comparable to the PRIT.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of CU71.L and PRIT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CU71.LPRIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.71

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.08

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.09

+0.18

Drawdowns

CU71.L vs. PRIT.L - Drawdown Comparison

The maximum CU71.L drawdown since its inception was -20.50%, roughly equal to the maximum PRIT.L drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for CU71.L and PRIT.L.


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Drawdown Indicators


CU71.LPRIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-20.06%

-0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-5.19%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-7.33%

-8.33%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-15.69%

-16.09%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-20.50%

Current Drawdown

Current decline from peak

-13.34%

-15.03%

+1.69%

Average Drawdown

Average peak-to-trough decline

-10.11%

-12.54%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.19%

-0.15%

Volatility

CU71.L vs. PRIT.L - Volatility Comparison

iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) have volatilities of 1.45% and 1.52%, 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


CU71.LPRIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.52%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

4.44%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.96%

6.04%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.27%

8.89%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.55%

9.33%

+0.22%

CU71.L vs. PRIT.L - Expense Ratio Comparison

CU71.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%.


Dividends

CU71.L vs. PRIT.L - Dividend Comparison

CU71.L has not paid dividends to shareholders, while PRIT.L's dividend yield for the trailing twelve months is around 3.23%.


PositionTTM202520242023202220212020
CU71.L
iShares USD Treasury Bond 3-7yr 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)
3.23%3.22%2.79%2.34%1.87%1.74%2.11%

Frequently Asked Questions


With a correlation of 0.97, CU71.L and PRIT.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PRIT.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIT.L is cheaper with a 0.05% expense ratio, compared with 0.07% for CU71.L.

CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while PRIT.L tracks Solactive US Treasury Bond Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for CU71.L and 0.05% for PRIT.L.

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