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DBXF.DE vs. PR1T.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXF.DE vs. PR1T.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBXF.DE achieves a 1.17% return, which is significantly lower than PR1T.DE's 4.54% return.


DBXF.DE

1D
-0.34%
1M
1.05%
6M
1.91%
YTD
1.17%
1Y
-1.77%
3Y*
0.32%
5Y*
-7.27%
10Y*
-2.52%

PR1T.DE

1D
0.00%
1M
1.75%
6M
4.40%
YTD
4.54%
1Y
6.80%
3Y*
2.92%
5Y*
4.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXF.DE vs. PR1T.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DBXF.DE
Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc)
1.17%-5.38%-0.73%9.69%-34.17%-6.47%5.30%
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
4.54%-7.38%11.28%1.27%6.78%8.43%-6.80%

Correlation

The correlation between DBXF.DE and PR1T.DE is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.29

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

-0.20

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2020

-0.11

The correlation between DBXF.DE and PR1T.DE shifts across timeframes, from -0.29 (1 year) to -0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBXF.DE vs. PR1T.DE — Risk / Return Rank

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

DBXF.DE
DBXF.DE Risk / Return Rank: 77
Overall Rank
DBXF.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DBXF.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DBXF.DE Omega Ratio Rank: 77
Omega Ratio Rank
DBXF.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DBXF.DE Martin Ratio Rank: 66
Martin Ratio Rank

PR1T.DE
PR1T.DE Risk / Return Rank: 3838
Overall Rank
PR1T.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 3232
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 3737
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.

DBXF.DE vs. PR1T.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBXF.DEPR1T.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

0.98

1.20

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.29

2.01

-2.30

Martin ratioReturn relative to average drawdown

-0.61

4.78

-5.39

DBXF.DE vs. PR1T.DE - Sharpe Ratio Comparison

The current DBXF.DE Sharpe Ratio is -0.19, which is lower than the PR1T.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of DBXF.DE and PR1T.DE, 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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Drawdowns

DBXF.DE vs. PR1T.DE - Drawdown Comparison

The maximum DBXF.DE drawdown since its inception was -43.47%, which is greater than PR1T.DE's maximum drawdown of -11.76%. Use the drawdown chart below to compare losses from any high point for DBXF.DE and PR1T.DE.


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Drawdown Indicators


DBXF.DEPR1T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.47%

-11.76%

-31.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-3.39%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-11.81%

-11.71%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

-11.76%

-30.17%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

Current Drawdown

Current decline from peak

-36.34%

-5.55%

-30.79%

Average Drawdown

Average peak-to-trough decline

-12.21%

-5.20%

-7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

1.42%

+1.45%

Volatility

DBXF.DE vs. PR1T.DE - Volatility Comparison

Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) has a higher volatility of 2.05% compared to Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) at 1.65%. This indicates that DBXF.DE's price experiences larger fluctuations and is considered to be riskier than PR1T.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXF.DEPR1T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.65%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

4.27%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

9.23%

6.08%

+3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

7.44%

+6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

7.25%

+4.22%

DBXF.DE vs. PR1T.DE - Expense Ratio Comparison

DBXF.DE has a 0.15% expense ratio, which is higher than PR1T.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%.


Dividends

DBXF.DE vs. PR1T.DE - Dividend Comparison

Neither DBXF.DE nor PR1T.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBXF.DE and PR1T.DE have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1T.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1T.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for DBXF.DE.

DBXF.DE tracks iBoxx EUR Eurozone 15-30 Index, while PR1T.DE tracks Solactive US Treasury 0-1 Year Bond Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for DBXF.DE and 0.05% for PR1T.DE.

Portfolio Optimizer

Find the right allocation for DBXF.DE and PR1T.DE

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