EART.L vs. PRIR.L

Last updated Jun 4, 2026

EART.L (Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc) and PRIR.L (Amundi Prime Euro Govies UCITS ETF DR (D)) are both European Government Bonds funds from Amundi tracking the Bloomberg Euro Agg Govt TR EUR. Both are passively managed. Over the past 3 years, EART.L returned 1.07%/yr vs 2.31%/yr for PRIR.L. A 0.73 correlation means they provide meaningful diversification when combined. EART.L charges 0.20%/yr vs 0.05%/yr for PRIR.L.

Performance

EART.L vs. PRIR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EART.L is traded in GBP, while PRIR.L is traded in GBp. To make them comparable, the PRIR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EART.L achieves a -1.29% return, which is significantly lower than PRIR.L's -1.02% return.

EART.L

• 1D: -0.64%
• 1M: 0.27%
• YTD: -1.29%
• 6M: -1.82%
• 1Y: 0.80%
• 3Y*: 1.07%
• 5Y*: —
• 10Y*: —

PRIR.L

• 1D: -0.46%
• 1M: 0.32%
• YTD: -1.02%
• 6M: -1.46%
• 1Y: 2.39%
• 3Y*: 2.31%
• 5Y*: -2.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EART.L vs. PRIR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EART.L Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc	-1.29%	2.88%	-4.87%	6.69%	-26.52%	-3.52%
PRIR.L Amundi Prime Euro Govies UCITS ETF DR (D)	-1.02%	5.74%	-3.03%	4.65%	-13.31%	-3.02%

Correlation

The correlation between EART.L and PRIR.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021	0.73

The correlation between EART.L and PRIR.L shifts across timeframes, from 0.73 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

EART.L vs. PRIR.L — Risk / Return Rank

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

EART.L

EART.L Risk / Return Rank: 10
EART.L Sharpe Ratio Rank: 10
EART.L Sortino Ratio Rank: 9
EART.L Omega Ratio Rank: 10
EART.L Calmar Ratio Rank: 10
EART.L Martin Ratio Rank: 10

PRIR.L

PRIR.L Risk / Return Rank: 15
PRIR.L Sharpe Ratio Rank: 16
PRIR.L Sortino Ratio Rank: 15
PRIR.L Omega Ratio Rank: 14
PRIR.L Calmar Ratio Rank: 16
PRIR.L Martin Ratio Rank: 15

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.

EART.L vs. PRIR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.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.

	EART.L	PRIR.L	Difference
Sharpe ratio: Return per unit of total volatility	0.11	0.44	-0.32
Sortino ratio: Return per unit of downside risk	0.21	0.67	-0.46
Omega ratio: Gain probability vs. loss probability	1.02	1.08	-0.05
Calmar ratio: Return relative to maximum drawdown	0.14	0.53	-0.39
Martin ratio: Return relative to average drawdown	0.30	1.22	-0.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EART.L vs. PRIR.L - Sharpe Ratio Comparison

The current EART.L Sharpe Ratio is 0.11, which is lower than the PRIR.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of EART.L and PRIR.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.

Sharpe Ratios by Period

	EART.L	PRIR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.11	0.44	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.56	-0.13	-0.43

Drawdowns

EART.L vs. PRIR.L - Drawdown Comparison

The maximum EART.L drawdown since its inception was -35.57%, which is greater than PRIR.L's maximum drawdown of -25.98%. Use the drawdown chart below to compare losses from any high point for EART.L and PRIR.L.

Drawdown Indicators

	EART.L	PRIR.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.57%	-25.98%	-9.59%
Max Drawdown (1Y) Largest decline over 1 year	-5.90%	-4.70%	-1.20%
Max Drawdown (3Y) Largest decline over 3 years	-9.43%	-6.17%	-3.26%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.58%	—
Current Drawdown Current decline from peak	-29.22%	-18.41%	-10.81%
Average Drawdown Average peak-to-trough decline	-25.75%	-18.53%	-7.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	1.99%	+0.71%

Volatility

EART.L vs. PRIR.L - Volatility Comparison

Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.L) has a higher volatility of 2.56% compared to Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) at 1.82%. This indicates that EART.L's price experiences larger fluctuations and is considered to be riskier than PRIR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EART.L	PRIR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	1.82%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	5.57%	4.30%	+1.27%
Volatility (1Y) Calculated over the trailing 1-year period	7.06%	5.70%	+1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.21%	8.66%	+2.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.21%	10.68%	+0.53%

EART.L vs. PRIR.L - Expense Ratio Comparison

EART.L has a 0.20% expense ratio, which is higher than PRIR.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

EART.L vs. PRIR.L - Dividend Comparison

EART.L has not paid dividends to shareholders, while PRIR.L's dividend yield for the trailing twelve months is around 2.75%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
EART.L Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PRIR.L Amundi Prime Euro Govies UCITS ETF DR (D)	2.75%	2.72%	2.07%	1.88%	1.83%	1.57%	1.64%	1.05%

Frequently Asked Questions

Can I hold both EART.L and PRIR.L in my portfolio?

With a correlation of 0.90, EART.L and PRIR.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.

Which ETF is better, EART.L or PRIR.L?

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

Which ETF is cheaper, EART.L or PRIR.L?

PRIR.L is cheaper with a 0.05% expense ratio, compared with 0.20% for EART.L.

What is the main difference between EART.L and PRIR.L?

Both ETFs track Bloomberg Euro Agg Govt TR EUR. Their fees differ too: 0.20% for EART.L and 0.05% for PRIR.L.