PortfoliosLab logoPortfoliosLab logo
EU13.L vs. PRIR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EU13.L vs. PRIR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF (EU13.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EU13.L is traded in EUR, while PRIR.L is traded in GBp. To make them comparable, the PRIR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EU13.L achieves a 0.03% return, which is significantly lower than PRIR.L's 0.11% return.


EU13.L

1D
0.03%
1M
0.27%
YTD
0.03%
6M
0.13%
1Y
0.77%
3Y*
2.59%
5Y*
0.58%
10Y*
0.18%

PRIR.L

1D
0.15%
1M
0.71%
YTD
0.11%
6M
0.12%
1Y
-0.02%
3Y*
2.27%
5Y*
-2.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EU13.L vs. PRIR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EU13.L
SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF
0.03%2.22%3.00%3.27%-4.95%-0.81%-0.17%0.11%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
0.11%0.22%1.65%6.71%-17.77%-3.59%4.35%5.19%

Correlation

The correlation between EU13.L and PRIR.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.60

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

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2019

0.52

The correlation between EU13.L and PRIR.L shifts across timeframes, from 0.52 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EU13.L vs. PRIR.L — Risk / Return Rank

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

EU13.L
EU13.L Risk / Return Rank: 1919
Overall Rank
EU13.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EU13.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
EU13.L Omega Ratio Rank: 2020
Omega Ratio Rank
EU13.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
EU13.L Martin Ratio Rank: 1818
Martin Ratio Rank

PRIR.L
PRIR.L Risk / Return Rank: 1616
Overall Rank
PRIR.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRIR.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRIR.L Omega Ratio Rank: 1515
Omega Ratio Rank
PRIR.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
PRIR.L Martin Ratio Rank: 1515
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.

EU13.L vs. PRIR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF (EU13.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.


EU13.LPRIR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.13

1.00

+0.12

Calmar ratioReturn relative to maximum drawdown

0.63

-0.01

+0.63

Martin ratioReturn relative to average drawdown

1.93

-0.01

+1.94

EU13.L vs. PRIR.L - Sharpe Ratio Comparison

The current EU13.L Sharpe Ratio is 0.63, which is higher than the PRIR.L Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of EU13.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.


Loading charts...

Sharpe Ratios by Period


EU13.LPRIR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

-0.00

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.38

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.14

+0.33

Drawdowns

EU13.L vs. PRIR.L - Drawdown Comparison

The maximum EU13.L drawdown since its inception was -7.12%, smaller than the maximum PRIR.L drawdown of -22.02%. Use the drawdown chart below to compare losses from any high point for EU13.L and PRIR.L.


Loading charts...

Drawdown Indicators


EU13.LPRIR.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.12%

-22.02%

+14.90%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-3.76%

+2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-1.23%

-4.07%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-5.99%

-21.27%

+15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-7.12%

Current Drawdown

Current decline from peak

-0.56%

-13.72%

+13.16%

Average Drawdown

Average peak-to-trough decline

-1.53%

-13.58%

+12.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

1.44%

-1.04%

Volatility

EU13.L vs. PRIR.L - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF (EU13.L) is 0.47%, while Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) has a volatility of 1.66%. This indicates that EU13.L experiences smaller price fluctuations and is considered to be less risky than PRIR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EU13.LPRIR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

1.66%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

3.82%

-2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

1.23%

4.74%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.65%

7.70%

-6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.30%

9.23%

-7.93%

EU13.L vs. PRIR.L - Expense Ratio Comparison

EU13.L has a 0.15% 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

EU13.L vs. PRIR.L - Dividend Comparison

EU13.L's dividend yield for the trailing twelve months is around 2.29%, less than PRIR.L's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
EU13.L
SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF
2.29%1.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.34%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EU13.L and PRIR.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

PRIR.L is cheaper with a 0.05% expense ratio, compared with 0.15% for EU13.L.

EU13.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while PRIR.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.15% for EU13.L and 0.05% for PRIR.L.

Portfolio Optimizer

Find the right allocation for EU13.L and PRIR.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer