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FLOA.L vs. PRIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLOA.L vs. PRIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FLOA.L is traded in USD, while PRIP.L is traded in GBp. To make them comparable, the PRIP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLOA.L achieves a 2.04% return, which is significantly higher than PRIP.L's -0.34% return.


FLOA.L

1D
0.06%
1M
0.46%
YTD
2.04%
6M
2.24%
1Y
5.02%
3Y*
5.73%
5Y*
4.28%
10Y*

PRIP.L

1D
-0.49%
1M
0.33%
YTD
-0.34%
6M
-4.40%
1Y
0.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLOA.L vs. PRIP.L - Yearly Performance Comparison


Correlation

The correlation between FLOA.L and PRIP.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

-0.03

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Return for Risk

FLOA.L vs. PRIP.L — Risk / Return Rank

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

FLOA.L
FLOA.L Risk / Return Rank: 9797
Overall Rank
FLOA.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLOA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOA.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOA.L Martin Ratio Rank: 9898
Martin Ratio Rank

PRIP.L
PRIP.L Risk / Return Rank: 1111
Overall Rank
PRIP.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PRIP.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
PRIP.L Omega Ratio Rank: 1212
Omega Ratio Rank
PRIP.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRIP.L Martin Ratio Rank: 1111
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.

FLOA.L vs. PRIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.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.


FLOA.LPRIP.LDifference
Sharpe ratioReturn per unit of total volatility

+3.88

Sortino ratioReturn per unit of downside risk

+6.64

Omega ratioGain probability vs. loss probability

2.07

1.03

+1.04

Calmar ratioReturn relative to maximum drawdown

10.50

0.15

+10.36

Martin ratioReturn relative to average drawdown

55.93

0.29

+55.64

FLOA.L vs. PRIP.L - Sharpe Ratio Comparison

The current FLOA.L Sharpe Ratio is 4.02, which is higher than the PRIP.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of FLOA.L and PRIP.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


FLOA.LPRIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.02

0.14

+3.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.08

+0.71

Drawdowns

FLOA.L vs. PRIP.L - Drawdown Comparison

The maximum FLOA.L drawdown since its inception was -14.96%, which is greater than PRIP.L's maximum drawdown of -7.32%. Use the drawdown chart below to compare losses from any high point for FLOA.L and PRIP.L.


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Drawdown Indicators


FLOA.LPRIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.96%

-7.32%

-7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-0.48%

-7.32%

+6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-2.53%

Current Drawdown

Current decline from peak

-0.06%

-5.43%

+5.37%

Average Drawdown

Average peak-to-trough decline

-0.22%

-2.71%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

3.78%

-3.69%

Volatility

FLOA.L vs. PRIP.L - Volatility Comparison

The current volatility for iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) is 0.49%, while Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) has a volatility of 2.00%. This indicates that FLOA.L experiences smaller price fluctuations and is considered to be less risky than PRIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOA.LPRIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

2.00%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.13%

6.58%

-5.45%

Volatility (1Y)

Calculated over the trailing 1-year period

1.24%

7.74%

-6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

7.68%

-5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

7.68%

-3.41%

FLOA.L vs. PRIP.L - Expense Ratio Comparison

FLOA.L has a 0.10% expense ratio, which is higher than PRIP.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

FLOA.L vs. PRIP.L - Dividend Comparison

Neither FLOA.L nor PRIP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FLOA.L and PRIP.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PRIP.L is cheaper with a 0.05% expense ratio, compared with 0.10% for FLOA.L.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for FLOA.L and 0.05% for PRIP.L.

Portfolio Optimizer

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