PortfoliosLab logoPortfoliosLab logo
FLOS.L vs. PR1T.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLOS.L vs. PR1T.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FLOS.L is traded in GBp, while PR1T.L is traded in USD. To make them comparable, the PR1T.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLOS.L achieves a 2.36% return, which is significantly higher than PR1T.L's 1.44% return.


FLOS.L

1D
0.04%
1M
0.31%
6M
2.21%
YTD
2.36%
1Y
4.64%
3Y*
5.41%
5Y*
4.01%
10Y*

PR1T.L

1D
-1.00%
1M
-0.58%
6M
1.11%
YTD
1.44%
1Y
2.77%
3Y*
3.46%
5Y*
3.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLOS.L vs. PR1T.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
2.36%4.78%6.24%6.00%0.83%0.10%0.24%
PR1T.L
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
1.44%-3.20%7.05%-0.42%12.57%1.04%-6.84%

Correlation

The correlation between FLOS.L and PR1T.L is -0.07, 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

-0.07

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

-0.00

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2020

-0.03

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

FLOS.L vs. PR1T.L — Risk / Return Rank

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

FLOS.L
FLOS.L Risk / Return Rank: 9898
Overall Rank
FLOS.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLOS.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOS.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOS.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLOS.L Martin Ratio Rank: 9999
Martin Ratio Rank

PR1T.L
PR1T.L Risk / Return Rank: 9999
Overall Rank
PR1T.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PR1T.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
PR1T.L Omega Ratio Rank: 100100
Omega Ratio Rank
PR1T.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
PR1T.L Martin Ratio Rank: 100100
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.

FLOS.L vs. PR1T.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.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.

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.


FLOS.LPR1T.LDifference
Sharpe ratioReturn per unit of total volatility

+3.82

Sortino ratioReturn per unit of downside risk

+6.93

Omega ratioGain probability vs. loss probability

2.00

1.08

+0.93

Calmar ratioReturn relative to maximum drawdown

15.76

0.54

+15.23

Martin ratioReturn relative to average drawdown

79.94

1.46

+78.47

FLOS.L vs. PR1T.L - Sharpe Ratio Comparison

The current FLOS.L Sharpe Ratio is 4.24, which is higher than the PR1T.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of FLOS.L and PR1T.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...

Drawdowns

FLOS.L vs. PR1T.L - Drawdown Comparison

The maximum FLOS.L drawdown since its inception was -14.78%, smaller than the maximum PR1T.L drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for FLOS.L and PR1T.L.


Loading charts...

Drawdown Indicators


FLOS.LPR1T.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.78%

-16.11%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-0.29%

-5.16%

+4.87%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-9.85%

+8.39%

Max Drawdown (5Y)

Largest decline over 5 years

-2.13%

-16.11%

+13.98%

Current Drawdown

Current decline from peak

-0.09%

-6.76%

+6.67%

Average Drawdown

Average peak-to-trough decline

-0.25%

-7.73%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

1.89%

-1.83%

Volatility

FLOS.L vs. PR1T.L - Volatility Comparison

The current volatility for iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) is 0.22%, while Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) has a volatility of 1.97%. This indicates that FLOS.L experiences smaller price fluctuations and is considered to be less risky than PR1T.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLOS.LPR1T.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

1.97%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

0.80%

5.03%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

1.07%

6.55%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.68%

8.46%

-6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.36%

8.30%

-4.94%

FLOS.L vs. PR1T.L - Expense Ratio Comparison

FLOS.L has a 0.12% expense ratio, which is higher than PR1T.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

FLOS.L vs. PR1T.L - Dividend Comparison

FLOS.L's dividend yield for the trailing twelve months is around 4.68%, while PR1T.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
4.68%5.02%5.93%5.46%1.50%0.57%1.62%2.95%2.27%
PR1T.L
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLOS.L and PR1T.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PR1T.L is cheaper with a 0.05% expense ratio, compared with 0.12% for FLOS.L.

FLOS.L is categorized as Ultrashort Bond, while PR1T.L is Government Bonds. FLOS.L tracks iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist), while PR1T.L tracks Solactive US Treasury 0-1 Year Bond Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for FLOS.L and 0.05% for PR1T.L.

Portfolio Optimizer

Find the right allocation for FLOS.L and PR1T.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