GIL5.L vs. PRIR.L

Last updated Jun 5, 2026

GIL5.L (Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist) and PRIR.L (Amundi Prime Euro Govies UCITS ETF DR (D)) are both European Government Bonds funds from Amundi - GIL5.L tracks the FTSE Act UK Cnvt Gilts All Stocks TR GBP while PRIR.L tracks the Bloomberg Euro Agg Govt TR EUR. Both are passively managed. Over the past 5 years, GIL5.L returned 1.25%/yr vs -2.07%/yr for PRIR.L. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.05% expense ratio.

Performance

GIL5.L vs. PRIR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.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

GIL5.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, GIL5.L achieves a 0.44% return, which is significantly higher than PRIR.L's -0.78% return.

GIL5.L

• 1D: 0.13%
• 1M: 0.67%
• YTD: 0.44%
• 6M: 0.54%
• 1Y: 3.07%
• 3Y*: 4.17%
• 5Y*: 1.25%
• 10Y*: —

PRIR.L

• 1D: 0.24%
• 1M: 0.90%
• YTD: -0.78%
• 6M: -0.88%
• 1Y: 2.66%
• 3Y*: 2.43%
• 5Y*: -2.07%
• 10Y*: —

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

GIL5.L vs. PRIR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GIL5.L Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist	0.44%	5.12%	2.49%	4.05%	-4.53%	-1.87%	1.64%	0.84%
PRIR.L Amundi Prime Euro Govies UCITS ETF DR (D)	-0.78%	5.74%	-3.03%	4.65%	-13.31%	-10.41%	10.86%	3.33%

Correlation

The correlation between GIL5.L and PRIR.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019	0.36

Return for Risk

GIL5.L vs. PRIR.L — Risk / Return Rank

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

GIL5.L

GIL5.L Risk / Return Rank: 40
GIL5.L Sharpe Ratio Rank: 43
GIL5.L Sortino Ratio Rank: 44
GIL5.L Omega Ratio Rank: 46
GIL5.L Calmar Ratio Rank: 33
GIL5.L Martin Ratio Rank: 35

PRIR.L

PRIR.L Risk / Return Rank: 16
PRIR.L Sharpe Ratio Rank: 17
PRIR.L Sortino Ratio Rank: 16
PRIR.L Omega Ratio Rank: 15
PRIR.L Calmar Ratio Rank: 17
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.

GIL5.L vs. PRIR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.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.

	GIL5.L	PRIR.L	Difference
Sharpe ratio: Return per unit of total volatility	1.51	0.49	+1.03
Sortino ratio: Return per unit of downside risk	2.19	0.74	+1.44
Omega ratio: Gain probability vs. loss probability	1.29	1.08	+0.20
Calmar ratio: Return relative to maximum drawdown	1.60	0.59	+1.01
Martin ratio: Return relative to average drawdown	5.31	1.36	+3.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GIL5.L vs. PRIR.L - Sharpe Ratio Comparison

The current GIL5.L Sharpe Ratio is 1.51, which is higher than the PRIR.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of GIL5.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

	GIL5.L	PRIR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	0.49	+1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	-0.31	+0.79
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	-0.12	+0.49

Drawdowns

GIL5.L vs. PRIR.L - Drawdown Comparison

The maximum GIL5.L drawdown since its inception was -9.42%, smaller than the maximum PRIR.L drawdown of -25.98%. Use the drawdown chart below to compare losses from any high point for GIL5.L and PRIR.L.

Drawdown Indicators

	GIL5.L	PRIR.L	Difference
Max Drawdown Largest peak-to-trough decline	-9.42%	-25.98%	+16.56%
Max Drawdown (1Y) Largest decline over 1 year	-1.91%	-4.70%	+2.79%
Max Drawdown (3Y) Largest decline over 3 years	-1.91%	-6.17%	+4.26%
Max Drawdown (5Y) Largest decline over 5 years	-8.75%	-20.58%	+11.83%
Current Drawdown Current decline from peak	-0.65%	-18.21%	+17.56%
Average Drawdown Average peak-to-trough decline	-1.61%	-18.53%	+16.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.58%	2.01%	-1.43%

Volatility

GIL5.L vs. PRIR.L - Volatility Comparison

The current volatility for Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) is 0.56%, while Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) has a volatility of 1.81%. This indicates that GIL5.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.

Volatility by Period

	GIL5.L	PRIR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.56%	1.81%	-1.25%
Volatility (6M) Calculated over the trailing 6-month period	1.72%	4.31%	-2.59%
Volatility (1Y) Calculated over the trailing 1-year period	2.03%	5.71%	-3.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.61%	8.66%	-6.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.13%	10.68%	-8.55%

GIL5.L vs. PRIR.L - Expense Ratio Comparison

Both GIL5.L and PRIR.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

GIL5.L vs. PRIR.L - Dividend Comparison

GIL5.L's dividend yield for the trailing twelve months is around 2.33%, less than PRIR.L's 2.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GIL5.L Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist	2.33%	2.34%	1.94%	1.36%	1.39%	1.60%	2.26%	2.70%	2.92%	3.17%	1.56%
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%

Frequently Asked Questions

Can I hold both GIL5.L and PRIR.L in my portfolio?

GIL5.L and PRIR.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GIL5.L or PRIR.L?

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GIL5.L or PRIR.L?

GIL5.L and PRIR.L have the same expense ratio: 0.05% per year.

What is the main difference between GIL5.L and PRIR.L?

GIL5.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while PRIR.L tracks Bloomberg Euro Agg Govt TR EUR.