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IBGL.L vs. PR1T.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL.L vs. PR1T.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBGL.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.

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Different Trading Currencies

IBGL.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, IBGL.L achieves a -4.18% return, which is significantly lower than PR1T.L's 1.44% return.


IBGL.L

1D
-0.40%
1M
-4.05%
6M
-4.44%
YTD
-4.18%
1Y
-4.09%
3Y*
-0.76%
5Y*
-8.38%
10Y*
-2.49%

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)

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


2026 (YTD)202520242023202220212020
IBGL.L
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
-4.18%-0.80%-5.06%7.50%-30.45%-13.04%1.02%
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 IBGL.L and PR1T.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.05

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

-0.00

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

0.06

The correlation between IBGL.L and PR1T.L shifts across timeframes, from -0.11 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IBGL.L
IBGL.L Risk / Return Rank: 55
Overall Rank
IBGL.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBGL.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGL.L Omega Ratio Rank: 55
Omega Ratio Rank
IBGL.L Calmar Ratio Rank: 55
Calmar Ratio Rank
IBGL.L Martin Ratio Rank: 44
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBGL.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.


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

-0.88

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

0.94

1.08

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.50

0.54

-1.03

Martin ratioReturn relative to average drawdown

-1.08

1.46

-2.54

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

The current IBGL.L Sharpe Ratio is -0.45, which is lower than the PR1T.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of IBGL.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.


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Drawdowns

IBGL.L vs. PR1T.L - Drawdown Comparison

The maximum IBGL.L drawdown since its inception was -46.77%, which is greater than PR1T.L's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for IBGL.L and PR1T.L.


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Drawdown Indicators


IBGL.LPR1T.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.77%

-16.11%

-30.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-5.16%

-3.48%

Max Drawdown (3Y)

Largest decline over 3 years

-12.99%

-9.85%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-41.54%

-16.11%

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-46.77%

Current Drawdown

Current decline from peak

-42.87%

-6.76%

-36.11%

Average Drawdown

Average peak-to-trough decline

-14.72%

-7.73%

-6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

1.89%

+2.10%

Volatility

IBGL.L vs. PR1T.L - Volatility Comparison

iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBGL.L) has a higher volatility of 2.80% compared to Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) at 1.97%. This indicates that IBGL.L's price experiences larger fluctuations and is considered to be riskier than PR1T.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGL.LPR1T.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

1.97%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

5.03%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

9.44%

6.55%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

8.46%

+5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.87%

8.30%

+4.57%

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

IBGL.L has a 0.20% 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

IBGL.L vs. PR1T.L - Dividend Comparison

IBGL.L's dividend yield for the trailing twelve months is around 3.83%, while PR1T.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBGL.L
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
3.83%3.48%3.23%2.65%1.28%0.55%0.73%1.28%1.48%1.32%1.41%1.78%
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%0.00%0.00%0.00%

Frequently Asked Questions


IBGL.L and PR1T.L have a correlation of -0.11, 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 0.20% for IBGL.L.

IBGL.L tracks iShares € Govt Bond 15-30yr UCITS ETF EUR (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: 0.20% for IBGL.L and 0.05% for PR1T.L.

Portfolio Optimizer

Find the right allocation for IBGL.L and PR1T.L

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