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IBGY.L vs. PRIR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGY.L vs. PRIR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist) (IBGY.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBGY.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, IBGY.L achieves a -4.44% return, which is significantly lower than PRIR.L's -2.96% return.


IBGY.L

1D
-0.78%
1M
-2.84%
6M
-2.70%
YTD
-4.44%
1Y
-2.77%
3Y*
2.31%
5Y*
-1.77%
10Y*
-0.02%

PRIR.L

1D
0.24%
1M
-2.86%
6M
-2.60%
YTD
-2.96%
1Y
-1.52%
3Y*
1.65%
5Y*
-2.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IBGY.L
iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist)
-4.44%7.76%-2.63%4.85%-10.06%-8.35%8.45%0.95%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
-2.96%5.85%-3.03%4.82%-13.56%-9.75%10.64%-9.62%

Correlation

The correlation between IBGY.L and PRIR.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2019

0.96

The correlation between IBGY.L and PRIR.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

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

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

IBGY.L
IBGY.L Risk / Return Rank: 55
Overall Rank
IBGY.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBGY.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGY.L Omega Ratio Rank: 55
Omega Ratio Rank
IBGY.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IBGY.L Martin Ratio Rank: 55
Martin Ratio Rank

PRIR.L
PRIR.L Risk / Return Rank: 77
Overall Rank
PRIR.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PRIR.L Sortino Ratio Rank: 66
Sortino Ratio Rank
PRIR.L Omega Ratio Rank: 77
Omega Ratio Rank
PRIR.L Calmar Ratio Rank: 77
Calmar Ratio Rank
PRIR.L Martin Ratio Rank: 77
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist) (IBGY.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.

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.


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

-0.25

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

0.92

0.96

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.48

-0.27

-0.21

Martin ratioReturn relative to average drawdown

-1.04

-0.62

-0.42

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

The current IBGY.L Sharpe Ratio is -0.52, which is lower than the PRIR.L Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of IBGY.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.


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Drawdowns

IBGY.L vs. PRIR.L - Drawdown Comparison

The maximum IBGY.L drawdown since its inception was -22.02%, smaller than the maximum PRIR.L drawdown of -26.55%. Use the drawdown chart below to compare losses from any high point for IBGY.L and PRIR.L.


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Drawdown Indicators


IBGY.LPRIR.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.02%

-26.55%

+4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-5.65%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-5.89%

-6.21%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-20.66%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-22.02%

Current Drawdown

Current decline from peak

-15.22%

-20.44%

+5.22%

Average Drawdown

Average peak-to-trough decline

-10.11%

-15.50%

+5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.45%

+0.25%

Volatility

IBGY.L vs. PRIR.L - Volatility Comparison

iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist) (IBGY.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) have volatilities of 1.44% and 1.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGY.LPRIR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.51%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

4.42%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

5.45%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

7.47%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.51%

9.55%

-2.04%

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

IBGY.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

IBGY.L vs. PRIR.L - Dividend Comparison

IBGY.L has not paid dividends to shareholders, while PRIR.L's dividend yield for the trailing twelve months is around 2.80%.


PositionTTM20252024202320222021202020192018201720162015
IBGY.L
iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist)
0.00%2.60%2.59%0.84%0.00%0.00%0.13%0.51%0.34%0.22%0.48%0.35%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
2.80%2.72%2.07%1.88%1.84%1.56%1.64%1.05%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, IBGY.L and PRIR.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 IBGY.L.

IBGY.L tracks BBG Euro Government Bond 5-7 Year Term Index, while PRIR.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IBGY.L and 0.05% for PRIR.L.

Portfolio Optimizer

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

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