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

Performance

IBTA.L vs. PR1T.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.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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Returns By Period

In the year-to-date period, IBTA.L achieves a 0.46% return, which is significantly lower than PR1T.L's 1.46% return.


IBTA.L

1D
0.13%
1M
0.13%
YTD
0.46%
6M
0.92%
1Y
3.43%
3Y*
4.23%
5Y*
1.87%
10Y*

PR1T.L

1D
0.06%
1M
0.28%
YTD
1.46%
6M
1.75%
1Y
3.94%
3Y*
4.66%
5Y*
3.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.46%5.30%4.11%4.15%-3.75%-0.64%0.10%
PR1T.L
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
1.46%4.22%5.20%4.83%0.61%0.09%-0.07%

Correlation

The correlation between IBTA.L and PR1T.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.26

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

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2020

0.36

The correlation between IBTA.L and PR1T.L shifts across timeframes, from 0.18 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IBTA.L
IBTA.L Risk / Return Rank: 8888
Overall Rank
IBTA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9191
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 8585
Martin Ratio Rank

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

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

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.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.


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

-10.15

Sortino ratioReturn per unit of downside risk

-31.79

Omega ratioGain probability vs. loss probability

1.59

9.54

-7.95

Calmar ratioReturn relative to maximum drawdown

4.62

68.61

-63.99

Martin ratioReturn relative to average drawdown

17.47

521.85

-504.38

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

The current IBTA.L Sharpe Ratio is 2.80, which is lower than the PR1T.L Sharpe Ratio of 12.95. The chart below compares the historical Sharpe Ratios of IBTA.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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Sharpe Ratios by Period


IBTA.LPR1T.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

12.95

-10.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

8.38

-7.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

7.41

-6.33

Drawdowns

IBTA.L vs. PR1T.L - Drawdown Comparison

The maximum IBTA.L drawdown since its inception was -5.80%, which is greater than PR1T.L's maximum drawdown of -0.56%. Use the drawdown chart below to compare losses from any high point for IBTA.L and PR1T.L.


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Drawdown Indicators


IBTA.LPR1T.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.80%

-0.56%

-5.24%

Max Drawdown (1Y)

Largest decline over 1 year

-0.74%

-0.06%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.89%

-0.06%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-5.70%

-0.56%

-5.14%

Current Drawdown

Current decline from peak

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-0.97%

-0.05%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

0.01%

+0.19%

Volatility

IBTA.L vs. PR1T.L - Volatility Comparison

iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) has a higher volatility of 0.43% compared to Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) at 0.09%. This indicates that IBTA.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


IBTA.LPR1T.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

0.09%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

0.21%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

1.23%

0.30%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.00%

0.39%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.76%

0.38%

+1.38%

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

IBTA.L has a 0.07% 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

IBTA.L vs. PR1T.L - Dividend Comparison

Neither IBTA.L nor PR1T.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBTA.L and PR1T.L have a correlation of 0.18, 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 0.07% for IBTA.L.

IBTA.L tracks ICE US Treasury 1-3 Year Index, 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: 0.07% for IBTA.L and 0.05% for PR1T.L.

Portfolio Optimizer

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