IBTM.L vs. PRIT.L
IBTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) and PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) are both Government Bonds funds - IBTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index while PRIT.L tracks the Solactive US Treasury Bond Index. Both are passively managed. Over the past 5 years, IBTM.L returned 0.20%/yr vs 0.77%/yr for PRIT.L. With a 0.96 correlation, they move nearly in lockstep. IBTM.L charges 0.07%/yr vs 0.05%/yr for PRIT.L.
Performance
IBTM.L vs. PRIT.L - Performance Comparison
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Different Trading Currencies
IBTM.L is traded in GBP, while PRIT.L is traded in GBp. To make them comparable, the PRIT.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, IBTM.L achieves a 1.89% return, which is significantly lower than PRIT.L's 2.26% return.
IBTM.L
- 1D
- -0.14%
- 1M
- 2.87%
- YTD
- 1.89%
- 6M
- 2.85%
- 1Y
- 7.04%
- 3Y*
- 1.69%
- 5Y*
- 0.20%
- 10Y*
- 0.63%
PRIT.L
- 1D
- -0.26%
- 1M
- 2.68%
- YTD
- 2.26%
- 6M
- 3.00%
- 1Y
- 6.68%
- 3Y*
- 1.75%
- 5Y*
- 0.77%
- 10Y*
- —
IBTM.L vs. PRIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IBTM.L iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 1.89% | 0.89% | 1.46% | -2.26% | -4.74% | -1.77% | 6.02% | 7.48% |
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | 2.26% | -1.06% | 2.58% | -1.73% | -1.78% | -0.98% | 4.03% | -18.75% |
Correlation
The correlation between IBTM.L and PRIT.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 | 0.96 |
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 IBTM.L and PRIT.L has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
IBTM.L vs. PRIT.L — Risk / Return Rank
IBTM.L
PRIT.L
IBTM.L vs. PRIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.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.
| IBTM.L | PRIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.28 | -0.02 |
| Martin ratioReturn relative to average drawdown | 2.92 | 2.98 | -0.07 |
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Drawdowns
IBTM.L vs. PRIT.L - Drawdown Comparison
The maximum IBTM.L drawdown since its inception was -52.39%, which is greater than PRIT.L's maximum drawdown of -24.81%. Use the drawdown chart below to compare losses from any high point for IBTM.L and PRIT.L.
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Drawdown Indicators
| IBTM.L | PRIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.39% | -24.81% | -27.58% |
Max Drawdown (1Y)Largest decline over 1 year | -5.57% | -5.19% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -7.57% | -8.19% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -16.29% | -16.09% | -0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -26.54% | — | — |
Current DrawdownCurrent decline from peak | -19.54% | -16.72% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -20.63% | -17.37% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.23% | +0.18% |
Volatility
IBTM.L vs. PRIT.L - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) have volatilities of 1.70% and 1.70%, 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
| IBTM.L | PRIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 1.70% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 4.66% | 4.52% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.27% | 6.09% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.46% | 8.68% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.03% | 12.86% | -2.83% |
IBTM.L vs. PRIT.L - Expense Ratio Comparison
IBTM.L has a 0.07% expense ratio, which is higher than PRIT.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
IBTM.L vs. PRIT.L - Dividend Comparison
IBTM.L's dividend yield for the trailing twelve months is around 4.26%, more than PRIT.L's 3.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTM.L iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 4.26% | 4.19% | 3.94% | 3.16% | 1.96% | 1.14% | 1.69% | 2.53% | 2.34% | 2.02% | 1.79% | 1.97% |
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | 3.15% | 3.22% | 2.79% | 2.34% | 1.88% | 1.74% | 2.11% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, IBTM.L and PRIT.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, PRIT.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRIT.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IBTM.L.
IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while PRIT.L tracks Solactive US Treasury Bond Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for IBTM.L and 0.05% for PRIT.L.
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