IBTS.L vs. PRIT.L
IBTS.L (iShares $ Treasury Bond 1-3yr UCITS ETF) and PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) are both Government Bonds funds - IBTS.L tracks the ICE U.S. Treasury 1-3 Year Bond Index while PRIT.L tracks the Solactive US Treasury Bond Index. Both are passively managed. Over the past 5 years, IBTS.L returned 2.95%/yr vs 0.72%/yr for PRIT.L. Their correlation of 0.87 suggests significant overlap in exposure. IBTS.L charges 0.07%/yr vs 0.05%/yr for PRIT.L.
Performance
IBTS.L vs. PRIT.L - Performance Comparison
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Different Trading Currencies
IBTS.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, IBTS.L achieves a 0.65% return, which is significantly higher than PRIT.L's -0.04% return.
IBTS.L
- 1D
- 0.14%
- 1M
- 1.13%
- YTD
- 0.65%
- 6M
- 0.29%
- 1Y
- 4.47%
- 3Y*
- 1.53%
- 5Y*
- 2.95%
- 10Y*
- 2.52%
PRIT.L
- 1D
- 0.20%
- 1M
- 1.12%
- YTD
- -0.04%
- 6M
- -0.58%
- 1Y
- 4.50%
- 3Y*
- 0.24%
- 5Y*
- 0.72%
- 10Y*
- —
IBTS.L vs. PRIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IBTS.L iShares $ Treasury Bond 1-3yr UCITS ETF | 0.65% | -1.91% | 5.79% | -1.41% | 7.61% | 0.64% | -0.34% | 3.62% |
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | -0.04% | -1.06% | 2.57% | -1.73% | -1.79% | -0.98% | 4.03% | 5.36% |
Correlation
The correlation between IBTS.L and PRIT.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.87 |
The correlation between IBTS.L and PRIT.L has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
IBTS.L vs. PRIT.L — Risk / Return Rank
IBTS.L
PRIT.L
IBTS.L vs. PRIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.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.
| IBTS.L | PRIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.86 | +0.12 |
| Martin ratioReturn relative to average drawdown | 2.51 | 2.05 | +0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBTS.L | PRIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.74 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.08 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.09 | +0.26 |
Drawdowns
IBTS.L vs. PRIT.L - Drawdown Comparison
The maximum IBTS.L drawdown since its inception was -19.02%, smaller than the maximum PRIT.L drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for IBTS.L and PRIT.L.
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Drawdown Indicators
| IBTS.L | PRIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.02% | -20.06% | +1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -4.51% | -5.19% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -8.89% | -8.33% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -16.28% | -16.09% | -0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -19.02% | — | — |
Current DrawdownCurrent decline from peak | -7.51% | -14.86% | +7.35% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -12.54% | +4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.19% | -0.41% |
Volatility
IBTS.L vs. PRIT.L - Volatility Comparison
iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) has a higher volatility of 1.67% compared to Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) at 1.51%. This indicates that IBTS.L's price experiences larger fluctuations and is considered to be riskier than PRIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBTS.L | PRIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.67% | 1.51% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 4.44% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.09% | 6.04% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.09% | 8.89% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.24% | 9.33% | -0.09% |
IBTS.L vs. PRIT.L - Expense Ratio Comparison
IBTS.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
IBTS.L vs. PRIT.L - Dividend Comparison
IBTS.L's dividend yield for the trailing twelve months is around 3.99%, more than PRIT.L's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTS.L iShares $ Treasury Bond 1-3yr UCITS ETF | 3.99% | 4.22% | 4.12% | 3.08% | 0.75% | 0.61% | 1.84% | 2.39% | 1.49% | 1.01% | 0.67% | 0.49% |
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | 3.22% | 3.22% | 2.79% | 2.34% | 1.87% | 1.74% | 2.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBTS.L and PRIT.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 IBTS.L.
IBTS.L tracks ICE U.S. Treasury 1-3 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 IBTS.L and 0.05% for PRIT.L.
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