IDTL.L vs. PRIT.L
IDTL.L (iShares Treasury Bond 20+ UCITS) and PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) are both Government Bonds funds - IDTL.L tracks the ICE U.S. Treasury 20+ Year Bond Index while PRIT.L tracks the Solactive US Treasury Bond Index. Both are passively managed. Over the past 5 years, IDTL.L returned -6.06%/yr vs -0.43%/yr for PRIT.L. A 0.63 correlation means they provide meaningful diversification when combined. IDTL.L charges 0.07%/yr vs 0.05%/yr for PRIT.L.
Performance
IDTL.L vs. PRIT.L - Performance Comparison
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Different Trading Currencies
IDTL.L is traded in USD, while PRIT.L is traded in GBp. To make them comparable, the PRIT.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDTL.L achieves a 0.78% return, which is significantly higher than PRIT.L's -0.27% return.
IDTL.L
- 1D
- 0.94%
- 1M
- 3.97%
- YTD
- 0.78%
- 6M
- 1.40%
- 1Y
- 4.67%
- 3Y*
- -1.34%
- 5Y*
- -6.06%
- 10Y*
- -1.57%
PRIT.L
- 1D
- -0.08%
- 1M
- 0.83%
- YTD
- -0.27%
- 6M
- 0.12%
- 1Y
- 2.79%
- 3Y*
- 2.87%
- 5Y*
- -0.43%
- 10Y*
- —
IDTL.L vs. PRIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 0.78% | 4.76% | -7.22% | 2.19% | -30.46% | -4.64% | 17.12% | 15.96% |
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | -0.27% | 6.41% | 0.87% | 3.45% | -12.28% | -1.88% | 7.22% | -16.84% |
Correlation
The correlation between IDTL.L and PRIT.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2019 | 0.63 |
The correlation between IDTL.L and PRIT.L shifts across timeframes, from 0.50 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTL.L vs. PRIT.L — Risk / Return Rank
IDTL.L
PRIT.L
IDTL.L vs. PRIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Bond 20+ UCITS (IDTL.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.
| IDTL.L | PRIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.11 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.10 | -0.49 |
| Martin ratioReturn relative to average drawdown | 1.46 | 2.94 | -1.48 |
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Drawdowns
IDTL.L vs. PRIT.L - Drawdown Comparison
The maximum IDTL.L drawdown since its inception was -48.31%, which is greater than PRIT.L's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for IDTL.L and PRIT.L.
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Drawdown Indicators
| IDTL.L | PRIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.31% | -28.57% | -19.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -3.10% | -4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -18.59% | -5.41% | -13.18% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -16.48% | -26.52% |
Max Drawdown (10Y)Largest decline over 10 years | -48.31% | — | — |
Current DrawdownCurrent decline from peak | -39.19% | -18.00% | -21.19% |
Average DrawdownAverage peak-to-trough decline | -20.50% | -19.99% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 1.16% | +2.04% |
Volatility
IDTL.L vs. PRIT.L - Volatility Comparison
iShares Treasury Bond 20+ UCITS (IDTL.L) has a higher volatility of 2.35% compared to Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) at 1.78%. This indicates that IDTL.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
| IDTL.L | PRIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 1.78% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.88% | 4.04% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.96% | 5.15% | +4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 7.06% | +8.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.68% | 11.90% | +2.78% |
IDTL.L vs. PRIT.L - Expense Ratio Comparison
IDTL.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
IDTL.L vs. PRIT.L - Dividend Comparison
IDTL.L's dividend yield for the trailing twelve months is around 4.62%, more than PRIT.L's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDTL.L iShares Treasury Bond 20+ UCITS | 4.62% | 4.31% | 4.66% | 3.79% | 3.01% | 1.74% | 1.76% | 2.49% | 2.79% | 2.59% | 2.63% | 2.14% |
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | 3.18% | 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
IDTL.L and PRIT.L have a correlation of 0.50, 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 IDTL.L.
IDTL.L tracks ICE U.S. Treasury 20+ 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 IDTL.L and 0.05% for PRIT.L.
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