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IGLT.L vs. PRIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLT.L vs. PRIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core UK Gilts UCITS ETF (IGLT.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLT.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, IGLT.L achieves a -1.10% return, which is significantly lower than PRIT.L's -0.19% return.


IGLT.L

1D
0.52%
1M
-1.84%
6M
-1.40%
YTD
-1.10%
1Y
1.89%
3Y*
2.17%
5Y*
-4.97%
10Y*
-1.38%
ALL TIME*
2.25%

PRIT.L

1D
-0.17%
1M
-2.47%
6M
0.98%
YTD
-0.19%
1Y
2.85%
3Y*
1.40%
5Y*
-0.22%
10Y*
ALL TIME*
-2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£3.50M£6.04M£5.78M
£225.49£220.76£114.77

IGLT.L vs. PRIT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGLT.L
iShares Core UK Gilts UCITS ETF
-1.10%4.70%-3.34%3.61%-23.74%-5.00%8.06%6.27%
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
-0.19%-1.06%2.58%-1.73%-1.78%-0.98%4.03%-18.75%

Correlation

The correlation between IGLT.L and PRIT.L is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (3Y)
Balances recent behavior with more history.

0.27

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.30

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

0.36

Over the past year, the correlation between IGLT.L and PRIT.L has dropped to 0.06 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

IGLT.L vs. PRIT.L — Risk / Return Rank

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

IGLT.L
IGLT.L Risk / Return Rank: 1717
Overall Rank
IGLT.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IGLT.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
IGLT.L Omega Ratio Rank: 1616
Omega Ratio Rank
IGLT.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IGLT.L Martin Ratio Rank: 1717
Martin Ratio Rank

PRIT.L
PRIT.L Risk / Return Rank: 2222
Overall Rank
PRIT.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PRIT.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
PRIT.L Omega Ratio Rank: 2121
Omega Ratio Rank
PRIT.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
PRIT.L Martin Ratio Rank: 2121
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.

IGLT.L vs. PRIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core UK Gilts UCITS ETF (IGLT.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.


IGLT.LPRIT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.05

1.09

-0.04

Calmar ratioReturn relative to maximum drawdown

0.28

0.59

-0.31

Martin ratioReturn relative to average drawdown

0.76

1.32

-0.55

IGLT.L vs. PRIT.L - Sharpe Ratio Comparison

The current IGLT.L Sharpe Ratio is 0.24, which is lower than the PRIT.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IGLT.L and PRIT.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

IGLT.L vs. PRIT.L - Drawdown Comparison

The maximum IGLT.L drawdown since its inception was -35.56%, 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 IGLT.L and PRIT.L.


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Drawdown Indicators


IGLT.LPRIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.56%

-24.81%

-10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-5.19%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-6.96%

-8.19%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.53%

-16.09%

-17.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

Current Drawdown

Current decline from peak

-26.15%

-18.71%

-7.44%

Average Drawdown

Average peak-to-trough decline

-8.51%

-17.38%

+8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.33%

-0.14%

Volatility

IGLT.L vs. PRIT.L - Volatility Comparison

iShares Core UK Gilts UCITS ETF (IGLT.L) has a higher volatility of 1.68% compared to Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) at 1.40%. This indicates that IGLT.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


IGLT.LPRIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

1.40%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.14%

4.46%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

6.06%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.31%

8.63%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.13%

12.81%

-3.68%

IGLT.L vs. PRIT.L - Expense Ratio Comparison

IGLT.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

IGLT.L vs. PRIT.L - Dividend Comparison

IGLT.L's dividend yield for the trailing twelve months is around 4.51%, more than PRIT.L's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLT.L
iShares Core UK Gilts UCITS ETF
4.51%4.26%3.69%2.40%1.32%0.79%0.95%1.24%1.31%1.30%1.88%2.05%
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
3.23%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


IGLT.L and PRIT.L have a correlation of 0.06, 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 IGLT.L.

IGLT.L tracks FTSE Actuaries UK Conventional Gilts All Stocks 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 IGLT.L and 0.05% for PRIT.L.

Portfolio Optimizer

Find the right allocation for IGLT.L and PRIT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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