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IUSU.DE vs. PR1H.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUSU.DE vs. PR1H.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) and Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.DE). The values are adjusted to include any dividend payments, if applicable.

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IUSU.DE vs. PR1H.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
1.30%-6.89%9.65%0.49%2.10%7.62%-4.31%
PR1H.DE
Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc
0.33%2.08%3.47%2.78%-1.36%-0.93%-0.18%

Returns By Period

In the year-to-date period, IUSU.DE achieves a 1.30% return, which is significantly higher than PR1H.DE's 0.33% return.


IUSU.DE

1D
-0.73%
1M
0.03%
YTD
1.30%
6M
2.08%
1Y
-4.05%
3Y*
1.41%
5Y*
1.82%
10Y*
1.31%

PR1H.DE

1D
0.02%
1M
0.04%
YTD
0.33%
6M
0.80%
1Y
1.71%
3Y*
2.70%
5Y*
1.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUSU.DE vs. PR1H.DE - Expense Ratio Comparison

Both IUSU.DE and PR1H.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IUSU.DE vs. PR1H.DE — Risk / Return Rank

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

IUSU.DE
IUSU.DE Risk / Return Rank: 44
Overall Rank
IUSU.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IUSU.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
IUSU.DE Omega Ratio Rank: 33
Omega Ratio Rank
IUSU.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
IUSU.DE Martin Ratio Rank: 66
Martin Ratio Rank

PR1H.DE
PR1H.DE Risk / Return Rank: 9999
Overall Rank
PR1H.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PR1H.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
PR1H.DE Omega Ratio Rank: 9898
Omega Ratio Rank
PR1H.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
PR1H.DE Martin Ratio Rank: 9999
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.

IUSU.DE vs. PR1H.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) and Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.DE). 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.


IUSU.DEPR1H.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.59

4.05

-4.65

Sortino ratio

Return per unit of downside risk

-0.75

6.59

-7.34

Omega ratio

Gain probability vs. loss probability

0.91

1.96

-1.05

Calmar ratio

Return relative to maximum drawdown

-0.52

15.13

-15.65

Martin ratio

Return relative to average drawdown

-0.78

82.58

-83.36

IUSU.DE vs. PR1H.DE - Sharpe Ratio Comparison

The current IUSU.DE Sharpe Ratio is -0.59, which is lower than the PR1H.DE Sharpe Ratio of 4.05. The chart below compares the historical Sharpe Ratios of IUSU.DE and PR1H.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUSU.DEPR1H.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

4.05

-4.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

1.46

-1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

1.19

-0.99

Correlation

The correlation between IUSU.DE and PR1H.DE is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IUSU.DE vs. PR1H.DE - Dividend Comparison

IUSU.DE's dividend yield for the trailing twelve months is around 3.44%, while PR1H.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.44%3.85%3.69%2.90%0.75%0.51%1.62%2.07%1.26%0.89%0.62%0.24%
PR1H.DE
Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IUSU.DE vs. PR1H.DE - Drawdown Comparison

The maximum IUSU.DE drawdown since its inception was -19.29%, which is greater than PR1H.DE's maximum drawdown of -2.84%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and PR1H.DE.


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Drawdown Indicators


IUSU.DEPR1H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.29%

-2.84%

-16.45%

Max Drawdown (1Y)

Largest decline over 1 year

-6.97%

-0.11%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-12.54%

-2.32%

-10.22%

Max Drawdown (10Y)

Largest decline over 10 years

-16.83%

Current Drawdown

Current decline from peak

-7.77%

-0.04%

-7.73%

Average Drawdown

Average peak-to-trough decline

-7.43%

-0.78%

-6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

0.02%

+4.48%

Volatility

IUSU.DE vs. PR1H.DE - Volatility Comparison

iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) has a higher volatility of 2.03% compared to Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.DE) at 0.12%. This indicates that IUSU.DE's price experiences larger fluctuations and is considered to be riskier than PR1H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSU.DEPR1H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

0.12%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

3.97%

0.27%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

6.80%

0.42%

+6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

0.89%

+6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.96%

0.89%

+6.07%