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JPPS.DE vs. PR1T.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPPS.DE vs. PR1T.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JPPS.DE having a 4.50% return and PR1T.DE slightly higher at 4.68%.


JPPS.DE

1D
-0.14%
1M
1.51%
6M
3.43%
YTD
4.50%
1Y
5.52%
3Y*
4.42%
5Y*
4.29%
10Y*

PR1T.DE

1D
0.00%
1M
1.70%
6M
3.65%
YTD
4.68%
1Y
5.34%
3Y*
3.99%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPPS.DE vs. PR1T.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JPPS.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Dist
4.50%-6.60%11.60%1.47%7.22%8.57%-7.20%
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
4.68%-7.38%11.28%1.27%6.78%8.43%-6.80%

Correlation

The correlation between JPPS.DE and PR1T.DE is 0.99 - 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

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2020

0.96

The correlation between JPPS.DE and PR1T.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

JPPS.DE vs. PR1T.DE — Risk / Return Rank

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

JPPS.DE
JPPS.DE Risk / Return Rank: 3737
Overall Rank
JPPS.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JPPS.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
JPPS.DE Omega Ratio Rank: 3232
Omega Ratio Rank
JPPS.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
JPPS.DE Martin Ratio Rank: 3737
Martin Ratio Rank

PR1T.DE
PR1T.DE Risk / Return Rank: 3030
Overall Rank
PR1T.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 2626
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 3232
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.

JPPS.DE vs. PR1T.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.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.

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.


JPPS.DEPR1T.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratioReturn relative to maximum drawdown

1.96

1.58

+0.38

Martin ratioReturn relative to average drawdown

4.74

3.75

+0.99

JPPS.DE vs. PR1T.DE - Sharpe Ratio Comparison

The current JPPS.DE Sharpe Ratio is 1.08, which is comparable to the PR1T.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of JPPS.DE and PR1T.DE, 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

JPPS.DE vs. PR1T.DE - Drawdown Comparison

The maximum JPPS.DE drawdown since its inception was -19.53%, which is greater than PR1T.DE's maximum drawdown of -11.76%. Use the drawdown chart below to compare losses from any high point for JPPS.DE and PR1T.DE.


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Drawdown Indicators


JPPS.DEPR1T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.53%

-11.76%

-7.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-3.39%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-11.71%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-11.65%

-11.76%

+0.11%

Current Drawdown

Current decline from peak

-4.75%

-5.42%

+0.67%

Average Drawdown

Average peak-to-trough decline

-7.08%

-5.20%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.43%

-0.10%

Volatility

JPPS.DE vs. PR1T.DE - Volatility Comparison

JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) have volatilities of 1.47% and 1.51%, 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


JPPS.DEPR1T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.51%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

4.26%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

5.91%

6.08%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.41%

7.45%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.38%

7.24%

+2.14%

JPPS.DE vs. PR1T.DE - Expense Ratio Comparison

JPPS.DE has a 0.18% expense ratio, which is higher than PR1T.DE'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

JPPS.DE vs. PR1T.DE - Dividend Comparison

JPPS.DE's dividend yield for the trailing twelve months is around 4.04%, while PR1T.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
JPPS.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Dist
4.04%4.47%5.12%4.54%1.19%0.64%2.07%2.65%1.77%
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, JPPS.DE and PR1T.DE 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, PR1T.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1T.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for JPPS.DE.

JPPS.DE is categorized as Ultrashort Bond, while PR1T.DE is Government Bonds. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.18% for JPPS.DE and 0.05% for PR1T.DE.

Portfolio Optimizer

Find the right allocation for JPPS.DE and PR1T.DE

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