PortfoliosLab logoPortfoliosLab logo
OM3M.DE vs. PR1T.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OM3M.DE vs. PR1T.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.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.

Loading graphics...

OM3M.DE vs. PR1T.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
0.97%-4.89%7.50%0.56%-3.84%5.66%-8.28%
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
2.16%-7.38%11.28%1.27%6.78%8.43%-18.52%

Returns By Period

In the year-to-date period, OM3M.DE achieves a 0.97% return, which is significantly lower than PR1T.DE's 2.16% return.


OM3M.DE

1D
-0.64%
1M
-0.35%
YTD
0.97%
6M
1.81%
1Y
-3.79%
3Y*
1.09%
5Y*
0.62%
10Y*

PR1T.DE

1D
-0.72%
1M
0.89%
YTD
2.16%
6M
2.91%
1Y
-3.18%
3Y*
2.37%
5Y*
3.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OM3M.DE vs. PR1T.DE - Expense Ratio Comparison

OM3M.DE has a 0.07% 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%.


Return for Risk

OM3M.DE vs. PR1T.DE — Risk / Return Rank

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

OM3M.DE
OM3M.DE Risk / Return Rank: 44
Overall Rank
OM3M.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OM3M.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
OM3M.DE Omega Ratio Rank: 33
Omega Ratio Rank
OM3M.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
OM3M.DE Martin Ratio Rank: 66
Martin Ratio Rank

PR1T.DE
PR1T.DE Risk / Return Rank: 55
Overall Rank
PR1T.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 44
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 77
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.

OM3M.DE vs. PR1T.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.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.


OM3M.DEPR1T.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.54

-0.44

-0.10

Sortino ratio

Return per unit of downside risk

-0.67

-0.56

-0.12

Omega ratio

Gain probability vs. loss probability

0.92

0.93

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.44

-0.42

-0.03

Martin ratio

Return relative to average drawdown

-0.69

-0.64

-0.05

OM3M.DE vs. PR1T.DE - Sharpe Ratio Comparison

The current OM3M.DE Sharpe Ratio is -0.54, which is comparable to the PR1T.DE Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of OM3M.DE and PR1T.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.


Loading graphics...

Sharpe Ratios by Period


OM3M.DEPR1T.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-0.44

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.45

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.01

+0.25

Correlation

The correlation between OM3M.DE and PR1T.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OM3M.DE vs. PR1T.DE - Dividend Comparison

OM3M.DE's dividend yield for the trailing twelve months is around 3.36%, while PR1T.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
3.36%3.78%3.19%2.59%1.31%0.83%1.81%2.08%
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%

Drawdowns

OM3M.DE vs. PR1T.DE - Drawdown Comparison

The maximum OM3M.DE drawdown since its inception was -13.79%, smaller than the maximum PR1T.DE drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for OM3M.DE and PR1T.DE.


Loading graphics...

Drawdown Indicators


OM3M.DEPR1T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-18.56%

+4.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-6.97%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-12.25%

-11.76%

-0.49%

Current Drawdown

Current decline from peak

-7.35%

-7.70%

+0.35%

Average Drawdown

Average peak-to-trough decline

-6.59%

-8.66%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

4.27%

+0.25%

Volatility

OM3M.DE vs. PR1T.DE - Volatility Comparison

iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) have volatilities of 1.92% and 2.02%, 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.


Loading graphics...

Volatility by Period


OM3M.DEPR1T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

2.02%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

4.09%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.97%

7.13%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

7.47%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

9.58%

-2.34%