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PR1H.DE vs. IU0E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR1H.DE vs. IU0E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.DE) and iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PR1H.DE achieves a 0.90% return, which is significantly higher than IU0E.DE's 0.56% return.


PR1H.DE

1D
0.00%
1M
0.19%
6M
0.85%
YTD
0.90%
1Y
1.86%
3Y*
2.71%
5Y*
1.47%
10Y*

IU0E.DE

1D
0.00%
1M
-0.00%
6M
0.56%
YTD
0.56%
1Y
2.07%
3Y*
3.27%
5Y*
1.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PR1H.DE vs. IU0E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PR1H.DE
Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc
0.90%2.07%3.49%2.77%-1.36%-0.95%-0.15%
IU0E.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc)
0.56%3.05%3.56%3.27%-4.30%-0.97%-0.19%

Correlation

The correlation between PR1H.DE and IU0E.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

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

-0.04

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2020

0.08

The correlation between PR1H.DE and IU0E.DE shifts across timeframes, from -0.04 (3 years) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PR1H.DE vs. IU0E.DE — Risk / Return Rank

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

PR1H.DE
PR1H.DE Risk / Return Rank: 9797
Overall Rank
PR1H.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PR1H.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
PR1H.DE Omega Ratio Rank: 9797
Omega Ratio Rank
PR1H.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
PR1H.DE Martin Ratio Rank: 9898
Martin Ratio Rank

IU0E.DE
IU0E.DE Risk / Return Rank: 4747
Overall Rank
IU0E.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IU0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IU0E.DE Omega Ratio Rank: 4141
Omega Ratio Rank
IU0E.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
IU0E.DE Martin Ratio Rank: 6060
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.

PR1H.DE vs. IU0E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.DE) and iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.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.


PR1H.DEIU0E.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.07

Sortino ratioReturn per unit of downside risk

+3.28

Omega ratioGain probability vs. loss probability

1.87

1.23

+0.64

Calmar ratioReturn relative to maximum drawdown

9.81

2.80

+7.01

Martin ratioReturn relative to average drawdown

58.02

8.55

+49.47

PR1H.DE vs. IU0E.DE - Sharpe Ratio Comparison

The current PR1H.DE Sharpe Ratio is 3.10, which is higher than the IU0E.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of PR1H.DE and IU0E.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

PR1H.DE vs. IU0E.DE - Drawdown Comparison

The maximum PR1H.DE drawdown since its inception was -2.85%, smaller than the maximum IU0E.DE drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for PR1H.DE and IU0E.DE.


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Drawdown Indicators


PR1H.DEIU0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-2.85%

-8.40%

+5.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.19%

-0.74%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-0.75%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-2.11%

-6.01%

+3.90%

Current Drawdown

Current decline from peak

-0.00%

-0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.74%

-1.61%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.24%

-0.21%

Volatility

PR1H.DE vs. IU0E.DE - Volatility Comparison

The current volatility for Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.DE) is 0.17%, while iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) has a volatility of 0.53%. This indicates that PR1H.DE experiences smaller price fluctuations and is considered to be less risky than IU0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PR1H.DEIU0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

0.53%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

1.40%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

0.60%

2.00%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.96%

2.23%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.94%

3.09%

-2.15%

PR1H.DE vs. IU0E.DE - Expense Ratio Comparison

PR1H.DE has a 0.07% expense ratio, which is lower than IU0E.DE's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PR1H.DE vs. IU0E.DE - Dividend Comparison

Neither PR1H.DE nor IU0E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PR1H.DE and IU0E.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1H.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1H.DE is cheaper with a 0.07% expense ratio, compared with 0.17% for IU0E.DE.

They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for PR1H.DE and 0.17% for IU0E.DE.

Portfolio Optimizer

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