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

Performance

PR1H.DE vs. IUSU.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 $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020
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%
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%

Returns By Period

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


PR1H.DE

1D
0.02%
1M
0.04%
YTD
0.33%
6M
0.80%
1Y
1.71%
3Y*
2.70%
5Y*
1.32%
10Y*

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%
*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.


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

Both PR1H.DE and IUSU.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

PR1H.DE vs. IUSU.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: 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

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
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. IUSU.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 $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.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.


PR1H.DEIUSU.DEDifference

Sharpe ratio

Return per unit of total volatility

4.05

-0.59

+4.65

Sortino ratio

Return per unit of downside risk

6.59

-0.75

+7.34

Omega ratio

Gain probability vs. loss probability

1.96

0.91

+1.05

Calmar ratio

Return relative to maximum drawdown

15.13

-0.52

+15.65

Martin ratio

Return relative to average drawdown

82.58

-0.78

+83.36

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

The current PR1H.DE Sharpe Ratio is 4.05, which is higher than the IUSU.DE Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of PR1H.DE and IUSU.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


PR1H.DEIUSU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.05

-0.59

+4.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.46

0.25

+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

1.19

0.20

+0.99

Correlation

The correlation between PR1H.DE and IUSU.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

PR1H.DE vs. IUSU.DE - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

PR1H.DE vs. IUSU.DE - Drawdown Comparison

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


Loading graphics...

Drawdown Indicators


PR1H.DEIUSU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-2.84%

-19.29%

+16.45%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

-6.97%

+6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-2.32%

-12.54%

+10.22%

Max Drawdown (10Y)

Largest decline over 10 years

-16.83%

Current Drawdown

Current decline from peak

-0.04%

-7.77%

+7.73%

Average Drawdown

Average peak-to-trough decline

-0.78%

-7.43%

+6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

4.50%

-4.48%

Volatility

PR1H.DE vs. IUSU.DE - Volatility Comparison

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


Loading graphics...

Volatility by Period


PR1H.DEIUSU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

2.03%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

0.27%

3.97%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

0.42%

6.80%

-6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.89%

7.21%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.89%

6.96%

-6.07%