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PR1H.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR1H.DE vs. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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 0.69% return, which is significantly higher than VUDP.F's -1.75% return.


PR1H.DE

1D
-0.01%
1M
0.13%
YTD
0.69%
6M
0.84%
1Y
1.74%
3Y*
2.76%
5Y*
1.41%
10Y*

VUDP.F

1D
0.10%
1M
-0.36%
YTD
-1.75%
6M
-1.87%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PR1H.DE vs. VUDP.F - Yearly Performance Comparison


Correlation

The correlation between PR1H.DE and VUDP.F is 0.08, 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 (All Time)
Calculated using the full available price history since Nov 7, 2025

0.08

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Return for Risk

PR1H.DE vs. VUDP.F — 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: 9797
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

VUDP.F
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. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.86

Calmar ratioReturn relative to maximum drawdown

14.80

Martin ratioReturn relative to average drawdown

68.95

PR1H.DE vs. VUDP.F - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PR1H.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

-0.43

+1.67

Drawdowns

PR1H.DE vs. VUDP.F - Drawdown Comparison

The maximum PR1H.DE drawdown since its inception was -2.84%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for PR1H.DE and VUDP.F.


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Drawdown Indicators


PR1H.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-2.84%

-2.16%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-2.22%

Current Drawdown

Current decline from peak

-0.01%

-1.97%

+1.96%

Average Drawdown

Average peak-to-trough decline

-0.76%

-0.82%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

Volatility

PR1H.DE vs. VUDP.F - Volatility Comparison


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Volatility by Period


PR1H.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

Volatility (6M)

Calculated over the trailing 6-month period

0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

0.45%

2.34%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.90%

2.34%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.89%

2.34%

-1.45%

PR1H.DE vs. VUDP.F - Expense Ratio Comparison

PR1H.DE has a 0.07% expense ratio, which is lower than VUDP.F's 0.10% 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. VUDP.F - Dividend Comparison

Neither PR1H.DE nor VUDP.F has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PR1H.DE and VUDP.F have a correlation of 0.08, 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 0.10% for VUDP.F.

PR1H.DE is categorized as Short-Term Bond, while VUDP.F is Government Bonds. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.07% for PR1H.DE and 0.10% for VUDP.F.

Portfolio Optimizer

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