PR1S.DE vs. VGTY.DE

Last updated Jun 5, 2026

PR1S.DE (Amundi Prime US Treasury UCITS ETF DR (D)) and VGTY.DE (Vanguard USD Treasury Bond UCITS ETF Distributing) are both Government Bonds funds - PR1S.DE tracks the Solactive US Treasury Bond while VGTY.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 5 years, PR1S.DE returned 0.57%/yr vs 0.20%/yr for VGTY.DE. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.05% expense ratio.

Performance

PR1S.DE vs. VGTY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime US Treasury UCITS ETF DR (D) (PR1S.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PR1S.DE achieves a 1.04% return, which is significantly higher than VGTY.DE's 0.80% return.

PR1S.DE

• 1D: 0.07%
• 1M: 0.83%
• YTD: 1.04%
• 6M: 0.32%
• 1Y: 1.64%
• 3Y*: 0.10%
• 5Y*: 0.57%
• 10Y*: —

VGTY.DE

• 1D: 0.08%
• 1M: 0.76%
• YTD: 0.80%
• 6M: 0.01%
• 1Y: 1.03%
• 3Y*: -0.33%
• 5Y*: 0.20%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PR1S.DE vs. VGTY.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PR1S.DE Amundi Prime US Treasury UCITS ETF DR (D)	1.04%	-5.53%	6.59%	0.45%	-6.79%	5.94%	-1.86%	-4.76%
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing	0.80%	-5.99%	6.16%	0.04%	-6.98%	5.64%	-2.09%	8.35%

Correlation

The correlation between PR1S.DE and VGTY.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	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019	0.91

The correlation between PR1S.DE and VGTY.DE has been stable across timeframes, ranging from 0.91 to 0.99 - a consistent structural relationship.

Return for Risk

PR1S.DE vs. VGTY.DE — Risk / Return Rank

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

PR1S.DE

PR1S.DE Risk / Return Rank: 13
PR1S.DE Sharpe Ratio Rank: 14
PR1S.DE Sortino Ratio Rank: 12
PR1S.DE Omega Ratio Rank: 12
PR1S.DE Calmar Ratio Rank: 14
PR1S.DE Martin Ratio Rank: 14

VGTY.DE

VGTY.DE Risk / Return Rank: 12
VGTY.DE Sharpe Ratio Rank: 12
VGTY.DE Sortino Ratio Rank: 11
VGTY.DE Omega Ratio Rank: 11
VGTY.DE Calmar Ratio Rank: 12
VGTY.DE Martin Ratio Rank: 12

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.

PR1S.DE vs. VGTY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Treasury UCITS ETF DR (D) (PR1S.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.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.

	PR1S.DE	VGTY.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.30	0.19	+0.11
Sortino ratio: Return per unit of downside risk	0.46	0.31	+0.16
Omega ratio: Gain probability vs. loss probability	1.05	1.04	+0.02
Calmar ratio: Return relative to maximum drawdown	0.40	0.25	+0.15
Martin ratio: Return relative to average drawdown	1.01	0.62	+0.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PR1S.DE vs. VGTY.DE - Sharpe Ratio Comparison

The current PR1S.DE Sharpe Ratio is 0.30, which is higher than the VGTY.DE Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of PR1S.DE and VGTY.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.

Sharpe Ratios by Period

	PR1S.DE	VGTY.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	0.19	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.02	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.13	-0.22

Drawdowns

PR1S.DE vs. VGTY.DE - Drawdown Comparison

The maximum PR1S.DE drawdown since its inception was -17.15%, roughly equal to the maximum VGTY.DE drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for PR1S.DE and VGTY.DE.

Drawdown Indicators

	PR1S.DE	VGTY.DE	Difference
Max Drawdown Largest peak-to-trough decline	-17.15%	-17.97%	+0.82%
Max Drawdown (1Y) Largest decline over 1 year	-4.05%	-4.08%	+0.03%
Max Drawdown (3Y) Largest decline over 3 years	-11.04%	-11.23%	+0.19%
Max Drawdown (5Y) Largest decline over 5 years	-12.84%	-13.16%	+0.32%
Current Drawdown Current decline from peak	-12.54%	-14.45%	+1.91%
Average Drawdown Average peak-to-trough decline	-10.33%	-9.48%	-0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	1.67%	-0.05%

Volatility

PR1S.DE vs. VGTY.DE - Volatility Comparison

Amundi Prime US Treasury UCITS ETF DR (D) (PR1S.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) have volatilities of 0.86% and 0.85%, 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.

Volatility by Period

	PR1S.DE	VGTY.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.86%	0.85%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	3.80%	3.73%	+0.07%
Volatility (1Y) Calculated over the trailing 1-year period	5.49%	5.44%	+0.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.02%	7.99%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.93%	7.63%	+1.30%

PR1S.DE vs. VGTY.DE - Expense Ratio Comparison

Both PR1S.DE and VGTY.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

PR1S.DE vs. VGTY.DE - Dividend Comparison

PR1S.DE's dividend yield for the trailing twelve months is around 3.19%, less than VGTY.DE's 3.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PR1S.DE Amundi Prime US Treasury UCITS ETF DR (D)	3.19%	3.22%	2.83%	2.36%	1.91%	1.73%	2.14%	1.50%	0.00%	0.00%
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing	3.65%	3.99%	3.65%	3.21%	2.05%	0.99%	1.48%	2.10%	1.94%	0.26%

Frequently Asked Questions

Can I hold both PR1S.DE and VGTY.DE in my portfolio?

With a correlation of 0.99, PR1S.DE and VGTY.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.

Which ETF is better, PR1S.DE or VGTY.DE?

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PR1S.DE or VGTY.DE?

PR1S.DE and VGTY.DE have the same expense ratio: 0.05% per year.

What is the main difference between PR1S.DE and VGTY.DE?

PR1S.DE tracks Solactive US Treasury Bond, while VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: Amundi and Vanguard.