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PR1T.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR1T.DE vs. BBLL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PR1T.DE having a 2.63% return and BBLL.DE slightly higher at 2.66%.


PR1T.DE

1D
-0.11%
1M
1.38%
YTD
2.63%
6M
1.84%
1Y
2.33%
3Y*
1.83%
5Y*
4.19%
10Y*

BBLL.DE

1D
-0.11%
1M
1.43%
YTD
2.66%
6M
1.86%
1Y
2.34%
3Y*
1.85%
5Y*
4.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
2.63%-7.38%11.28%1.27%6.78%8.43%-18.52%
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
2.66%-7.37%11.29%1.32%7.29%8.35%-8.01%

Correlation

The correlation between PR1T.DE and BBLL.DE is 1.00 - 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

1.00

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2020

0.96

The correlation between PR1T.DE and BBLL.DE has been stable across timeframes, ranging from 0.96 to 1.00 - a consistent structural relationship.

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Return for Risk

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

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

PR1T.DE
PR1T.DE Risk / Return Rank: 1515
Overall Rank
PR1T.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 1313
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 1616
Martin Ratio Rank

BBLL.DE
BBLL.DE Risk / Return Rank: 1515
Overall Rank
BBLL.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 1313
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 1515
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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.


PR1T.DEBBLL.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.06

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.62

0.62

0.00

Martin ratioReturn relative to average drawdown

1.32

1.30

+0.02

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

The current PR1T.DE Sharpe Ratio is 0.35, which is comparable to the BBLL.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of PR1T.DE and BBLL.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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Sharpe Ratios by Period


PR1T.DEBBLL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.34

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.57

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.29

-0.28

Drawdowns

PR1T.DE vs. BBLL.DE - Drawdown Comparison

The maximum PR1T.DE drawdown since its inception was -18.56%, which is greater than BBLL.DE's maximum drawdown of -13.03%. Use the drawdown chart below to compare losses from any high point for PR1T.DE and BBLL.DE.


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Drawdown Indicators


PR1T.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.56%

-13.03%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-3.38%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-11.71%

-11.65%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-11.76%

-11.65%

-0.11%

Current Drawdown

Current decline from peak

-7.28%

-7.22%

-0.06%

Average Drawdown

Average peak-to-trough decline

-8.64%

-6.14%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.61%

-0.01%

Volatility

PR1T.DE vs. BBLL.DE - Volatility Comparison

Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) have volatilities of 1.31% and 1.28%, 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.


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Volatility by Period


PR1T.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.28%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

4.12%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

6.07%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.46%

7.46%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.48%

7.22%

+2.26%

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

PR1T.DE has a 0.05% expense ratio, which is lower than BBLL.DE's 0.07% 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

PR1T.DE vs. BBLL.DE - Dividend Comparison

Neither PR1T.DE nor BBLL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, PR1T.DE and BBLL.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.

On fees, PR1T.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1T.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for BBLL.DE.

PR1T.DE tracks Solactive US Treasury 0-1 Year Bond Index, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.05% for PR1T.DE and 0.07% for BBLL.DE.

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