PR1T.DE vs. CEMF.DE
PR1T.DE (Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)) and CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) are both Government Bonds funds - PR1T.DE tracks the Solactive US Treasury 0-1 Year Bond Index while CEMF.DE tracks the ICE US Treasury 7-10 Year (EUR Hedged) Index. Both are passively managed. At a correlation of -0.42, they often move in opposite directions. PR1T.DE charges 0.05%/yr vs 0.10%/yr for CEMF.DE.
Performance
PR1T.DE vs. CEMF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PR1T.DE achieves a 2.63% return, which is significantly higher than CEMF.DE's -1.42% return.
PR1T.DE
- 1D
- -0.11%
- 1M
- 0.98%
- YTD
- 2.63%
- 6M
- 2.04%
- 1Y
- 2.12%
- 3Y*
- 1.83%
- 5Y*
- 4.19%
- 10Y*
- —
CEMF.DE
- 1D
- 0.28%
- 1M
- -0.19%
- YTD
- -1.42%
- 6M
- -1.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PR1T.DE vs. CEMF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PR1T.DE Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 2.63% | -0.11% |
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -1.42% | 2.59% |
Correlation
The correlation between PR1T.DE and CEMF.DE is -0.42, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | -0.42 |
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Return for Risk
PR1T.DE vs. CEMF.DE — Risk / Return Rank
PR1T.DE
CEMF.DE
PR1T.DE vs. CEMF.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 iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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.DE | CEMF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | — | — |
| Martin ratioReturn relative to average drawdown | 1.32 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PR1T.DE | CEMF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.29 | -0.27 |
Drawdowns
PR1T.DE vs. CEMF.DE - Drawdown Comparison
The maximum PR1T.DE drawdown since its inception was -18.56%, which is greater than CEMF.DE's maximum drawdown of -4.45%. Use the drawdown chart below to compare losses from any high point for PR1T.DE and CEMF.DE.
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Drawdown Indicators
| PR1T.DE | CEMF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.56% | -4.45% | -14.11% |
Max Drawdown (1Y)Largest decline over 1 year | -3.39% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -11.76% | — | — |
Current DrawdownCurrent decline from peak | -7.28% | -2.97% | -4.31% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -1.20% | -7.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | — | — |
Volatility
PR1T.DE vs. CEMF.DE - Volatility Comparison
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Volatility by Period
| PR1T.DE | CEMF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.10% | 4.62% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.46% | 4.62% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.48% | 4.62% | +4.86% |
PR1T.DE vs. CEMF.DE - Expense Ratio Comparison
PR1T.DE has a 0.05% expense ratio, which is lower than CEMF.DE'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
PR1T.DE vs. CEMF.DE - Dividend Comparison
Neither PR1T.DE nor CEMF.DE has paid dividends to shareholders.
Frequently Asked Questions
PR1T.DE and CEMF.DE have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.10% for CEMF.DE.
PR1T.DE tracks Solactive US Treasury 0-1 Year Bond Index, while CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PR1T.DE and 0.10% for CEMF.DE.
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