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

Performance

PR1T.DE vs. IBCC.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 iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.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 stocks are quite close, with PR1T.DE having a 4.68% return and IBCC.DE slightly lower at 4.60%.


PR1T.DE

1D
0.00%
1M
1.70%
6M
3.65%
YTD
4.68%
1Y
5.34%
3Y*
3.99%
5Y*
3.98%
10Y*

IBCC.DE

1D
0.00%
1M
1.63%
6M
3.63%
YTD
4.60%
1Y
5.34%
3Y*
4.08%
5Y*
4.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
4.68%-7.38%11.28%1.27%6.78%8.43%-6.80%
IBCC.DE
iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.60%-7.23%11.42%1.23%7.25%8.42%-6.87%

Correlation

The correlation between PR1T.DE and IBCC.DE is 0.95 - 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

0.95

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2020

0.93

The correlation between PR1T.DE and IBCC.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

PR1T.DE vs. IBCC.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: 3030
Overall Rank
PR1T.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 2626
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 3232
Martin Ratio Rank

IBCC.DE
IBCC.DE Risk / Return Rank: 3030
Overall Rank
IBCC.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IBCC.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBCC.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IBCC.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IBCC.DE Martin Ratio Rank: 3131
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. IBCC.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 0-1yr UCITS ETF USD (Dist) (IBCC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.15

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

1.58

1.64

-0.06

Martin ratioReturn relative to average drawdown

3.75

3.74

+0.01

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

The current PR1T.DE Sharpe Ratio is 0.89, which is comparable to the IBCC.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PR1T.DE and IBCC.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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Drawdowns

PR1T.DE vs. IBCC.DE - Drawdown Comparison

The maximum PR1T.DE drawdown since its inception was -11.76%, smaller than the maximum IBCC.DE drawdown of -16.17%. Use the drawdown chart below to compare losses from any high point for PR1T.DE and IBCC.DE.


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Drawdown Indicators


PR1T.DEIBCC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.76%

-16.17%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-3.24%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-11.71%

-11.59%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-11.76%

-11.69%

-0.07%

Current Drawdown

Current decline from peak

-5.42%

-5.33%

-0.09%

Average Drawdown

Average peak-to-trough decline

-5.20%

-7.97%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.43%

0.00%

Volatility

PR1T.DE vs. IBCC.DE - Volatility Comparison

The current volatility for Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) is 1.51%, while iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.DE) has a volatility of 1.78%. This indicates that PR1T.DE experiences smaller price fluctuations and is considered to be less risky than IBCC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PR1T.DEIBCC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.78%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

4.35%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

6.24%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

7.57%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

8.41%

-1.17%

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

PR1T.DE has a 0.05% expense ratio, which is lower than IBCC.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. IBCC.DE - Dividend Comparison

PR1T.DE has not paid dividends to shareholders, while IBCC.DE's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM2025202420232022202120202019
IBCC.DE
iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist)
3.99%4.63%6.49%4.14%0.47%0.09%1.39%1.22%
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, PR1T.DE and IBCC.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 IBCC.DE.

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

Portfolio Optimizer

Find the right allocation for PR1T.DE and IBCC.DE

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