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PR1T.DE vs. TRD7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PR1T.DE vs. TRD7.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 Invesco US Treasury Bond 3-7 Year UCITS ETF A (TRD7.DE). The values are adjusted to include any dividend payments, if applicable.

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PR1T.DE vs. TRD7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
2.16%-7.38%11.28%1.27%6.78%8.43%-18.52%
TRD7.DE
Invesco US Treasury Bond 3-7 Year UCITS ETF A
1.47%-5.07%9.77%4.23%-2.71%6.61%-7.71%

Returns By Period

In the year-to-date period, PR1T.DE achieves a 2.16% return, which is significantly higher than TRD7.DE's 1.47% return.


PR1T.DE

1D
-0.72%
1M
0.89%
YTD
2.16%
6M
2.91%
1Y
-3.18%
3Y*
2.37%
5Y*
3.40%
10Y*

TRD7.DE

1D
-0.30%
1M
-0.15%
YTD
1.47%
6M
2.09%
1Y
-3.48%
3Y*
2.84%
5Y*
2.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PR1T.DE vs. TRD7.DE - Expense Ratio Comparison

PR1T.DE has a 0.05% expense ratio, which is lower than TRD7.DE's 0.06% 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%.


Return for Risk

PR1T.DE vs. TRD7.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: 55
Overall Rank
PR1T.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 44
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 77
Martin Ratio Rank

TRD7.DE
TRD7.DE Risk / Return Rank: 55
Overall Rank
TRD7.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TRD7.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
TRD7.DE Omega Ratio Rank: 44
Omega Ratio Rank
TRD7.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
TRD7.DE Martin Ratio Rank: 77
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. TRD7.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 Invesco US Treasury Bond 3-7 Year UCITS ETF A (TRD7.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.DETRD7.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.44

-0.50

+0.05

Sortino ratio

Return per unit of downside risk

-0.56

-0.61

+0.06

Omega ratio

Gain probability vs. loss probability

0.93

0.92

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.42

-0.40

-0.02

Martin ratio

Return relative to average drawdown

-0.64

-0.63

-0.01

PR1T.DE vs. TRD7.DE - Sharpe Ratio Comparison

The current PR1T.DE Sharpe Ratio is -0.44, which is comparable to the TRD7.DE Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of PR1T.DE and TRD7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PR1T.DETRD7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

-0.50

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.28

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.36

-0.35

Correlation

The correlation between PR1T.DE and TRD7.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PR1T.DE vs. TRD7.DE - Dividend Comparison

PR1T.DE has not paid dividends to shareholders, while TRD7.DE's dividend yield for the trailing twelve months is around 3.52%.


TTM2025202420232022202120202019
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%
TRD7.DE
Invesco US Treasury Bond 3-7 Year UCITS ETF A
3.52%3.67%5.86%7.13%2.92%1.54%2.59%3.26%

Drawdowns

PR1T.DE vs. TRD7.DE - Drawdown Comparison

The maximum PR1T.DE drawdown since its inception was -18.56%, which is greater than TRD7.DE's maximum drawdown of -12.09%. Use the drawdown chart below to compare losses from any high point for PR1T.DE and TRD7.DE.


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Drawdown Indicators


PR1T.DETRD7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.56%

-12.09%

-6.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.97%

-7.20%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-11.76%

-10.30%

-1.46%

Current Drawdown

Current decline from peak

-7.70%

-6.19%

-1.51%

Average Drawdown

Average peak-to-trough decline

-8.66%

-5.12%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

4.57%

-0.30%

Volatility

PR1T.DE vs. TRD7.DE - Volatility Comparison

Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) has a higher volatility of 2.02% compared to Invesco US Treasury Bond 3-7 Year UCITS ETF A (TRD7.DE) at 1.62%. This indicates that PR1T.DE's price experiences larger fluctuations and is considered to be riskier than TRD7.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.DETRD7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

1.62%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

4.09%

3.89%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

7.13%

7.01%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

7.70%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.58%

7.37%

+2.21%