PR1T.DE vs. VUDP.F
PR1T.DE (Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both Government Bonds funds - PR1T.DE tracks the Solactive US Treasury 0-1 Year Bond Index while VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. At a correlation of -0.50, they often move in opposite directions. PR1T.DE charges 0.05%/yr vs 0.10%/yr for VUDP.F.
Performance
PR1T.DE vs. VUDP.F - 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 VUDP.F's -1.75% 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*
- —
VUDP.F
- 1D
- 0.10%
- 1M
- -0.36%
- YTD
- -1.75%
- 6M
- -1.87%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PR1T.DE vs. VUDP.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PR1T.DE Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 2.63% | -1.27% |
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing | -1.75% | 1.21% |
Correlation
The correlation between PR1T.DE and VUDP.F is -0.50, 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 Nov 7, 2025 | -0.50 |
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Return for Risk
PR1T.DE vs. VUDP.F — Risk / Return Rank
PR1T.DE
VUDP.F
PR1T.DE vs. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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 | VUDP.F | 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 | VUDP.F | 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 | -0.43 | +0.45 |
Drawdowns
PR1T.DE vs. VUDP.F - Drawdown Comparison
The maximum PR1T.DE drawdown since its inception was -18.56%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for PR1T.DE and VUDP.F.
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Drawdown Indicators
| PR1T.DE | VUDP.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.56% | -2.16% | -16.40% |
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% | -1.97% | -5.31% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -0.82% | -7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | — | — |
Volatility
PR1T.DE vs. VUDP.F - Volatility Comparison
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Volatility by Period
| PR1T.DE | VUDP.F | 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% | 2.34% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.46% | 2.34% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.48% | 2.34% | +7.14% |
PR1T.DE vs. VUDP.F - Expense Ratio Comparison
PR1T.DE has a 0.05% expense ratio, which is lower than VUDP.F'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. VUDP.F - Dividend Comparison
Neither PR1T.DE nor VUDP.F has paid dividends to shareholders.
Frequently Asked Questions
PR1T.DE and VUDP.F have a correlation of -0.50, 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 VUDP.F.
PR1T.DE tracks Solactive US Treasury 0-1 Year Bond Index, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.05% for PR1T.DE and 0.10% for VUDP.F.
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