PR1T.DE vs. VUDY.DE
PR1T.DE (Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - PR1T.DE tracks the Solactive US Treasury 0-1 Year Bond Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. With a 0.97 correlation, they move nearly in lockstep. Both charge a 0.05% expense ratio.
Performance
PR1T.DE vs. VUDY.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 VUDY.DE's 1.50% return.
PR1T.DE
- 1D
- -0.11%
- 1M
- 1.38%
- YTD
- 2.63%
- 6M
- 1.84%
- 1Y
- 2.33%
- 3Y*
- 1.83%
- 5Y*
- 4.19%
- 10Y*
- —
VUDY.DE
- 1D
- -0.04%
- 1M
- 1.05%
- YTD
- 1.50%
- 6M
- 0.79%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PR1T.DE vs. VUDY.DE - 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% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.50% | -1.28% |
Correlation
The correlation between PR1T.DE and VUDY.DE is 0.97 - 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 (All Time) Calculated using the full available price history since Nov 7, 2025 | 0.97 |
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Return for Risk
PR1T.DE vs. VUDY.DE — Risk / Return Rank
PR1T.DE
VUDY.DE
PR1T.DE vs. VUDY.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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.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 | VUDY.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 | VUDY.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 | 0.07 | -0.05 |
Drawdowns
PR1T.DE vs. VUDY.DE - Drawdown Comparison
The maximum PR1T.DE drawdown since its inception was -18.56%, which is greater than VUDY.DE's maximum drawdown of -3.65%. Use the drawdown chart below to compare losses from any high point for PR1T.DE and VUDY.DE.
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Drawdown Indicators
| PR1T.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.56% | -3.65% | -14.91% |
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% | -1.43% | -5.85% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -1.51% | -7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | — | — |
Volatility
PR1T.DE vs. VUDY.DE - Volatility Comparison
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Volatility by Period
| PR1T.DE | VUDY.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% | 5.20% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.46% | 5.20% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.48% | 5.20% | +4.28% |
PR1T.DE vs. VUDY.DE - Expense Ratio Comparison
Both PR1T.DE and VUDY.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
PR1T.DE vs. VUDY.DE - Dividend Comparison
PR1T.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 1.63%.
| Position | TTM | 2025 |
|---|---|---|
PR1T.DE Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 0.00% | 0.00% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.63% | 0.37% |
Frequently Asked Questions
With a correlation of 0.97, PR1T.DE and VUDY.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.
Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
PR1T.DE and VUDY.DE have the same expense ratio: 0.05% per year.
PR1T.DE tracks Solactive US Treasury 0-1 Year Bond Index, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: Amundi and Vanguard.
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