PortfoliosLab logoPortfoliosLab logo
PR1T.L vs. BBLL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR1T.L vs. BBLL.L - 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.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

PR1T.L is traded in USD, while BBLL.L is traded in GBP. To make them comparable, the BBLL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with PR1T.L having a 1.46% return and BBLL.L slightly lower at 1.39%.


PR1T.L

1D
0.06%
1M
0.28%
YTD
1.46%
6M
1.75%
1Y
3.94%
3Y*
4.66%
5Y*
3.24%
10Y*

BBLL.L

1D
0.10%
1M
0.42%
YTD
1.39%
6M
1.90%
1Y
3.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PR1T.L vs. BBLL.L - Yearly Performance Comparison


Correlation

The correlation between PR1T.L and BBLL.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PR1T.L vs. BBLL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PR1T.L
PR1T.L Risk / Return Rank: 100100
Overall Rank
PR1T.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PR1T.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
PR1T.L Omega Ratio Rank: 100100
Omega Ratio Rank
PR1T.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
PR1T.L Martin Ratio Rank: 100100
Martin Ratio Rank

BBLL.L
BBLL.L Risk / Return Rank: 2222
Overall Rank
BBLL.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BBLL.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
BBLL.L Omega Ratio Rank: 2121
Omega Ratio Rank
BBLL.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
BBLL.L Martin Ratio Rank: 2323
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.L vs. BBLL.L - 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.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L). 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.LBBLL.LDifference
Sharpe ratioReturn per unit of total volatility

+12.00

Sortino ratioReturn per unit of downside risk

+34.97

Omega ratioGain probability vs. loss probability

9.54

1.17

+8.37

Calmar ratioReturn relative to maximum drawdown

68.61

4.46

+64.15

Martin ratioReturn relative to average drawdown

521.85

13.72

+508.13

PR1T.L vs. BBLL.L - Sharpe Ratio Comparison

The current PR1T.L Sharpe Ratio is 12.95, which is higher than the BBLL.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of PR1T.L and BBLL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PR1T.LBBLL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.95

0.95

+12.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.38

Sharpe Ratio (All Time)

Calculated using the full available price history

7.41

0.85

+6.56

Drawdowns

PR1T.L vs. BBLL.L - Drawdown Comparison

The maximum PR1T.L drawdown since its inception was -0.56%, smaller than the maximum BBLL.L drawdown of -0.88%. Use the drawdown chart below to compare losses from any high point for PR1T.L and BBLL.L.


Loading charts...

Drawdown Indicators


PR1T.LBBLL.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.56%

-0.88%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-0.88%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-0.56%

Current Drawdown

Current decline from peak

0.00%

-0.17%

+0.17%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.23%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.29%

-0.28%

Volatility

PR1T.L vs. BBLL.L - Volatility Comparison

The current volatility for Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) is 0.09%, while JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L) has a volatility of 1.41%. This indicates that PR1T.L experiences smaller price fluctuations and is considered to be less risky than BBLL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PR1T.LBBLL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

1.41%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

3.50%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

0.30%

4.15%

-3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.39%

4.21%

-3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.38%

4.21%

-3.83%

PR1T.L vs. BBLL.L - Expense Ratio Comparison

PR1T.L has a 0.05% expense ratio, which is lower than BBLL.L'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.L vs. BBLL.L - Dividend Comparison

Neither PR1T.L nor BBLL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PR1T.L and BBLL.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1T.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1T.L is cheaper with a 0.05% expense ratio, compared with 0.07% for BBLL.L.

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

Portfolio Optimizer

Find the right allocation for PR1T.L and BBLL.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer