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PR1T.L vs. IB01.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PR1T.L vs. IB01.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 iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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PR1T.L vs. IB01.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PR1T.L
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
0.82%4.22%5.20%4.83%0.61%0.09%-0.07%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.79%4.34%5.25%4.92%1.08%0.00%0.01%

Returns By Period

The year-to-date returns for both stocks are quite close, with PR1T.L having a 0.82% return and IB01.L slightly lower at 0.79%.


PR1T.L

1D
-0.03%
1M
0.25%
YTD
0.82%
6M
1.84%
1Y
4.03%
3Y*
4.63%
5Y*
3.12%
10Y*

IB01.L

1D
0.02%
1M
0.27%
YTD
0.79%
6M
1.84%
1Y
4.05%
3Y*
4.73%
5Y*
3.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PR1T.L vs. IB01.L - Expense Ratio Comparison

PR1T.L has a 0.05% expense ratio, which is lower than IB01.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%.


Return for Risk

PR1T.L vs. IB01.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

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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. IB01.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 iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.LIB01.LDifference

Sharpe ratio

Return per unit of total volatility

12.57

11.39

+1.18

Sortino ratio

Return per unit of downside risk

30.04

29.59

+0.45

Omega ratio

Gain probability vs. loss probability

8.50

7.65

+0.84

Calmar ratio

Return relative to maximum drawdown

62.06

46.66

+15.40

Martin ratio

Return relative to average drawdown

431.81

448.12

-16.30

PR1T.L vs. IB01.L - Sharpe Ratio Comparison

The current PR1T.L Sharpe Ratio is 12.57, which is comparable to the IB01.L Sharpe Ratio of 11.39. The chart below compares the historical Sharpe Ratios of PR1T.L and IB01.L, 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.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.57

11.39

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.04

8.89

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

7.29

3.72

+3.58

Correlation

The correlation between PR1T.L and IB01.L is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PR1T.L vs. IB01.L - Dividend Comparison

Neither PR1T.L nor IB01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PR1T.L vs. IB01.L - Drawdown Comparison

The maximum PR1T.L drawdown since its inception was -0.56%, smaller than the maximum IB01.L drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for PR1T.L and IB01.L.


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Drawdown Indicators


PR1T.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.56%

-0.91%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-0.09%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-0.56%

-0.29%

-0.27%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.08%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.01%

0.00%

Volatility

PR1T.L vs. IB01.L - Volatility Comparison

Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) have volatilities of 0.10% and 0.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PR1T.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.10%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

0.24%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

0.35%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.39%

0.37%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

0.72%

-0.33%