PR1T.L vs. IDTL.L

Last updated Jun 5, 2026

PR1T.L (Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)) and IDTL.L (iShares Treasury Bond 20+ UCITS) are both Government Bonds funds - PR1T.L tracks the Solactive US Treasury 0-1 Year Bond Index while IDTL.L tracks the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 5 years, PR1T.L returned 3.24%/yr vs -6.07%/yr for IDTL.L. At a 0.19 correlation, their price movements are largely independent. PR1T.L charges 0.05%/yr vs 0.07%/yr for IDTL.L.

Performance

PR1T.L vs. IDTL.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 Treasury Bond 20+ UCITS (IDTL.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PR1T.L achieves a 1.46% return, which is significantly higher than IDTL.L's -1.14% return.

PR1T.L

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

IDTL.L

• 1D: 0.36%
• 1M: 0.66%
• YTD: -1.14%
• 6M: -1.07%
• 1Y: 3.86%
• 3Y*: -1.56%
• 5Y*: -6.07%
• 10Y*: -1.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PR1T.L Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)	1.46%	4.22%	5.20%	4.83%	0.61%	0.09%	-0.07%
IDTL.L iShares Treasury Bond 20+ UCITS	-1.14%	4.67%	-7.18%	2.22%	-30.42%	-4.71%	-3.51%

Correlation

The correlation between PR1T.L and IDTL.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since Sep 23, 2020	0.19

Return for Risk

PR1T.L vs. IDTL.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: 100
PR1T.L Sharpe Ratio Rank: 100
PR1T.L Sortino Ratio Rank: 100
PR1T.L Omega Ratio Rank: 100
PR1T.L Calmar Ratio Rank: 100
PR1T.L Martin Ratio Rank: 100

IDTL.L

IDTL.L Risk / Return Rank: 15
IDTL.L Sharpe Ratio Rank: 15
IDTL.L Sortino Ratio Rank: 14
IDTL.L Omega Ratio Rank: 14
IDTL.L Calmar Ratio Rank: 15
IDTL.L Martin Ratio Rank: 15

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. IDTL.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 Treasury Bond 20+ UCITS (IDTL.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.L	IDTL.L	Difference
Sharpe ratio: Return per unit of total volatility	12.95	0.39	+12.56
Sortino ratio: Return per unit of downside risk	36.41	0.63	+35.78
Omega ratio: Gain probability vs. loss probability	9.54	1.07	+8.47
Calmar ratio: Return relative to maximum drawdown	68.61	0.50	+68.10
Martin ratio: Return relative to average drawdown	521.85	1.27	+520.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current PR1T.L Sharpe Ratio is 12.95, which is higher than the IDTL.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of PR1T.L and IDTL.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.

Sharpe Ratios by Period

	PR1T.L	IDTL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	12.95	0.39	+12.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	8.38	-0.40	+8.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	7.41	-0.08	+7.49

Drawdowns

PR1T.L vs. IDTL.L - Drawdown Comparison

The maximum PR1T.L drawdown since its inception was -0.56%, smaller than the maximum IDTL.L drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for PR1T.L and IDTL.L.

Drawdown Indicators

	PR1T.L	IDTL.L	Difference
Max Drawdown Largest peak-to-trough decline	-0.56%	-48.31%	+47.75%
Max Drawdown (1Y) Largest decline over 1 year	-0.06%	-7.62%	+7.56%
Max Drawdown (3Y) Largest decline over 3 years	-0.06%	-18.49%	+18.43%
Max Drawdown (5Y) Largest decline over 5 years	-0.56%	-42.95%	+42.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.31%	—
Current Drawdown Current decline from peak	0.00%	-40.36%	+40.36%
Average Drawdown Average peak-to-trough decline	-0.05%	-20.41%	+20.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	3.03%	-3.02%

Volatility

PR1T.L vs. IDTL.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 iShares Treasury Bond 20+ UCITS (IDTL.L) has a volatility of 3.32%. This indicates that PR1T.L experiences smaller price fluctuations and is considered to be less risky than IDTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PR1T.L	IDTL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.09%	3.32%	-3.23%
Volatility (6M) Calculated over the trailing 6-month period	0.21%	6.59%	-6.38%
Volatility (1Y) Calculated over the trailing 1-year period	0.30%	9.89%	-9.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.39%	14.99%	-14.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.38%	14.61%	-14.23%

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

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

PR1T.L has not paid dividends to shareholders, while IDTL.L's dividend yield for the trailing twelve months is around 4.36%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDTL.L iShares Treasury Bond 20+ UCITS	4.36%	4.31%	4.65%	3.79%	3.01%	1.74%	1.76%	2.49%	2.79%	2.60%	2.63%	2.14%
PR1T.L 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%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PR1T.L and IDTL.L in my portfolio?

PR1T.L and IDTL.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PR1T.L or IDTL.L?

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.

Which ETF is cheaper, PR1T.L or IDTL.L?

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

What is the main difference between PR1T.L and IDTL.L?

PR1T.L tracks Solactive US Treasury 0-1 Year Bond Index, while IDTL.L tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PR1T.L and 0.07% for IDTL.L.