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

Performance

PR1T.L vs. VDTY.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 Vanguard USD Treasury Bond UCITS ETF (VDTY.L). The values are adjusted to include any dividend payments, if applicable.

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PR1T.L vs. VDTY.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%
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
-0.30%6.26%1.10%3.77%-12.32%-2.40%-0.96%

Returns By Period

In the year-to-date period, PR1T.L achieves a 0.82% return, which is significantly higher than VDTY.L's -0.30% return.


PR1T.L

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

VDTY.L

1D
0.05%
1M
-1.73%
YTD
-0.30%
6M
0.75%
1Y
3.20%
3Y*
2.69%
5Y*
-0.21%
10Y*
0.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both PR1T.L and VDTY.L 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%.


Return for Risk

PR1T.L vs. VDTY.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

VDTY.L
VDTY.L Risk / Return Rank: 3434
Overall Rank
VDTY.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VDTY.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
VDTY.L Omega Ratio Rank: 3333
Omega Ratio Rank
VDTY.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
VDTY.L Martin Ratio Rank: 2828
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. VDTY.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 Vanguard USD Treasury Bond UCITS ETF (VDTY.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.LVDTY.LDifference

Sharpe ratio

Return per unit of total volatility

12.57

0.76

+11.81

Sortino ratio

Return per unit of downside risk

30.04

1.10

+28.94

Omega ratio

Gain probability vs. loss probability

8.50

1.14

+7.36

Calmar ratio

Return relative to maximum drawdown

62.06

0.89

+61.17

Martin ratio

Return relative to average drawdown

431.81

2.32

+429.49

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

The current PR1T.L Sharpe Ratio is 12.57, which is higher than the VDTY.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of PR1T.L and VDTY.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.LVDTY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.57

0.76

+11.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.04

-0.04

+8.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

7.29

0.20

+7.10

Correlation

The correlation between PR1T.L and VDTY.L is 0.27, 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. VDTY.L - Dividend Comparison

PR1T.L has not paid dividends to shareholders, while VDTY.L's dividend yield for the trailing twelve months is around 4.24%.


TTM2025202420232022202120202019201820172016
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%
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
4.24%4.29%4.31%3.40%2.09%1.21%1.54%2.34%2.33%1.57%0.99%

Drawdowns

PR1T.L vs. VDTY.L - Drawdown Comparison

The maximum PR1T.L drawdown since its inception was -0.56%, smaller than the maximum VDTY.L drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for PR1T.L and VDTY.L.


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Drawdown Indicators


PR1T.LVDTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.56%

-18.99%

+18.43%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-3.23%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-0.56%

-16.60%

+16.04%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

Current Drawdown

Current decline from peak

-0.03%

-6.83%

+6.80%

Average Drawdown

Average peak-to-trough decline

-0.05%

-6.61%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.24%

-1.23%

Volatility

PR1T.L vs. VDTY.L - Volatility Comparison

The current volatility for Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) is 0.10%, while Vanguard USD Treasury Bond UCITS ETF (VDTY.L) has a volatility of 1.25%. This indicates that PR1T.L experiences smaller price fluctuations and is considered to be less risky than VDTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PR1T.LVDTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

1.25%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

2.27%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

4.21%

-3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.39%

5.52%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.39%

4.85%

-4.46%