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

Performance

PR1T.L vs. VUTY.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 Distributing (VUTY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PR1T.L achieves a 1.46% return, which is significantly higher than VUTY.L's -0.45% 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*

VUTY.L

1D
-0.29%
1M
0.02%
YTD
-0.45%
6M
-0.06%
1Y
3.28%
3Y*
2.76%
5Y*
-0.46%
10Y*
0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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%
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
-0.45%6.33%0.84%3.23%-12.36%-2.01%-0.92%

Correlation

The correlation between PR1T.L and VUTY.L is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2020

0.19

The correlation between PR1T.L and VUTY.L shifts across timeframes, from 0.06 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PR1T.L vs. VUTY.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

VUTY.L
VUTY.L Risk / Return Rank: 2121
Overall Rank
VUTY.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VUTY.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
VUTY.L Omega Ratio Rank: 2020
Omega Ratio Rank
VUTY.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
VUTY.L Martin Ratio Rank: 1919
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. VUTY.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 Distributing (VUTY.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.LVUTY.LDifference
Sharpe ratioReturn per unit of total volatility

+12.23

Sortino ratioReturn per unit of downside risk

+35.29

Omega ratioGain probability vs. loss probability

9.54

1.12

+8.42

Calmar ratioReturn relative to maximum drawdown

68.61

1.19

+67.42

Martin ratioReturn relative to average drawdown

521.85

3.50

+518.35

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

The current PR1T.L Sharpe Ratio is 12.95, which is higher than the VUTY.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PR1T.L and VUTY.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.


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Sharpe Ratios by Period


PR1T.LVUTY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.95

0.73

+12.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.38

-0.07

+8.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

7.41

0.13

+7.28

Drawdowns

PR1T.L vs. VUTY.L - Drawdown Comparison

The maximum PR1T.L drawdown since its inception was -0.56%, smaller than the maximum VUTY.L drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for PR1T.L and VUTY.L.


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Drawdown Indicators


PR1T.LVUTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.56%

-19.23%

+18.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-3.02%

+2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-5.45%

+5.39%

Max Drawdown (5Y)

Largest decline over 5 years

-0.56%

-16.66%

+16.10%

Max Drawdown (10Y)

Largest decline over 10 years

-19.23%

Current Drawdown

Current decline from peak

0.00%

-7.67%

+7.67%

Average Drawdown

Average peak-to-trough decline

-0.05%

-6.93%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.03%

-1.02%

Volatility

PR1T.L vs. VUTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) has a volatility of 1.54%. This indicates that PR1T.L experiences smaller price fluctuations and is considered to be less risky than VUTY.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.LVUTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

1.54%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

3.61%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

0.30%

4.95%

-4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.39%

7.03%

-6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.38%

6.79%

-6.41%

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

Both PR1T.L and VUTY.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%.


Dividends

PR1T.L vs. VUTY.L - Dividend Comparison

PR1T.L has not paid dividends to shareholders, while VUTY.L's dividend yield for the trailing twelve months is around 4.27%.


PositionTTM2025202420232022202120202019201820172016
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%
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
4.27%4.40%4.00%3.47%2.06%1.19%1.64%2.42%2.24%1.64%0.92%

Frequently Asked Questions


PR1T.L and VUTY.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.L and VUTY.L have the same expense ratio: 0.05% per year.

PR1T.L tracks Solactive US Treasury 0-1 Year Bond Index, while VUTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: Amundi and Vanguard.

Portfolio Optimizer

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

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