PR1T.L vs. XUT3.L

Last updated Apr 1, 2026

Compare and contrast key facts about Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) and Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D (XUT3.L).

PR1T.L and XUT3.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PR1T.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jul 9, 2020. XUT3.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jul 7, 2009. Both PR1T.L and XUT3.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

PR1T.L vs. XUT3.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 Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D (XUT3.L). The values are adjusted to include any dividend payments, if applicable.

PR1T.L vs. XUT3.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)	0.82%	4.22%	5.20%	4.83%	0.61%	0.09%	-0.07%
XUT3.L Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D	0.24%	5.06%	4.13%	4.10%	-3.60%	-0.62%	0.04%

Returns By Period

In the year-to-date period, PR1T.L achieves a 0.82% return, which is significantly higher than XUT3.L's 0.24% 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*: —

XUT3.L

• 1D: 0.04%
• 1M: -0.42%
• YTD: 0.24%
• 6M: 1.34%
• 1Y: 3.73%
• 3Y*: 4.04%
• 5Y*: 1.82%
• 10Y*: 1.71%

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

PR1T.L vs. XUT3.L - Expense Ratio Comparison

PR1T.L has a 0.05% expense ratio, which is lower than XUT3.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%.

XUT3.L

Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D

PR1T.L

Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)

Return for Risk

PR1T.L vs. XUT3.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

XUT3.L

XUT3.L Risk / Return Rank: 97
XUT3.L Sharpe Ratio Rank: 97
XUT3.L Sortino Ratio Rank: 98
XUT3.L Omega Ratio Rank: 98
XUT3.L Calmar Ratio Rank: 98
XUT3.L Martin Ratio Rank: 97

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. XUT3.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 Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D (XUT3.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	XUT3.L	Difference
Sharpe ratio Return per unit of total volatility	12.57	3.00	+9.57
Sortino ratio Return per unit of downside risk	30.04	4.83	+25.21
Omega ratio Gain probability vs. loss probability	8.50	1.68	+6.82
Calmar ratio Return relative to maximum drawdown	62.06	5.43	+56.63
Martin ratio Return relative to average drawdown	431.81	18.87	+412.94
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. XUT3.L - Sharpe Ratio Comparison

The current PR1T.L Sharpe Ratio is 12.57, which is higher than the XUT3.L Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of PR1T.L and XUT3.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.

Sharpe Ratios by Period

	PR1T.L	XUT3.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	12.57	3.00	+9.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	8.04	0.97	+7.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.15	—
Sharpe Ratio (All Time) Calculated using the full available price history	7.29	1.13	+6.16

Correlation

The correlation between PR1T.L and XUT3.L is 0.37, 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. XUT3.L - Dividend Comparison

PR1T.L has not paid dividends to shareholders, while XUT3.L's dividend yield for the trailing twelve months is around 2.85%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
XUT3.L Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D	2.85%	2.70%	2.35%	1.80%	1.00%	2.89%	2.43%	1.16%	1.00%	0.69%

Drawdowns

PR1T.L vs. XUT3.L - Drawdown Comparison

The maximum PR1T.L drawdown since its inception was -0.56%, smaller than the maximum XUT3.L drawdown of -5.45%. Use the drawdown chart below to compare losses from any high point for PR1T.L and XUT3.L.

Drawdown Indicators

	PR1T.L	XUT3.L	Difference
Max Drawdown Largest peak-to-trough decline	-0.56%	-5.45%	+4.89%
Max Drawdown (1Y) Largest decline over 1 year	-0.06%	-0.67%	+0.61%
Max Drawdown (5Y) Largest decline over 5 years	-0.56%	-5.45%	+4.89%
Max Drawdown (10Y) Largest decline over 10 years	—	-5.45%	—
Current Drawdown Current decline from peak	-0.03%	-0.42%	+0.39%
Average Drawdown Average peak-to-trough decline	-0.05%	-0.73%	+0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	0.19%	-0.18%

Volatility

PR1T.L vs. XUT3.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 Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D (XUT3.L) has a volatility of 0.40%. This indicates that PR1T.L experiences smaller price fluctuations and is considered to be less risky than XUT3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PR1T.L	XUT3.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.10%	0.40%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	0.20%	0.68%	-0.48%
Volatility (1Y) Calculated over the trailing 1-year period	0.32%	1.24%	-0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.39%	1.88%	-1.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.39%	1.49%	-1.10%