PRIP.L vs. IGSD.L

Last updated Apr 1, 2026

Compare and contrast key facts about Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L).

PRIP.L and IGSD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRIP.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Sep 10, 2019. IGSD.L is a passively managed fund by BlackRock that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Oct 16, 2013. Both PRIP.L and IGSD.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

PRIP.L vs. IGSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L). The values are adjusted to include any dividend payments, if applicable.

PRIP.L vs. IGSD.L - Yearly Performance Comparison

	2026 (YTD)	2025
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D)	0.55%	0.86%
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist)	2.23%	3.98%

Different Trading Currencies

PRIP.L is traded in GBp, while IGSD.L is traded in GBP. To make them comparable, the IGSD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRIP.L achieves a 0.55% return, which is significantly lower than IGSD.L's 2.23% return.

PRIP.L

• 1D: 1.38%
• 1M: -0.68%
• YTD: 0.55%
• 6M: -3.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGSD.L

• 1D: 0.97%
• 1M: 1.42%
• YTD: 2.23%
• 6M: 3.56%
• 1Y: 2.99%
• 3Y*: 3.60%
• 5Y*: 3.79%
• 10Y*: 3.82%

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

PRIP.L vs. IGSD.L - Expense Ratio Comparison

PRIP.L has a 0.05% expense ratio, which is lower than IGSD.L's 0.20% 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%.

IGSD.L

iShares USD Short Duration Corporate Bond UCITS ETF (Dist)

PRIP.L

Amundi Prime US Corporates UCITS ETF DR (D)

Return for Risk

PRIP.L vs. IGSD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGSD.L

IGSD.L Risk / Return Rank: 24
IGSD.L Sharpe Ratio Rank: 28
IGSD.L Sortino Ratio Rank: 25
IGSD.L Omega Ratio Rank: 23
IGSD.L Calmar Ratio Rank: 24
IGSD.L Martin Ratio Rank: 20

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.

PRIP.L vs. IGSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PRIP.L	IGSD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.51	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.52	-0.34

Correlation

The correlation between PRIP.L and IGSD.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

PRIP.L vs. IGSD.L - Dividend Comparison

PRIP.L has not paid dividends to shareholders, while IGSD.L's dividend yield for the trailing twelve months is around 5.00%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist)	5.00%	5.08%	4.67%	3.69%	2.12%	1.71%	2.51%	3.32%	2.94%	2.50%	2.16%	2.11%

Drawdowns

PRIP.L vs. IGSD.L - Drawdown Comparison

The maximum PRIP.L drawdown since its inception was -9.14%, smaller than the maximum IGSD.L drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for PRIP.L and IGSD.L.

Drawdown Indicators

	PRIP.L	IGSD.L	Difference
Max Drawdown Largest peak-to-trough decline	-9.14%	-14.83%	+5.69%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.35%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-14.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-14.83%	—
Current Drawdown Current decline from peak	-6.23%	-1.11%	-5.12%
Average Drawdown Average peak-to-trough decline	-2.80%	-5.21%	+2.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.73%	—

Volatility

Volatility by Period

	PRIP.L	IGSD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	8.24%	6.45%	+1.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.24%	7.84%	+0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.24%	9.18%	-0.94%