PRIR.L vs. VETY.L

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L).

PRIR.L and VETY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRIR.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Feb 5, 2019. VETY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Feb 24, 2016. Both PRIR.L and VETY.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

PRIR.L vs. VETY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L). The values are adjusted to include any dividend payments, if applicable.

PRIR.L vs. VETY.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PRIR.L Amundi Prime Euro Govies UCITS ETF DR (D)	-0.68%	3.03%	-3.03%	4.81%	-13.56%	-9.75%	10.64%	5.14%
VETY.L Vanguard EUR Eurozone Government Bond UCITS ETF Distributing	-1.34%	2.82%	-5.14%	5.08%	-13.54%	-9.76%	10.66%	5.16%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, PRIR.L achieves a -0.68% return, which is significantly higher than VETY.L's -1.34% return.

PRIR.L

• 1D: 0.01%
• 1M: -2.28%
• YTD: -0.68%
• 6M: -2.67%
• 1Y: 2.51%
• 3Y*: 0.94%
• 5Y*: -2.62%
• 10Y*: —

VETY.L

• 1D: 0.03%
• 1M: -2.55%
• YTD: -1.34%
• 6M: -1.43%
• 1Y: 2.37%
• 3Y*: -0.01%
• 5Y*: -3.17%
• 10Y*: -0.03%

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

PRIR.L vs. VETY.L - Expense Ratio Comparison

PRIR.L has a 0.05% expense ratio, which is lower than VETY.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%.

VETY.L

Vanguard EUR Eurozone Government Bond UCITS ETF Distributing

PRIR.L

Amundi Prime Euro Govies UCITS ETF DR (D)

Return for Risk

PRIR.L vs. VETY.L — Risk / Return Rank

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

PRIR.L

PRIR.L Risk / Return Rank: 19
PRIR.L Sharpe Ratio Rank: 21
PRIR.L Sortino Ratio Rank: 19
PRIR.L Omega Ratio Rank: 19
PRIR.L Calmar Ratio Rank: 19
PRIR.L Martin Ratio Rank: 17

VETY.L

VETY.L Risk / Return Rank: 20
VETY.L Sharpe Ratio Rank: 22
VETY.L Sortino Ratio Rank: 20
VETY.L Omega Ratio Rank: 19
VETY.L Calmar Ratio Rank: 22
VETY.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.

PRIR.L vs. VETY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.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.

	PRIR.L	VETY.L	Difference
Sharpe ratio Return per unit of total volatility	0.38	0.38	+0.01
Sortino ratio Return per unit of downside risk	0.57	0.59	-0.02
Omega ratio Gain probability vs. loss probability	1.07	1.07	0.00
Calmar ratio Return relative to maximum drawdown	0.42	0.49	-0.07
Martin ratio Return relative to average drawdown	0.96	1.21	-0.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRIR.L vs. VETY.L - Sharpe Ratio Comparison

The current PRIR.L Sharpe Ratio is 0.38, which is comparable to the VETY.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of PRIR.L and VETY.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

	PRIR.L	VETY.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.38	0.38	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.35	-0.42	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	0.05	-0.15

Correlation

The correlation between PRIR.L and VETY.L is 0.97, 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

PRIR.L vs. VETY.L - Dividend Comparison

Neither PRIR.L nor VETY.L has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PRIR.L Amundi Prime Euro Govies UCITS ETF DR (D)	0.00%	0.00%	2.07%	1.88%	1.84%	1.56%	1.64%	1.05%	0.00%	0.00%	0.00%
VETY.L Vanguard EUR Eurozone Government Bond UCITS ETF Distributing	0.00%	0.00%	0.28%	2.11%	0.54%	0.09%	0.17%	0.60%	0.63%	0.54%	0.37%

Drawdowns

PRIR.L vs. VETY.L - Drawdown Comparison

The maximum PRIR.L drawdown since its inception was -26.55%, roughly equal to the maximum VETY.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for PRIR.L and VETY.L.

Drawdown Indicators

	PRIR.L	VETY.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.55%	-26.39%	-0.16%
Max Drawdown (1Y) Largest decline over 1 year	-6.44%	-5.11%	-1.33%
Max Drawdown (5Y) Largest decline over 5 years	-20.66%	-20.49%	-0.17%
Max Drawdown (10Y) Largest decline over 10 years	—	-26.39%	—
Current Drawdown Current decline from peak	-20.74%	-22.91%	+2.17%
Average Drawdown Average peak-to-trough decline	-15.20%	-12.32%	-2.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	2.05%	+0.75%

Volatility

PRIR.L vs. VETY.L - Volatility Comparison

Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) have volatilities of 2.23% and 2.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRIR.L	VETY.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.23%	2.30%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	4.65%	4.04%	+0.61%
Volatility (1Y) Calculated over the trailing 1-year period	6.54%	6.26%	+0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.58%	7.59%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.09%	8.62%	-0.53%