PRIT.L vs. 100D.L

Last updated Jun 4, 2026

PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) and 100D.L (Amundi FTSE 100 UCITS ETF) are both exchange-traded funds - PRIT.L is a Government Bonds fund tracking the Solactive US Treasury Bond Index, while 100D.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, PRIT.L returned 0.68%/yr vs 11.75%/yr for 100D.L. At a correlation of -0.16, they often move in opposite directions. PRIT.L charges 0.05%/yr vs 0.14%/yr for 100D.L.

Performance

PRIT.L vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRIT.L achieves a -0.24% return, which is significantly lower than 100D.L's 5.90% return.

PRIT.L

• 1D: 0.02%
• 1M: 1.17%
• YTD: -0.24%
• 6M: -0.95%
• 1Y: 4.33%
• 3Y*: 0.28%
• 5Y*: 0.68%
• 10Y*: —

100D.L

• 1D: -0.38%
• 1M: 0.06%
• YTD: 5.90%
• 6M: 8.48%
• 1Y: 21.38%
• 3Y*: 14.63%
• 5Y*: 11.75%
• 10Y*: —

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

PRIT.L vs. 100D.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	-0.24%	-1.06%	2.57%	-1.73%	-1.79%	-0.98%	4.03%	2.88%
100D.L Amundi FTSE 100 UCITS ETF	5.90%	25.77%	9.32%	7.37%	4.80%	18.00%	-11.78%	4.12%

Correlation

The correlation between PRIT.L and 100D.L is -0.01, 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	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	-0.19
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019	-0.16

The correlation between PRIT.L and 100D.L shifts across timeframes, from -0.19 (5 years) to -0.01 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PRIT.L vs. 100D.L — Risk / Return Rank

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

PRIT.L

PRIT.L Risk / Return Rank: 20
PRIT.L Sharpe Ratio Rank: 22
PRIT.L Sortino Ratio Rank: 21
PRIT.L Omega Ratio Rank: 20
PRIT.L Calmar Ratio Rank: 20
PRIT.L Martin Ratio Rank: 18

100D.L

100D.L Risk / Return Rank: 53
100D.L Sharpe Ratio Rank: 56
100D.L Sortino Ratio Rank: 55
100D.L Omega Ratio Rank: 59
100D.L Calmar Ratio Rank: 48
100D.L Martin Ratio Rank: 48

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.

PRIT.L vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) and Amundi FTSE 100 UCITS ETF (100D.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.

	PRIT.L	100D.L	Difference
Sharpe ratio: Return per unit of total volatility	0.71	1.94	-1.23
Sortino ratio: Return per unit of downside risk	1.09	2.68	-1.59
Omega ratio: Gain probability vs. loss probability	1.12	1.37	-0.24
Calmar ratio: Return relative to maximum drawdown	0.83	2.39	-1.55
Martin ratio: Return relative to average drawdown	1.98	8.13	-6.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRIT.L vs. 100D.L - Sharpe Ratio Comparison

The current PRIT.L Sharpe Ratio is 0.71, which is lower than the 100D.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of PRIT.L and 100D.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.

Sharpe Ratios by Period

	PRIT.L	100D.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	1.94	-1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.91	-0.84
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.53	-0.44

Drawdowns

PRIT.L vs. 100D.L - Drawdown Comparison

The maximum PRIT.L drawdown since its inception was -20.06%, smaller than the maximum 100D.L drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for PRIT.L and 100D.L.

Drawdown Indicators

	PRIT.L	100D.L	Difference
Max Drawdown Largest peak-to-trough decline	-20.06%	-34.63%	+14.57%
Max Drawdown (1Y) Largest decline over 1 year	-5.19%	-8.92%	+3.73%
Max Drawdown (3Y) Largest decline over 3 years	-8.33%	-13.06%	+4.73%
Max Drawdown (5Y) Largest decline over 5 years	-16.09%	-13.06%	-3.03%
Current Drawdown Current decline from peak	-15.03%	-4.12%	-10.91%
Average Drawdown Average peak-to-trough decline	-12.54%	-4.69%	-7.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	2.62%	-0.43%

Volatility

PRIT.L vs. 100D.L - Volatility Comparison

The current volatility for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) is 1.52%, while Amundi FTSE 100 UCITS ETF (100D.L) has a volatility of 4.28%. This indicates that PRIT.L experiences smaller price fluctuations and is considered to be less risky than 100D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRIT.L	100D.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.52%	4.28%	-2.76%
Volatility (6M) Calculated over the trailing 6-month period	4.44%	9.53%	-5.09%
Volatility (1Y) Calculated over the trailing 1-year period	6.04%	10.96%	-4.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.89%	12.88%	-3.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.33%	15.93%	-6.60%

PRIT.L vs. 100D.L - Expense Ratio Comparison

PRIT.L has a 0.05% expense ratio, which is lower than 100D.L's 0.14% 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%.

Dividends

PRIT.L vs. 100D.L - Dividend Comparison

PRIT.L's dividend yield for the trailing twelve months is around 3.23%, less than 100D.L's 3.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
100D.L Amundi FTSE 100 UCITS ETF	3.57%	3.78%	4.17%	3.90%	3.80%	3.39%	3.11%	4.30%
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	3.23%	3.22%	2.79%	2.34%	1.87%	1.74%	2.11%	0.00%

Frequently Asked Questions

Can I hold both PRIT.L and 100D.L in my portfolio?

PRIT.L and 100D.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRIT.L or 100D.L?

On fees, PRIT.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRIT.L or 100D.L?

PRIT.L is cheaper with a 0.05% expense ratio, compared with 0.14% for 100D.L.

What is the main difference between PRIT.L and 100D.L?

PRIT.L is categorized as Government Bonds, while 100D.L is Europe Equities. PRIT.L tracks Solactive US Treasury Bond Index, while 100D.L tracks FTSE AllSh TR GBP. Their fees differ too: 0.05% for PRIT.L and 0.14% for 100D.L.