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PRIT.L vs. 500U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIT.L vs. 500U.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 S&P 500 Swap UCITS ETF USD Acc (500U.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PRIT.L is traded in GBp, while 500U.L is traded in USD. To make them comparable, the 500U.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRIT.L achieves a -0.24% return, which is significantly lower than 500U.L's 10.84% 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*

500U.L

1D
0.00%
1M
5.46%
YTD
10.84%
6M
10.45%
1Y
29.20%
3Y*
19.22%
5Y*
15.05%
10Y*
16.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIT.L vs. 500U.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
-0.24%-1.06%2.57%-1.73%-1.79%-0.98%4.03%5.36%
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
10.84%9.90%26.63%20.51%-9.65%31.37%13.61%18.19%

Correlation

The correlation between PRIT.L and 500U.L is 0.09, 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

0.09

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

0.11

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

-0.02

The correlation between PRIT.L and 500U.L shifts across timeframes, from -0.02 (all time) to 0.11 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PRIT.L vs. 500U.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: 2020
Overall Rank
PRIT.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PRIT.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRIT.L Omega Ratio Rank: 2020
Omega Ratio Rank
PRIT.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
PRIT.L Martin Ratio Rank: 1818
Martin Ratio Rank

500U.L
500U.L Risk / Return Rank: 7575
Overall Rank
500U.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
500U.L Omega Ratio Rank: 7575
Omega Ratio Rank
500U.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
500U.L Martin Ratio Rank: 7777
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.

PRIT.L vs. 500U.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 S&P 500 Swap UCITS ETF USD Acc (500U.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.L500U.LDifference
Sharpe ratioReturn per unit of total volatility

-1.74

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.12

1.45

-0.33

Calmar ratioReturn relative to maximum drawdown

0.83

4.04

-3.21

Martin ratioReturn relative to average drawdown

1.98

13.57

-11.59

PRIT.L vs. 500U.L - Sharpe Ratio Comparison

The current PRIT.L Sharpe Ratio is 0.71, which is lower than the 500U.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of PRIT.L and 500U.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


PRIT.L500U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

2.45

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

1.00

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.33

-1.24

Drawdowns

PRIT.L vs. 500U.L - Drawdown Comparison

The maximum PRIT.L drawdown since its inception was -20.06%, smaller than the maximum 500U.L drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for PRIT.L and 500U.L.


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Drawdown Indicators


PRIT.L500U.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.06%

-26.14%

+6.08%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-7.19%

+2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-8.33%

-20.95%

+12.62%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-20.95%

+4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-26.14%

Current Drawdown

Current decline from peak

-15.03%

-0.22%

-14.81%

Average Drawdown

Average peak-to-trough decline

-12.54%

-3.62%

-8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.15%

+0.04%

Volatility

PRIT.L vs. 500U.L - Volatility Comparison

The current volatility for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) is 1.52%, while Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) has a volatility of 3.59%. This indicates that PRIT.L experiences smaller price fluctuations and is considered to be less risky than 500U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIT.L500U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

3.59%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

8.66%

-4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

11.86%

-5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

15.26%

-6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

18.56%

-9.23%

PRIT.L vs. 500U.L - Expense Ratio Comparison

PRIT.L has a 0.05% expense ratio, which is lower than 500U.L's 0.15% 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. 500U.L - Dividend Comparison

PRIT.L's dividend yield for the trailing twelve months is around 3.23%, while 500U.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
3.23%3.22%2.79%2.34%1.87%1.74%2.11%

Frequently Asked Questions


PRIT.L and 500U.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

PRIT.L is cheaper with a 0.05% expense ratio, compared with 0.15% for 500U.L.

PRIT.L is categorized as Government Bonds, while 500U.L is S&P 500. PRIT.L tracks Solactive US Treasury Bond Index, while 500U.L tracks S&P 500 Index. Their fees differ too: 0.05% for PRIT.L and 0.15% for 500U.L.

Portfolio Optimizer

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