PRIT.L vs. CU31.L
PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) and CU31.L (iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)) are both Government Bonds funds - PRIT.L tracks the Solactive US Treasury Bond Index while CU31.L tracks the ICE US Treasury 1-3 Year Index. Both are passively managed. Over the past 5 years, PRIT.L returned 0.68%/yr vs 2.90%/yr for CU31.L. Their correlation of 0.87 suggests significant overlap in exposure. PRIT.L charges 0.05%/yr vs 0.07%/yr for CU31.L.
Performance
PRIT.L vs. CU31.L - Performance Comparison
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Returns By Period
In the year-to-date period, PRIT.L achieves a -0.24% return, which is significantly lower than CU31.L's 0.54% 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*
- —
CU31.L
- 1D
- 0.21%
- 1M
- 1.34%
- YTD
- 0.54%
- 6M
- 0.10%
- 1Y
- 4.10%
- 3Y*
- 1.60%
- 5Y*
- 2.90%
- 10Y*
- 2.51%
PRIT.L vs. CU31.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% | 5.36% |
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 0.54% | -1.98% | 5.81% | -1.58% | 7.82% | 0.48% | -0.40% | 3.62% |
Correlation
The correlation between PRIT.L and CU31.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.87 |
The correlation between PRIT.L and CU31.L has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
PRIT.L vs. CU31.L — Risk / Return Rank
PRIT.L
CU31.L
PRIT.L vs. CU31.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 iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.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 | CU31.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.90 | -0.07 |
| Martin ratioReturn relative to average drawdown | 1.98 | 2.30 | -0.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRIT.L | CU31.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.67 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.36 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.28 | -0.19 |
Drawdowns
PRIT.L vs. CU31.L - Drawdown Comparison
The maximum PRIT.L drawdown since its inception was -20.06%, which is greater than CU31.L's maximum drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for PRIT.L and CU31.L.
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Drawdown Indicators
| PRIT.L | CU31.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.06% | -18.80% | -1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -4.51% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -8.33% | -8.91% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -16.09% | -16.29% | +0.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.80% | — |
Current DrawdownCurrent decline from peak | -15.03% | -7.72% | -7.31% |
Average DrawdownAverage peak-to-trough decline | -12.54% | -8.23% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 1.78% | +0.41% |
Volatility
PRIT.L vs. CU31.L - Volatility Comparison
The current volatility for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) is 1.52%, while iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) has a volatility of 1.65%. This indicates that PRIT.L experiences smaller price fluctuations and is considered to be less risky than CU31.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.L | CU31.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.65% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 4.44% | 4.46% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 6.11% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 8.05% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.33% | 9.19% | +0.14% |
PRIT.L vs. CU31.L - Expense Ratio Comparison
PRIT.L has a 0.05% expense ratio, which is lower than CU31.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%.
Dividends
PRIT.L vs. CU31.L - Dividend Comparison
PRIT.L's dividend yield for the trailing twelve months is around 3.23%, while CU31.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (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 CU31.L have a correlation of 0.90, 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 0.07% for CU31.L.
PRIT.L tracks Solactive US Treasury Bond Index, while CU31.L tracks ICE US Treasury 1-3 Year Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRIT.L and 0.07% for CU31.L.
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