PRIT.L vs. IBTU.L
PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) and IBTU.L (iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)) are both Government Bonds funds - PRIT.L tracks the Solactive US Treasury Bond Index while IBTU.L tracks the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, PRIT.L returned 0.68%/yr vs 4.49%/yr for IBTU.L. A 0.65 correlation means they provide meaningful diversification when combined. PRIT.L charges 0.05%/yr vs 0.07%/yr for IBTU.L.
Performance
PRIT.L vs. IBTU.L - Performance Comparison
Loading charts...
Different Trading Currencies
PRIT.L is traded in GBp, while IBTU.L is traded in USD. To make them comparable, the IBTU.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 IBTU.L's 1.75% 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*
- —
IBTU.L
- 1D
- 0.28%
- 1M
- 1.40%
- YTD
- 1.75%
- 6M
- 1.24%
- 1Y
- 4.76%
- 3Y*
- 2.13%
- 5Y*
- 4.49%
- 10Y*
- —
PRIT.L vs. IBTU.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% |
IBTU.L iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) | 1.75% | -3.07% | 7.07% | -0.29% | 13.11% | 0.93% | -2.00% | 1.81% |
Correlation
The correlation between PRIT.L and IBTU.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.65 |
The correlation between PRIT.L and IBTU.L has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRIT.L vs. IBTU.L — Risk / Return Rank
PRIT.L
IBTU.L
PRIT.L vs. IBTU.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 0-1yr UCITS ETF USD (Dist) (IBTU.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 | IBTU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.93 | -0.09 |
| Martin ratioReturn relative to average drawdown | 1.98 | 2.52 | -0.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PRIT.L | IBTU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.72 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.53 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.27 | -0.18 |
Drawdowns
PRIT.L vs. IBTU.L - Drawdown Comparison
The maximum PRIT.L drawdown since its inception was -20.06%, which is greater than IBTU.L's maximum drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for PRIT.L and IBTU.L.
Loading charts...
Drawdown Indicators
| PRIT.L | IBTU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.06% | -19.01% | -1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -5.12% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -8.33% | -9.80% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -16.09% | -15.91% | -0.18% |
Current DrawdownCurrent decline from peak | -15.03% | -6.09% | -8.94% |
Average DrawdownAverage peak-to-trough decline | -12.54% | -9.25% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 1.88% | +0.31% |
Volatility
PRIT.L vs. IBTU.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 0-1yr UCITS ETF USD (Dist) (IBTU.L) has a volatility of 1.77%. This indicates that PRIT.L experiences smaller price fluctuations and is considered to be less risky than IBTU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRIT.L | IBTU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.77% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.44% | 4.96% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 6.55% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 8.46% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.33% | 8.76% | +0.57% |
PRIT.L vs. IBTU.L - Expense Ratio Comparison
PRIT.L has a 0.05% expense ratio, which is lower than IBTU.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. IBTU.L - Dividend Comparison
PRIT.L's dividend yield for the trailing twelve months is around 3.23%, less than IBTU.L's 4.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBTU.L iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) | 4.07% | 4.43% | 6.82% | 3.99% | 0.44% | 0.10% | 1.28% | 1.21% |
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
PRIT.L and IBTU.L have a correlation of 0.65, 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 IBTU.L.
PRIT.L tracks Solactive US Treasury Bond Index, while IBTU.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRIT.L and 0.07% for IBTU.L.
Find the right allocation for PRIT.L and IBTU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer