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PRIT.L vs. MUNI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIT.L vs. MUNI.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 Invesco US Municipal Bond UCITS ETF Dist (MUNI.L). The values are adjusted to include any dividend payments, if applicable.

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PRIT.L vs. MUNI.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
1.67%-1.06%2.57%-1.73%-1.79%4.41%
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
2.23%-0.23%3.22%1.75%-10.36%8.12%
Different Trading Currencies

PRIT.L is traded in GBp, while MUNI.L is traded in USD. To make them comparable, the MUNI.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 1.67% return, which is significantly lower than MUNI.L's 2.23% return.


PRIT.L

1D
-0.09%
1M
0.15%
YTD
1.67%
6M
2.52%
1Y
0.98%
3Y*
0.45%
5Y*
0.74%
10Y*

MUNI.L

1D
-0.16%
1M
-0.50%
YTD
2.23%
6M
2.97%
1Y
2.88%
3Y*
1.68%
5Y*
0.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIT.L vs. MUNI.L - Expense Ratio Comparison

PRIT.L has a 0.05% expense ratio, which is lower than MUNI.L's 0.28% expense ratio.


Return for Risk

PRIT.L vs. MUNI.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: 1313
Overall Rank
PRIT.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRIT.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
PRIT.L Omega Ratio Rank: 1313
Omega Ratio Rank
PRIT.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
PRIT.L Martin Ratio Rank: 1313
Martin Ratio Rank

MUNI.L
MUNI.L Risk / Return Rank: 7171
Overall Rank
MUNI.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MUNI.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
MUNI.L Omega Ratio Rank: 7474
Omega Ratio Rank
MUNI.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
MUNI.L Martin Ratio Rank: 5151
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. MUNI.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 Invesco US Municipal Bond UCITS ETF Dist (MUNI.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.LMUNI.LDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.63

-0.49

Sortino ratio

Return per unit of downside risk

0.24

0.94

-0.70

Omega ratio

Gain probability vs. loss probability

1.03

1.11

-0.08

Calmar ratio

Return relative to maximum drawdown

0.08

0.55

-0.47

Martin ratio

Return relative to average drawdown

0.14

1.27

-1.13

PRIT.L vs. MUNI.L - Sharpe Ratio Comparison

The current PRIT.L Sharpe Ratio is 0.14, which is lower than the MUNI.L Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PRIT.L and MUNI.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.


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Sharpe Ratios by Period


PRIT.LMUNI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.63

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.16

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.13

-0.01

Correlation

The correlation between PRIT.L and MUNI.L is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRIT.L vs. MUNI.L - Dividend Comparison

PRIT.L's dividend yield for the trailing twelve months is around 3.17%, less than MUNI.L's 4.57% yield.


TTM202520242023202220212020
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
3.17%3.22%2.79%2.34%1.87%1.74%2.11%
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
4.57%4.52%4.60%4.09%3.19%2.01%0.00%

Drawdowns

PRIT.L vs. MUNI.L - Drawdown Comparison

The maximum PRIT.L drawdown since its inception was -20.06%, which is greater than MUNI.L's maximum drawdown of -15.64%. Use the drawdown chart below to compare losses from any high point for PRIT.L and MUNI.L.


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Drawdown Indicators


PRIT.LMUNI.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.06%

-23.73%

+3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-3.97%

-3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-23.73%

+7.64%

Current Drawdown

Current decline from peak

-13.40%

-6.27%

-7.13%

Average Drawdown

Average peak-to-trough decline

-12.47%

-11.79%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

2.80%

+1.50%

Volatility

PRIT.L vs. MUNI.L - Volatility Comparison

The current volatility for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) is 2.01%, while Invesco US Municipal Bond UCITS ETF Dist (MUNI.L) has a volatility of 2.96%. This indicates that PRIT.L experiences smaller price fluctuations and is considered to be less risky than MUNI.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.LMUNI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.01%

2.96%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

7.12%

11.84%

-4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.93%

19.15%

-10.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.40%

19.08%

-9.68%