PRIT.L vs. PR1T.L

Last updated Apr 1, 2026

Compare and contrast key facts about Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L).

PRIT.L and PR1T.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRIT.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 5, 2019. PR1T.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jul 9, 2020. Both PRIT.L and PR1T.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

PRIT.L vs. PR1T.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 Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L). The values are adjusted to include any dividend payments, if applicable.

PRIT.L vs. PR1T.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	1.67%	-1.06%	2.57%	-1.73%	-1.79%	-0.98%	-7.68%
PR1T.L Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)	2.73%	-3.21%	7.04%	-0.41%	12.57%	1.04%	-6.84%

Different Trading Currencies

PRIT.L is traded in GBp, while PR1T.L is traded in USD. To make them comparable, the PR1T.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 PR1T.L's 2.73% 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*: —

PR1T.L

• 1D: -0.32%
• 1M: 2.22%
• YTD: 2.73%
• 6M: 3.59%
• 1Y: 1.64%
• 3Y*: 2.23%
• 5Y*: 4.05%
• 10Y*: —

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

PRIT.L vs. PR1T.L - Expense Ratio Comparison

Both PRIT.L and PR1T.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

PRIT.L

Amundi Prime US Treasury UCITS ETF DR (D)

PR1T.L

Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)

Return for Risk

PRIT.L vs. PR1T.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: 13
PRIT.L Sharpe Ratio Rank: 15
PRIT.L Sortino Ratio Rank: 13
PRIT.L Omega Ratio Rank: 13
PRIT.L Calmar Ratio Rank: 14
PRIT.L Martin Ratio Rank: 13

PR1T.L

PR1T.L Risk / Return Rank: 100
PR1T.L Sharpe Ratio Rank: 100
PR1T.L Sortino Ratio Rank: 100
PR1T.L Omega Ratio Rank: 100
PR1T.L Calmar Ratio Rank: 100
PR1T.L Martin Ratio Rank: 100

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. PR1T.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 Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.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	PR1T.L	Difference
Sharpe ratio Return per unit of total volatility	0.14	0.23	-0.09
Sortino ratio Return per unit of downside risk	0.24	0.38	-0.13
Omega ratio Gain probability vs. loss probability	1.03	1.04	-0.01
Calmar ratio Return relative to maximum drawdown	0.08	0.25	-0.16
Martin ratio Return relative to average drawdown	0.14	0.46	-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.

PRIT.L vs. PR1T.L - Sharpe Ratio Comparison

The current PRIT.L Sharpe Ratio is 0.14, which is lower than the PR1T.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of PRIT.L and PR1T.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.

Sharpe Ratios by Period

	PRIT.L	PR1T.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	0.23	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.48	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.25	-0.13

Correlation

The correlation between PRIT.L and PR1T.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PRIT.L vs. PR1T.L - Dividend Comparison

PRIT.L's dividend yield for the trailing twelve months is around 3.17%, while PR1T.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	3.17%	3.22%	2.79%	2.34%	1.87%	1.74%	2.11%
PR1T.L Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PRIT.L vs. PR1T.L - Drawdown Comparison

The maximum PRIT.L drawdown since its inception was -20.06%, which is greater than PR1T.L's maximum drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for PRIT.L and PR1T.L.

Drawdown Indicators

	PRIT.L	PR1T.L	Difference
Max Drawdown Largest peak-to-trough decline	-20.06%	-0.56%	-19.50%
Max Drawdown (1Y) Largest decline over 1 year	-7.41%	-0.06%	-7.35%
Max Drawdown (5Y) Largest decline over 5 years	-16.09%	-0.56%	-15.53%
Current Drawdown Current decline from peak	-13.40%	-0.03%	-13.37%
Average Drawdown Average peak-to-trough decline	-12.47%	-0.05%	-12.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.30%	0.01%	+4.29%

Volatility

PRIT.L vs. PR1T.L - Volatility Comparison

The current volatility for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) is 2.01%, while Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) has a volatility of 2.57%. This indicates that PRIT.L experiences smaller price fluctuations and is considered to be less risky than PR1T.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRIT.L	PR1T.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.01%	2.57%	-0.56%
Volatility (6M) Calculated over the trailing 6-month period	4.44%	4.81%	-0.37%
Volatility (1Y) Calculated over the trailing 1-year period	7.12%	7.23%	-0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.93%	8.46%	+0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.40%	8.40%	+1.00%