PRIT.L vs. SP5L.L
PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) and SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) are both exchange-traded funds - PRIT.L is a Government Bonds fund tracking the Solactive US Treasury Bond Index, while SP5L.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, PRIT.L returned 0.77%/yr vs 14.16%/yr for SP5L.L. At a 0.06 correlation, their price movements are largely independent. PRIT.L charges 0.05%/yr vs 0.07%/yr for SP5L.L.
Performance
PRIT.L vs. SP5L.L - Performance Comparison
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Different Trading Currencies
PRIT.L is traded in GBp, while SP5L.L is traded in GBP. To make them comparable, the SP5L.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 2.26% return, which is significantly lower than SP5L.L's 9.53% return.
PRIT.L
- 1D
- -0.26%
- 1M
- 2.68%
- YTD
- 2.26%
- 6M
- 3.00%
- 1Y
- 6.68%
- 3Y*
- 1.75%
- 5Y*
- 0.77%
- 10Y*
- —
SP5L.L
- 1D
- -1.07%
- 1M
- -0.10%
- YTD
- 9.53%
- 6M
- 9.69%
- 1Y
- 26.05%
- 3Y*
- 19.28%
- 5Y*
- 14.16%
- 10Y*
- 13.61%
PRIT.L vs. SP5L.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | 2.26% | -1.06% | 2.58% | -1.73% | -1.78% | -0.98% | 4.03% | -18.75% |
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 9.53% | 9.50% | 27.60% | 19.99% | -8.84% | 31.19% | 13.92% | 19.72% |
Correlation
The correlation between PRIT.L and SP5L.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2019 | 0.06 |
The correlation between PRIT.L and SP5L.L shifts across timeframes, from 0.06 (5 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PRIT.L vs. SP5L.L — Risk / Return Rank
PRIT.L
SP5L.L
PRIT.L vs. SP5L.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 Lyxor S&P 500 UCITS ETF - Acc (SP5L.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRIT.L | SP5L.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.44 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.60 | -2.32 |
| Martin ratioReturn relative to average drawdown | 2.98 | 12.74 | -9.76 |
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Drawdowns
PRIT.L vs. SP5L.L - Drawdown Comparison
The maximum PRIT.L drawdown since its inception was -24.81%, roughly equal to the maximum SP5L.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for PRIT.L and SP5L.L.
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Drawdown Indicators
| PRIT.L | SP5L.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.81% | -25.47% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -7.20% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -8.19% | -21.12% | +12.93% |
Max Drawdown (5Y)Largest decline over 5 years | -16.09% | -21.12% | +5.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.47% | — |
Current DrawdownCurrent decline from peak | -16.72% | -1.54% | -15.18% |
Average DrawdownAverage peak-to-trough decline | -17.37% | -5.16% | -12.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.04% | +0.19% |
Volatility
PRIT.L vs. SP5L.L - Volatility Comparison
The current volatility for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) is 1.70%, while Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) has a volatility of 3.75%. This indicates that PRIT.L experiences smaller price fluctuations and is considered to be less risky than SP5L.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 | SP5L.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 3.75% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 7.80% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.09% | 10.97% | -4.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.68% | 18.80% | -10.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.86% | 17.97% | -5.11% |
PRIT.L vs. SP5L.L - Expense Ratio Comparison
PRIT.L has a 0.05% expense ratio, which is lower than SP5L.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. SP5L.L - Dividend Comparison
PRIT.L's dividend yield for the trailing twelve months is around 3.15%, while SP5L.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D) | 3.15% | 3.22% | 2.79% | 2.34% | 1.88% | 1.74% | 2.11% | 1.94% |
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PRIT.L and SP5L.L have a correlation of 0.20, 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 SP5L.L.
PRIT.L is categorized as Government Bonds, while SP5L.L is S&P 500. PRIT.L tracks Solactive US Treasury Bond Index, while SP5L.L tracks S&P 500 Index. Their fees differ too: 0.05% for PRIT.L and 0.07% for SP5L.L.
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