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PRIT.L vs. SP5L.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIT.L vs. SP5L.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 Lyxor S&P 500 UCITS ETF - Acc (SP5L.L). The values are adjusted to include any dividend payments, if applicable.

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

PRIT.L vs. SP5L.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRIT.L
PRIT.L Risk / Return Rank: 2929
Overall Rank
PRIT.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PRIT.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
PRIT.L Omega Ratio Rank: 3030
Omega Ratio Rank
PRIT.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
PRIT.L Martin Ratio Rank: 2424
Martin Ratio Rank

SP5L.L
SP5L.L Risk / Return Rank: 8181
Overall Rank
SP5L.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SP5L.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
SP5L.L Omega Ratio Rank: 8484
Omega Ratio Rank
SP5L.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SP5L.L Martin Ratio Rank: 7777
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. 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.LSP5L.LDifference
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

PRIT.L vs. SP5L.L - Sharpe Ratio Comparison

The current PRIT.L Sharpe Ratio is 1.09, which is lower than the SP5L.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of PRIT.L and SP5L.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.LSP5L.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.72%

-1.54%

-15.18%

Average Drawdown

Average peak-to-trough decline

-17.37%

-5.16%

-12.21%

Ulcer Index

Depth 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.LSP5L.LDifference

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.


PositionTTM2025202420232022202120202019
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.

Portfolio Optimizer

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