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PRIT.L vs. XUT3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIT.L vs. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.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 XUT3.L is traded in USD. To make them comparable, the XUT3.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 XUT3.L's 2.74% 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*

XUT3.L

1D
-0.13%
1M
2.14%
YTD
2.74%
6M
3.19%
1Y
6.73%
3Y*
2.97%
5Y*
2.95%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIT.L vs. XUT3.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%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.74%-2.42%5.95%-1.10%7.87%0.32%-0.08%1.63%

Correlation

The correlation between PRIT.L and XUT3.L is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2019

0.71

The correlation between PRIT.L and XUT3.L has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

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Return for Risk

PRIT.L vs. XUT3.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

XUT3.L
XUT3.L Risk / Return Rank: 9191
Overall Rank
XUT3.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9494
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 8989
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. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.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.LXUT3.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.28

1.29

-0.01

Martin ratioReturn relative to average drawdown

2.98

3.51

-0.53

PRIT.L vs. XUT3.L - Sharpe Ratio Comparison

The current PRIT.L Sharpe Ratio is 1.09, which is comparable to the XUT3.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PRIT.L and XUT3.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. XUT3.L - Drawdown Comparison

The maximum PRIT.L drawdown since its inception was -24.81%, which is greater than XUT3.L's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for PRIT.L and XUT3.L.


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Drawdown Indicators


PRIT.LXUT3.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.81%

-18.58%

-6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-5.21%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-8.19%

-9.27%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-16.72%

+0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-16.72%

-6.38%

-10.34%

Average Drawdown

Average peak-to-trough decline

-17.37%

-8.04%

-9.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.91%

+0.32%

Volatility

PRIT.L vs. XUT3.L - Volatility Comparison

Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) has a higher volatility of 1.70% compared to Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) at 1.50%. This indicates that PRIT.L's price experiences larger fluctuations and is considered to be riskier than XUT3.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.LXUT3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.50%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

4.93%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.09%

6.38%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.68%

8.21%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.86%

8.80%

+4.06%

PRIT.L vs. XUT3.L - Expense Ratio Comparison

PRIT.L has a 0.05% expense ratio, which is lower than XUT3.L's 0.06% 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. XUT3.L - Dividend Comparison

PRIT.L's dividend yield for the trailing twelve months is around 3.15%, more than XUT3.L's 2.84% yield.


PositionTTM202520242023202220212020201920182017
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%0.00%0.00%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.84%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%

Frequently Asked Questions


PRIT.L and XUT3.L have a correlation of 0.70, 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 0.06% for XUT3.L.

PRIT.L tracks Solactive US Treasury Bond Index, while XUT3.L tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.05% for PRIT.L and 0.06% for XUT3.L.

Portfolio Optimizer

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