PRULX vs. IB01.L
Compare and contrast key facts about T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L).
PRULX is managed by T. Rowe Price. It was launched on Sep 28, 1989. IB01.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 20, 2019.
Performance
PRULX vs. IB01.L - Performance Comparison
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PRULX vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | -0.49% | 8.43% | -6.61% | 2.91% | -30.45% | -5.22% | 18.34% | 22.31% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.79% | 4.34% | 5.25% | 4.92% | 1.08% | 0.00% | 0.88% | 2.01% |
Returns By Period
In the year-to-date period, PRULX achieves a -0.49% return, which is significantly lower than IB01.L's 0.79% return.
PRULX
- 1D
- 1.29%
- 1M
- -4.32%
- YTD
- -0.49%
- 6M
- 0.35%
- 1Y
- 3.11%
- 3Y*
- -0.91%
- 5Y*
- -4.64%
- 10Y*
- -0.20%
IB01.L
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 0.79%
- 6M
- 1.84%
- 1Y
- 4.05%
- 3Y*
- 4.73%
- 5Y*
- 3.25%
- 10Y*
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PRULX vs. IB01.L - Expense Ratio Comparison
PRULX has a 0.29% expense ratio, which is higher than IB01.L's 0.07% expense ratio.
Return for Risk
PRULX vs. IB01.L — Risk / Return Rank
PRULX
IB01.L
PRULX vs. IB01.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.
| PRULX | IB01.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 11.39 | -10.98 |
Sortino ratioReturn per unit of downside risk | 0.62 | 29.59 | -28.97 |
Omega ratioGain probability vs. loss probability | 1.08 | 7.65 | -6.58 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 46.66 | -46.27 |
Martin ratioReturn relative to average drawdown | 0.95 | 448.12 | -447.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRULX | IB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 11.39 | -10.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 8.89 | -9.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 3.72 | -3.26 |
Correlation
The correlation between PRULX and IB01.L is 0.12, 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
PRULX vs. IB01.L - Dividend Comparison
PRULX's dividend yield for the trailing twelve months is around 6.90%, while IB01.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | 6.90% | 6.83% | 3.89% | 3.84% | 2.07% | 1.72% | 20.34% | 16.60% | 2.62% | 2.48% | 4.65% | 5.09% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRULX vs. IB01.L - Drawdown Comparison
The maximum PRULX drawdown since its inception was -47.40%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for PRULX and IB01.L.
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Drawdown Indicators
| PRULX | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.40% | -0.91% | -46.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -0.09% | -8.37% |
Max Drawdown (5Y)Largest decline over 5 years | -42.35% | -0.29% | -42.06% |
Max Drawdown (10Y)Largest decline over 10 years | -47.40% | — | — |
Current DrawdownCurrent decline from peak | -36.53% | 0.00% | -36.53% |
Average DrawdownAverage peak-to-trough decline | -9.24% | -0.08% | -9.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 0.01% | +3.46% |
Volatility
PRULX vs. IB01.L - Volatility Comparison
T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) has a higher volatility of 3.57% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that PRULX's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRULX | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 0.10% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.39% | 0.24% | +6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.82% | 0.35% | +10.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 0.37% | +14.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 0.72% | +13.28% |