SP5L.L vs. PR1T.L
SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and PR1T.L (Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)) are both exchange-traded funds - SP5L.L is a S&P 500 fund tracking the S&P 500 Index, while PR1T.L is a Government Bonds fund tracking the Solactive US Treasury 0-1 Year Bond Index. Both are passively managed. Over the past 5 years, SP5L.L returned 14.40%/yr vs 4.35%/yr for PR1T.L. At a 0.15 correlation, their price movements are largely independent. SP5L.L charges 0.07%/yr vs 0.05%/yr for PR1T.L.
Performance
SP5L.L vs. PR1T.L - Performance Comparison
Loading charts...
Different Trading Currencies
SP5L.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, SP5L.L achieves a 10.72% return, which is significantly higher than PR1T.L's 3.92% return.
SP5L.L
- 1D
- 0.92%
- 1M
- 1.21%
- YTD
- 10.72%
- 6M
- 10.87%
- 1Y
- 27.80%
- 3Y*
- 19.62%
- 5Y*
- 14.40%
- 10Y*
- 13.67%
PR1T.L
- 1D
- 0.27%
- 1M
- 2.23%
- YTD
- 3.92%
- 6M
- 4.27%
- 1Y
- 7.26%
- 3Y*
- 3.40%
- 5Y*
- 4.35%
- 10Y*
- —
SP5L.L vs. PR1T.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 10.72% | 9.50% | 27.60% | 19.99% | -8.84% | 31.19% | 8.53% |
PR1T.L Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 3.92% | -3.20% | 7.05% | -0.42% | 12.57% | 1.04% | -6.84% |
Correlation
The correlation between SP5L.L and PR1T.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 | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2020 | 0.15 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SP5L.L vs. PR1T.L — Risk / Return Rank
SP5L.L
PR1T.L
SP5L.L vs. PR1T.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - Acc (SP5L.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.
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.
| SP5L.L | PR1T.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.20 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 1.40 | +2.44 |
| Martin ratioReturn relative to average drawdown | 13.61 | 3.88 | +9.73 |
Loading charts...
Drawdowns
SP5L.L vs. PR1T.L - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, which is greater than PR1T.L's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for SP5L.L and PR1T.L.
Loading charts...
Drawdown Indicators
| SP5L.L | PR1T.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.47% | -16.11% | -9.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -5.16% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -9.85% | -11.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -16.11% | -5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -25.47% | — | — |
Current DrawdownCurrent decline from peak | -0.48% | -4.48% | +4.00% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -7.76% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.87% | +0.17% |
Volatility
SP5L.L vs. PR1T.L - Volatility Comparison
Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) has a higher volatility of 3.58% compared to Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) at 1.49%. This indicates that SP5L.L's price experiences larger fluctuations and is considered to be riskier than PR1T.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SP5L.L | PR1T.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 1.49% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 4.98% | +2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 6.55% | +4.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.79% | 8.45% | +10.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 8.33% | +9.64% |
SP5L.L vs. PR1T.L - Expense Ratio Comparison
SP5L.L has a 0.07% expense ratio, which is higher than PR1T.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SP5L.L vs. PR1T.L - Dividend Comparison
Neither SP5L.L nor PR1T.L has paid dividends to shareholders.
Frequently Asked Questions
SP5L.L and PR1T.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, PR1T.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1T.L is cheaper with a 0.05% expense ratio, compared with 0.07% for SP5L.L.
SP5L.L is categorized as S&P 500, while PR1T.L is Government Bonds. SP5L.L tracks S&P 500 Index, while PR1T.L tracks Solactive US Treasury 0-1 Year Bond Index. Their fees differ too: 0.07% for SP5L.L and 0.05% for PR1T.L.
Find the right allocation for SP5L.L and PR1T.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer