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TR7G.L vs. PR1T.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TR7G.L vs. PR1T.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Treasury Bond 3-7 Year UCITS ETF A (TR7G.L) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L). The values are adjusted to include any dividend payments, if applicable.

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TR7G.L vs. PR1T.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TR7G.L
Invesco US Treasury Bond 3-7 Year UCITS ETF A
0.87%-0.02%3.75%-1.47%1.43%-1.10%-6.90%
PR1T.L
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
2.51%-3.21%7.04%-0.41%12.57%1.04%-6.84%
Different Trading Currencies

TR7G.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, TR7G.L achieves a 0.87% return, which is significantly lower than PR1T.L's 2.51% return.


TR7G.L

1D
-0.73%
1M
-0.64%
YTD
0.87%
6M
2.20%
1Y
0.92%
3Y*
1.17%
5Y*
1.35%
10Y*

PR1T.L

1D
-0.20%
1M
1.41%
YTD
2.51%
6M
3.57%
1Y
1.42%
3Y*
2.16%
5Y*
4.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TR7G.L vs. PR1T.L - Expense Ratio Comparison

TR7G.L has a 0.06% 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%.


Return for Risk

TR7G.L vs. PR1T.L — Risk / Return Rank

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

TR7G.L
TR7G.L Risk / Return Rank: 1414
Overall Rank
TR7G.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TR7G.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
TR7G.L Omega Ratio Rank: 1313
Omega Ratio Rank
TR7G.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
TR7G.L Martin Ratio Rank: 1313
Martin Ratio Rank

PR1T.L
PR1T.L Risk / Return Rank: 100100
Overall Rank
PR1T.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PR1T.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
PR1T.L Omega Ratio Rank: 100100
Omega Ratio Rank
PR1T.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
PR1T.L Martin Ratio Rank: 100100
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.

TR7G.L vs. PR1T.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 3-7 Year UCITS ETF A (TR7G.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.


TR7G.LPR1T.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.20

-0.06

Sortino ratio

Return per unit of downside risk

0.24

0.33

-0.09

Omega ratio

Gain probability vs. loss probability

1.03

1.04

-0.01

Calmar ratio

Return relative to maximum drawdown

0.20

0.30

-0.11

Martin ratio

Return relative to average drawdown

0.34

0.56

-0.22

TR7G.L vs. PR1T.L - Sharpe Ratio Comparison

The current TR7G.L Sharpe Ratio is 0.13, which is lower than the PR1T.L Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of TR7G.L and PR1T.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TR7G.LPR1T.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.20

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.47

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.25

-0.09

Correlation

The correlation between TR7G.L and PR1T.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TR7G.L vs. PR1T.L - Dividend Comparison

TR7G.L's dividend yield for the trailing twelve months is around 4.07%, while PR1T.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
TR7G.L
Invesco US Treasury Bond 3-7 Year UCITS ETF A
4.07%4.11%4.14%3.67%1.71%0.85%1.38%1.94%
PR1T.L
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TR7G.L vs. PR1T.L - Drawdown Comparison

The maximum TR7G.L drawdown since its inception was -20.51%, which is greater than PR1T.L's maximum drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for TR7G.L and PR1T.L.


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Drawdown Indicators


TR7G.LPR1T.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.51%

-0.56%

-19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.88%

-0.06%

-6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.64%

-0.56%

-15.08%

Current Drawdown

Current decline from peak

-12.27%

0.00%

-12.27%

Average Drawdown

Average peak-to-trough decline

-12.80%

-0.05%

-12.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

0.01%

+3.92%

Volatility

TR7G.L vs. PR1T.L - Volatility Comparison

The current volatility for Invesco US Treasury Bond 3-7 Year UCITS ETF A (TR7G.L) is 2.08%, while Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) has a volatility of 2.56%. This indicates that TR7G.L experiences smaller price fluctuations and is considered to be less risky than PR1T.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TR7G.LPR1T.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

2.56%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

4.81%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

6.87%

7.24%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

8.46%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.96%

8.39%

+0.57%