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U10G.L vs. PR1T.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

U10G.L vs. PR1T.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.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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Different Trading Currencies

U10G.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, U10G.L achieves a -0.78% return, which is significantly lower than PR1T.L's 1.87% return.


U10G.L

1D
0.33%
1M
1.04%
YTD
-0.78%
6M
-4.52%
1Y
1.79%
3Y*
-6.24%
5Y*
-6.94%
10Y*
-3.32%

PR1T.L

1D
0.06%
1M
1.20%
YTD
1.87%
6M
1.05%
1Y
4.95%
3Y*
2.03%
5Y*
4.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

U10G.L vs. PR1T.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
-0.78%-5.06%-7.24%-5.81%-22.57%-5.74%-10.80%
PR1T.L
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
1.84%-3.21%7.04%-0.41%12.57%1.04%-6.84%

Correlation

The correlation between U10G.L and PR1T.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

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

0.21

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2020

0.31

The correlation between U10G.L and PR1T.L shifts across timeframes, from 0.21 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

U10G.L vs. PR1T.L — Risk / Return Rank

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

U10G.L
U10G.L Risk / Return Rank: 1111
Overall Rank
U10G.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
U10G.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
U10G.L Omega Ratio Rank: 1111
Omega Ratio Rank
U10G.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
U10G.L Martin Ratio Rank: 1111
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.

U10G.L vs. PR1T.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.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.


U10G.LPR1T.LDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.04

1.13

-0.09

Calmar ratioReturn relative to maximum drawdown

0.17

0.96

-0.79

Martin ratioReturn relative to average drawdown

0.32

2.61

-2.28

U10G.L vs. PR1T.L - Sharpe Ratio Comparison

The current U10G.L Sharpe Ratio is 0.18, which is lower than the PR1T.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of U10G.L and PR1T.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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Sharpe Ratios by Period


U10G.LPR1T.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.75

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.52

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.23

-0.42

Drawdowns

U10G.L vs. PR1T.L - Drawdown Comparison

The maximum U10G.L drawdown since its inception was -52.98%, 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 U10G.L and PR1T.L.


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Drawdown Indicators


U10G.LPR1T.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.98%

-16.09%

-36.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-5.15%

-5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-9.86%

-9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-41.90%

-16.09%

-25.81%

Max Drawdown (10Y)

Largest decline over 10 years

-52.98%

Current Drawdown

Current decline from peak

-51.32%

-6.37%

-44.95%

Average Drawdown

Average peak-to-trough decline

-27.54%

-7.80%

-19.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

1.89%

+3.59%

Volatility

U10G.L vs. PR1T.L - Volatility Comparison

Amundi US Treasury Bond 10+Y UCITS ETF Dist (U10G.L) has a higher volatility of 2.19% compared to Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) at 1.76%. This indicates that U10G.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.


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Volatility by Period


U10G.LPR1T.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

1.76%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

4.96%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

6.58%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

8.46%

+6.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

8.34%

+7.77%

U10G.L vs. PR1T.L - Expense Ratio Comparison

U10G.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%.


Dividends

U10G.L vs. PR1T.L - Dividend Comparison

U10G.L's dividend yield for the trailing twelve months is around 0.04%, while PR1T.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%0.00%0.00%0.00%
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
0.04%0.03%0.03%0.03%0.03%0.02%0.02%0.03%0.03%0.03%0.04%

Frequently Asked Questions


U10G.L and PR1T.L have a correlation of 0.23, 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 0.06% for U10G.L.

U10G.L tracks Bloomberg US Long Treasury Index, while PR1T.L tracks Solactive US Treasury 0-1 Year Bond Index. Their fees differ too: 0.06% for U10G.L and 0.05% for PR1T.L.

Portfolio Optimizer

Find the right allocation for U10G.L and PR1T.L

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