UB82.L vs. PRIT.L

Last updated Jun 5, 2026

UB82.L (UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis) and PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) are both Government Bonds funds - UB82.L tracks the Bloomberg US 7-10 Year Treasury Bond Index while PRIT.L tracks the Solactive US Treasury Bond Index. Both are passively managed. Over the past 5 years, UB82.L returned 0.05%/yr vs 0.72%/yr for PRIT.L. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.05% expense ratio.

Performance

UB82.L vs. PRIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UB82.L achieves a 0.06% return, which is significantly higher than PRIT.L's -0.04% return.

UB82.L

• 1D: 0.17%
• 1M: 1.02%
• YTD: 0.06%
• 6M: -0.35%
• 1Y: 4.22%
• 3Y*: -0.26%
• 5Y*: 0.05%
• 10Y*: —

PRIT.L

• 1D: 0.20%
• 1M: 1.12%
• YTD: -0.04%
• 6M: -0.58%
• 1Y: 4.50%
• 3Y*: 0.24%
• 5Y*: 0.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UB82.L vs. PRIT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UB82.L UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis	0.06%	0.56%	0.48%	-3.11%	-6.16%	-0.72%	4.31%	9.61%
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	-0.04%	-1.06%	2.57%	-1.73%	-1.79%	-0.98%	4.03%	5.36%

Correlation

The correlation between UB82.L and PRIT.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019	0.45

Over the past year, UB82.L and PRIT.L have become more correlated (0.88) than their long-term average of 0.45, meaning their price movements have been converging.

Return for Risk

UB82.L vs. PRIT.L — Risk / Return Rank

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

UB82.L

UB82.L Risk / Return Rank: 21
UB82.L Sharpe Ratio Rank: 22
UB82.L Sortino Ratio Rank: 21
UB82.L Omega Ratio Rank: 20
UB82.L Calmar Ratio Rank: 22
UB82.L Martin Ratio Rank: 21

PRIT.L

PRIT.L Risk / Return Rank: 21
PRIT.L Sharpe Ratio Rank: 22
PRIT.L Sortino Ratio Rank: 22
PRIT.L Omega Ratio Rank: 20
PRIT.L Calmar Ratio Rank: 20
PRIT.L Martin Ratio Rank: 19

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.

UB82.L vs. PRIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.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.

	UB82.L	PRIT.L	Difference
Sharpe ratio: Return per unit of total volatility	0.72	0.74	-0.02
Sortino ratio: Return per unit of downside risk	1.09	1.13	-0.04
Omega ratio: Gain probability vs. loss probability	1.13	1.13	0.00
Calmar ratio: Return relative to maximum drawdown	0.98	0.86	+0.11
Martin ratio: Return relative to average drawdown	2.38	2.05	+0.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UB82.L vs. PRIT.L - Sharpe Ratio Comparison

The current UB82.L Sharpe Ratio is 0.72, which is comparable to the PRIT.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of UB82.L and PRIT.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.

Sharpe Ratios by Period

	UB82.L	PRIT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	0.74	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.08	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.09	+0.04

Drawdowns

UB82.L vs. PRIT.L - Drawdown Comparison

The maximum UB82.L drawdown since its inception was -23.85%, which is greater than PRIT.L's maximum drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for UB82.L and PRIT.L.

Drawdown Indicators

	UB82.L	PRIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.85%	-20.06%	-3.79%
Max Drawdown (1Y) Largest decline over 1 year	-4.86%	-5.19%	+0.33%
Max Drawdown (3Y) Largest decline over 3 years	-7.79%	-8.33%	+0.54%
Max Drawdown (5Y) Largest decline over 5 years	-16.39%	-16.09%	-0.30%
Current Drawdown Current decline from peak	-19.18%	-14.86%	-4.32%
Average Drawdown Average peak-to-trough decline	-16.84%	-12.54%	-4.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.19%	-0.04%

Volatility

UB82.L vs. PRIT.L - Volatility Comparison

UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) have volatilities of 1.49% and 1.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UB82.L	PRIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.49%	1.51%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	4.44%	4.44%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	6.57%	6.04%	+0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.53%	8.89%	+3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.99%	9.33%	+6.66%

UB82.L vs. PRIT.L - Expense Ratio Comparison

Both UB82.L and PRIT.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

UB82.L vs. PRIT.L - Dividend Comparison

UB82.L's dividend yield for the trailing twelve months is around 3.10%, less than PRIT.L's 3.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	3.22%	3.22%	2.79%	2.34%	1.87%	1.74%	2.11%	0.00%	0.00%
UB82.L UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis	3.10%	2.20%	2.52%	2.82%	1.33%	0.99%	1.81%	1.93%	2.69%

Frequently Asked Questions

Can I hold both UB82.L and PRIT.L in my portfolio?

UB82.L and PRIT.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UB82.L or PRIT.L?

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UB82.L or PRIT.L?

UB82.L and PRIT.L have the same expense ratio: 0.05% per year.

What is the main difference between UB82.L and PRIT.L?

UB82.L tracks Bloomberg US 7-10 Year Treasury Bond Index, while PRIT.L tracks Solactive US Treasury Bond Index. They also come from different issuers: UBS and Amundi.