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UEFI.DE vs. PR1T.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UEFI.DE vs. PR1T.DE - 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 (UEFI.DE) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE). The values are adjusted to include any dividend payments, if applicable.

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UEFI.DE vs. PR1T.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
1.21%-5.01%4.87%-0.30%-9.82%4.88%-9.09%
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
2.65%-7.38%11.28%1.27%6.78%8.43%-18.52%

Returns By Period

In the year-to-date period, UEFI.DE achieves a 1.21% return, which is significantly lower than PR1T.DE's 2.65% return.


UEFI.DE

1D
-0.61%
1M
-0.10%
YTD
1.21%
6M
2.01%
1Y
-4.76%
3Y*
-0.32%
5Y*
-0.80%
10Y*
0.26%

PR1T.DE

1D
0.48%
1M
0.55%
YTD
2.65%
6M
3.11%
1Y
-2.28%
3Y*
2.59%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UEFI.DE vs. PR1T.DE - Expense Ratio Comparison

UEFI.DE has a 0.07% expense ratio, which is higher than PR1T.DE'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

UEFI.DE vs. PR1T.DE — Risk / Return Rank

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

UEFI.DE
UEFI.DE Risk / Return Rank: 88
Overall Rank
UEFI.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UEFI.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
UEFI.DE Omega Ratio Rank: 66
Omega Ratio Rank
UEFI.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
UEFI.DE Martin Ratio Rank: 99
Martin Ratio Rank

PR1T.DE
PR1T.DE Risk / Return Rank: 88
Overall Rank
PR1T.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 66
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 1010
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.

UEFI.DE vs. PR1T.DE - 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 (UEFI.DE) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE). 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.


UEFI.DEPR1T.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.21

-0.32

+0.11

Sortino ratio

Return per unit of downside risk

-0.15

-0.38

+0.23

Omega ratio

Gain probability vs. loss probability

0.96

0.95

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.25

-0.07

-0.18

Martin ratio

Return relative to average drawdown

-0.40

-0.11

-0.29

UEFI.DE vs. PR1T.DE - Sharpe Ratio Comparison

The current UEFI.DE Sharpe Ratio is -0.21, which is higher than the PR1T.DE Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of UEFI.DE and PR1T.DE, 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


UEFI.DEPR1T.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

-0.32

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.46

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.02

-0.02

Correlation

The correlation between UEFI.DE and PR1T.DE is 0.58, 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

UEFI.DE vs. PR1T.DE - Dividend Comparison

UEFI.DE's dividend yield for the trailing twelve months is around 2.63%, while PR1T.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
UEFI.DE
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
2.63%1.93%2.25%2.54%1.33%0.82%1.66%1.68%2.29%1.74%0.76%0.80%
PR1T.DE
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%0.00%

Drawdowns

UEFI.DE vs. PR1T.DE - Drawdown Comparison

The maximum UEFI.DE drawdown since its inception was -32.63%, which is greater than PR1T.DE's maximum drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for UEFI.DE and PR1T.DE.


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Drawdown Indicators


UEFI.DEPR1T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-18.56%

-14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-6.58%

-9.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

-11.76%

-4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

Current Drawdown

Current decline from peak

-17.73%

-7.26%

-10.47%

Average Drawdown

Average peak-to-trough decline

-14.42%

-8.66%

-5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.36%

4.27%

+6.09%

Volatility

UEFI.DE vs. PR1T.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) is 1.89%, while Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) has a volatility of 2.02%. This indicates that UEFI.DE experiences smaller price fluctuations and is considered to be less risky than PR1T.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEFI.DEPR1T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

2.02%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

21.69%

4.11%

+17.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.67%

7.15%

+15.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

7.47%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

9.58%

+7.04%