VDST.L vs. PRIT.L

Last updated Jul 16, 2026

VDST.L (Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating) and PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) are both Government Bonds funds - VDST.L tracks the Bloomberg Short Treasury Index while PRIT.L tracks the Solactive US Treasury Bond Index. Both are passively managed. Over the past 5 years, VDST.L returned 3.44%/yr vs -0.61%/yr for PRIT.L. At a 0.13 correlation, their price movements are largely independent. Both charge a 0.05% expense ratio.

Performance

VDST.L vs. PRIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VDST.L is traded in USD, while PRIT.L is traded in GBp. To make them comparable, the PRIT.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDST.L achieves a 1.84% return, which is significantly higher than PRIT.L's -0.45% return.

VDST.L

• 1D: 0.03%
• 1M: 0.30%
• 6M: 1.70%
• YTD: 1.84%
• 1Y: 3.89%
• 3Y*: 4.64%
• 5Y*: 3.44%
• 10Y*: —

PRIT.L

• 1D: 0.35%
• 1M: -0.21%
• 6M: -0.46%
• YTD: -0.45%
• 1Y: 3.40%
• 3Y*: 2.92%
• 5Y*: -0.61%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VDST.L Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating	1.84%	4.27%	5.24%	4.98%	0.97%	-0.00%	0.02%
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	-0.45%	6.41%	0.87%	3.45%	-12.28%	-1.88%	-0.43%

Correlation

The correlation between VDST.L and PRIT.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (All Time) Calculated using the full available price history since Sep 2, 2020	0.13

Return for Risk

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

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

VDST.L

VDST.L Risk / Return Rank: 99
VDST.L Sharpe Ratio Rank: 99
VDST.L Sortino Ratio Rank: 99
VDST.L Omega Ratio Rank: 99
VDST.L Calmar Ratio Rank: 99
VDST.L Martin Ratio Rank: 99

PRIT.L

PRIT.L Risk / Return Rank: 19
PRIT.L Sharpe Ratio Rank: 21
PRIT.L Sortino Ratio Rank: 20
PRIT.L Omega Ratio Rank: 18
PRIT.L Calmar Ratio Rank: 19
PRIT.L Martin Ratio Rank: 18

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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.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.

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.

	VDST.L	PRIT.L	Difference
Sharpe ratio: Return per unit of total volatility	9.27	0.64	+8.63
Sortino ratio: Return per unit of downside risk	21.96	0.98	+20.97
Omega ratio: Gain probability vs. loss probability	5.06	1.11	+3.95
Calmar ratio: Return relative to maximum drawdown	37.89	1.04	+36.84
Martin ratio: Return relative to average drawdown	239.52	2.67	+236.85

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

The current VDST.L Sharpe Ratio is 9.27, which is higher than the PRIT.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VDST.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.

Drawdowns

VDST.L vs. PRIT.L - Drawdown Comparison

The maximum VDST.L drawdown since its inception was -0.37%, smaller than the maximum PRIT.L drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for VDST.L and PRIT.L.

Drawdown Indicators

	VDST.L	PRIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-0.37%	-28.57%	+28.20%
Max Drawdown (1Y) Largest decline over 1 year	-0.10%	-3.10%	+3.00%
Max Drawdown (3Y) Largest decline over 3 years	-0.14%	-5.41%	+5.27%
Max Drawdown (5Y) Largest decline over 5 years	-0.35%	-16.48%	+16.13%
Current Drawdown Current decline from peak	0.00%	-18.15%	+18.15%
Average Drawdown Average peak-to-trough decline	-0.03%	-19.97%	+19.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.02%	1.21%	-1.19%

Volatility

VDST.L vs. PRIT.L - Volatility Comparison

The current volatility for Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) is 0.10%, while Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) has a volatility of 1.45%. This indicates that VDST.L experiences smaller price fluctuations and is considered to be less risky than PRIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDST.L	PRIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.10%	1.45%	-1.35%
Volatility (6M) Calculated over the trailing 6-month period	0.32%	4.03%	-3.71%
Volatility (1Y) Calculated over the trailing 1-year period	0.42%	5.08%	-4.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.47%	7.04%	-6.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.44%	11.86%	-11.42%

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

Both VDST.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

VDST.L vs. PRIT.L - Dividend Comparison

VDST.L has not paid dividends to shareholders, while PRIT.L's dividend yield for the trailing twelve months is around 3.22%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	3.22%	3.22%	2.79%	2.34%	1.88%	1.74%	2.11%	1.94%
VDST.L Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

VDST.L and PRIT.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

VDST.L tracks Bloomberg Short Treasury Index, while PRIT.L tracks Solactive US Treasury Bond Index. They also come from different issuers: Vanguard and Amundi.