VDTY.L vs. PRIT.L

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard USD Treasury Bond UCITS ETF (VDTY.L) and Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L).

VDTY.L and PRIT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDTY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Treasury Float Adjusted Index. It was launched on Mar 4, 2025. PRIT.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 5, 2019. Both VDTY.L and PRIT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VDTY.L vs. PRIT.L - Performance Comparison

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VDTY.L Vanguard USD Treasury Bond UCITS ETF	-0.30%	6.26%	1.10%	3.77%	-12.32%	-2.40%	7.68%	6.22%
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	-0.01%	6.41%	0.86%	3.45%	-12.28%	-1.88%	7.22%	5.44%

Different Trading Currencies

VDTY.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, VDTY.L achieves a -0.30% return, which is significantly lower than PRIT.L's -0.01% return.

VDTY.L

• 1D: 0.05%
• 1M: -1.73%
• YTD: -0.30%
• 6M: 0.75%
• 1Y: 3.20%
• 3Y*: 2.69%
• 5Y*: -0.21%
• 10Y*: 0.98%

PRIT.L

• 1D: 0.26%
• 1M: -1.69%
• YTD: -0.01%
• 6M: 0.90%
• 1Y: 3.45%
• 3Y*: 2.85%
• 5Y*: -0.14%
• 10Y*: —

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

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

Both VDTY.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%.

VDTY.L

Vanguard USD Treasury Bond UCITS ETF

PRIT.L

Amundi Prime US Treasury UCITS ETF DR (D)

Return for Risk

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

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

VDTY.L

VDTY.L Risk / Return Rank: 34
VDTY.L Sharpe Ratio Rank: 39
VDTY.L Sortino Ratio Rank: 36
VDTY.L Omega Ratio Rank: 33
VDTY.L Calmar Ratio Rank: 34
VDTY.L Martin Ratio Rank: 28

PRIT.L

PRIT.L Risk / Return Rank: 13
PRIT.L Sharpe Ratio Rank: 15
PRIT.L Sortino Ratio Rank: 13
PRIT.L Omega Ratio Rank: 13
PRIT.L Calmar Ratio Rank: 14
PRIT.L Martin Ratio Rank: 13

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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF (VDTY.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.

	VDTY.L	PRIT.L	Difference
Sharpe ratio Return per unit of total volatility	0.76	0.63	+0.13
Sortino ratio Return per unit of downside risk	1.10	0.95	+0.15
Omega ratio Gain probability vs. loss probability	1.14	1.11	+0.03
Calmar ratio Return relative to maximum drawdown	0.89	1.08	-0.19
Martin ratio Return relative to average drawdown	2.32	2.69	-0.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VDTY.L Sharpe Ratio is 0.76, which is comparable to the PRIT.L Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VDTY.L and PRIT.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.

Sharpe Ratios by Period

	VDTY.L	PRIT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	0.63	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	-0.02	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.15	+0.05

Correlation

The correlation between VDTY.L and PRIT.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

VDTY.L vs. PRIT.L - Dividend Comparison

VDTY.L's dividend yield for the trailing twelve months is around 4.24%, more than PRIT.L's 3.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
VDTY.L Vanguard USD Treasury Bond UCITS ETF	4.24%	4.29%	4.31%	3.40%	2.09%	1.21%	1.54%	2.34%	2.33%	1.57%	0.99%
PRIT.L Amundi Prime US Treasury UCITS ETF DR (D)	3.17%	3.22%	2.79%	2.34%	1.87%	1.74%	2.11%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VDTY.L vs. PRIT.L - Drawdown Comparison

The maximum VDTY.L drawdown since its inception was -18.99%, roughly equal to the maximum PRIT.L drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for VDTY.L and PRIT.L.

Drawdown Indicators

	VDTY.L	PRIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-18.99%	-20.06%	+1.07%
Max Drawdown (1Y) Largest decline over 1 year	-3.23%	-7.41%	+4.18%
Max Drawdown (5Y) Largest decline over 5 years	-16.60%	-16.09%	-0.51%
Max Drawdown (10Y) Largest decline over 10 years	-18.99%	—	—
Current Drawdown Current decline from peak	-6.83%	-13.40%	+6.57%
Average Drawdown Average peak-to-trough decline	-6.61%	-12.47%	+5.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.24%	4.30%	-3.06%

Volatility

VDTY.L vs. PRIT.L - Volatility Comparison

The current volatility for Vanguard USD Treasury Bond UCITS ETF (VDTY.L) is 1.25%, while Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) has a volatility of 2.02%. This indicates that VDTY.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

	VDTY.L	PRIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.25%	2.02%	-0.77%
Volatility (6M) Calculated over the trailing 6-month period	2.27%	3.54%	-1.27%
Volatility (1Y) Calculated over the trailing 1-year period	4.21%	5.50%	-1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.52%	7.22%	-1.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.85%	7.58%	-2.73%