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VETA.L vs. PRIR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VETA.L vs. PRIR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VETA.L is traded in GBP, while PRIR.L is traded in GBp. To make them comparable, the PRIR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with VETA.L having a -0.82% return and PRIR.L slightly higher at -0.78%.


VETA.L

1D
0.23%
1M
0.78%
YTD
-0.82%
6M
-0.92%
1Y
2.67%
3Y*
2.47%
5Y*
-2.10%
10Y*

PRIR.L

1D
0.24%
1M
0.90%
YTD
-0.78%
6M
-0.88%
1Y
2.66%
3Y*
2.43%
5Y*
-2.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VETA.L vs. PRIR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VETA.L
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-0.82%5.79%-2.93%4.76%-13.59%-9.77%10.65%2.93%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
-0.78%5.74%-3.03%4.65%-13.31%-10.41%10.86%3.33%

Correlation

The correlation between VETA.L and PRIR.L is 0.93, 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

0.93

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

0.82

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

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2019

0.62

Over the past year, VETA.L and PRIR.L have become more correlated (0.93) than their long-term average of 0.62, meaning their price movements have been converging.

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Return for Risk

VETA.L vs. PRIR.L — Risk / Return Rank

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

VETA.L
VETA.L Risk / Return Rank: 1616
Overall Rank
VETA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VETA.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
VETA.L Omega Ratio Rank: 1616
Omega Ratio Rank
VETA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
VETA.L Martin Ratio Rank: 1515
Martin Ratio Rank

PRIR.L
PRIR.L Risk / Return Rank: 1616
Overall Rank
PRIR.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRIR.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRIR.L Omega Ratio Rank: 1515
Omega Ratio Rank
PRIR.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
PRIR.L Martin Ratio Rank: 1515
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.

VETA.L vs. PRIR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.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.


VETA.LPRIR.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.09

1.08

0.00

Calmar ratioReturn relative to maximum drawdown

0.57

0.59

-0.02

Martin ratioReturn relative to average drawdown

1.29

1.36

-0.07

VETA.L vs. PRIR.L - Sharpe Ratio Comparison

The current VETA.L Sharpe Ratio is 0.49, which is comparable to the PRIR.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VETA.L and PRIR.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


VETA.LPRIR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.49

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.31

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.12

+0.04

Drawdowns

VETA.L vs. PRIR.L - Drawdown Comparison

The maximum VETA.L drawdown since its inception was -26.60%, roughly equal to the maximum PRIR.L drawdown of -25.98%. Use the drawdown chart below to compare losses from any high point for VETA.L and PRIR.L.


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Drawdown Indicators


VETA.LPRIR.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.60%

-25.98%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.66%

-4.70%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-6.23%

-6.17%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-20.58%

-0.13%

Current Drawdown

Current decline from peak

-18.72%

-18.21%

-0.51%

Average Drawdown

Average peak-to-trough decline

-15.05%

-18.53%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.01%

+0.06%

Volatility

VETA.L vs. PRIR.L - Volatility Comparison

Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) have volatilities of 1.85% and 1.81%, 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.


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Volatility by Period


VETA.LPRIR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.81%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

4.31%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

5.71%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.49%

8.66%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

10.68%

-2.72%

VETA.L vs. PRIR.L - Expense Ratio Comparison

VETA.L has a 0.07% expense ratio, which is higher than PRIR.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

VETA.L vs. PRIR.L - Dividend Comparison

VETA.L has not paid dividends to shareholders, while PRIR.L's dividend yield for the trailing twelve months is around 2.75%.


PositionTTM2025202420232022202120202019
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
2.75%2.72%2.07%1.88%1.83%1.57%1.64%1.05%
VETA.L
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, VETA.L and PRIR.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PRIR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIR.L is cheaper with a 0.05% expense ratio, compared with 0.07% for VETA.L.

Both ETFs track Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.07% for VETA.L and 0.05% for PRIR.L.

Portfolio Optimizer

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