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VX6F.DE vs. PR1T.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VX6F.DE vs. PR1T.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.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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VX6F.DE vs. PR1T.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VX6F.DE
Vanguard U.K. Gilt UCITS ETF GBP Accumulation
-1.17%0.53%-0.19%18.92%-26.90%-5.30%-1.30%
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, VX6F.DE achieves a -1.17% return, which is significantly lower than PR1T.DE's 2.65% return.


VX6F.DE

1D
0.84%
1M
-2.83%
YTD
-1.17%
6M
1.71%
1Y
-1.05%
3Y*
0.39%
5Y*
-2.56%
10Y*

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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VX6F.DE vs. PR1T.DE - Expense Ratio Comparison

Both VX6F.DE and PR1T.DE 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%.


Return for Risk

VX6F.DE vs. PR1T.DE — Risk / Return Rank

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

VX6F.DE
VX6F.DE Risk / Return Rank: 99
Overall Rank
VX6F.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VX6F.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VX6F.DE Omega Ratio Rank: 88
Omega Ratio Rank
VX6F.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VX6F.DE Martin Ratio Rank: 88
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.

VX6F.DE vs. PR1T.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.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.


VX6F.DEPR1T.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.12

-0.32

+0.20

Sortino ratio

Return per unit of downside risk

-0.10

-0.38

+0.28

Omega ratio

Gain probability vs. loss probability

0.99

0.95

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.17

-0.07

-0.09

Martin ratio

Return relative to average drawdown

-0.41

-0.11

-0.30

VX6F.DE vs. PR1T.DE - Sharpe Ratio Comparison

The current VX6F.DE Sharpe Ratio is -0.12, which is higher than the PR1T.DE Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of VX6F.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


VX6F.DEPR1T.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

-0.32

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.46

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.02

-0.09

Correlation

The correlation between VX6F.DE and PR1T.DE is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VX6F.DE vs. PR1T.DE - Dividend Comparison

VX6F.DE's dividend yield for the trailing twelve months is around 0.37%, while PR1T.DE has not paid dividends to shareholders.


Drawdowns

VX6F.DE vs. PR1T.DE - Drawdown Comparison

The maximum VX6F.DE drawdown since its inception was -38.93%, 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 VX6F.DE and PR1T.DE.


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Drawdown Indicators


VX6F.DEPR1T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.93%

-18.56%

-20.37%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-6.58%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-36.83%

-11.76%

-25.07%

Current Drawdown

Current decline from peak

-20.40%

-7.26%

-13.14%

Average Drawdown

Average peak-to-trough decline

-14.68%

-8.66%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

4.27%

-2.17%

Volatility

VX6F.DE vs. PR1T.DE - Volatility Comparison

Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.DE) has a higher volatility of 3.18% compared to Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) at 2.02%. This indicates that VX6F.DE's price experiences larger fluctuations and is considered to be riskier 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


VX6F.DEPR1T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

2.02%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

5.13%

4.11%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

8.54%

7.15%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.81%

7.47%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.12%

9.58%

+2.54%