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XCS2.DE vs. PR1T.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS2.DE vs. PR1T.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.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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Returns By Period

In the year-to-date period, XCS2.DE achieves a 8.74% return, which is significantly higher than PR1T.DE's 4.54% return.


XCS2.DE

1D
0.64%
1M
0.17%
6M
8.57%
YTD
8.74%
1Y
9.20%
3Y*
2.45%
5Y*
-1.91%
10Y*
-0.09%

PR1T.DE

1D
0.00%
1M
1.75%
6M
4.40%
YTD
4.54%
1Y
6.80%
3Y*
2.92%
5Y*
4.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS2.DE vs. PR1T.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XCS2.DE
Xtrackers II Australia Government Bond UCITS ETF (Acc)
8.74%-2.17%-1.70%0.78%-13.88%-0.26%2.26%
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
4.54%-7.38%11.28%1.27%6.78%8.43%-6.80%

Correlation

The correlation between XCS2.DE and PR1T.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

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

-0.10

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2020

-0.08

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Return for Risk

XCS2.DE vs. PR1T.DE — Risk / Return Rank

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

XCS2.DE
XCS2.DE Risk / Return Rank: 3939
Overall Rank
XCS2.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XCS2.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XCS2.DE Omega Ratio Rank: 3232
Omega Ratio Rank
XCS2.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XCS2.DE Martin Ratio Rank: 4848
Martin Ratio Rank

PR1T.DE
PR1T.DE Risk / Return Rank: 3838
Overall Rank
PR1T.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 3232
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 3737
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.

XCS2.DE vs. PR1T.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.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.

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.


XCS2.DEPR1T.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

2.01

2.01

-0.01

Martin ratioReturn relative to average drawdown

6.68

4.78

+1.90

XCS2.DE vs. PR1T.DE - Sharpe Ratio Comparison

The current XCS2.DE Sharpe Ratio is 1.04, which is comparable to the PR1T.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of XCS2.DE and PR1T.DE, 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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Drawdowns

XCS2.DE vs. PR1T.DE - Drawdown Comparison

The maximum XCS2.DE drawdown since its inception was -41.58%, which is greater than PR1T.DE's maximum drawdown of -11.76%. Use the drawdown chart below to compare losses from any high point for XCS2.DE and PR1T.DE.


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Drawdown Indicators


XCS2.DEPR1T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-11.76%

-29.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.56%

-3.39%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-12.00%

-11.71%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-11.76%

-10.60%

Max Drawdown (10Y)

Largest decline over 10 years

-41.58%

Current Drawdown

Current decline from peak

-32.78%

-5.55%

-27.23%

Average Drawdown

Average peak-to-trough decline

-25.75%

-5.20%

-20.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.42%

-0.05%

Volatility

XCS2.DE vs. PR1T.DE - Volatility Comparison

Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.DE) has a higher volatility of 2.20% compared to Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) at 1.65%. This indicates that XCS2.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


XCS2.DEPR1T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

1.65%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

4.27%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

6.08%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.13%

7.44%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

7.25%

+13.77%

XCS2.DE vs. PR1T.DE - Expense Ratio Comparison

XCS2.DE has a 0.25% 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%.


Dividends

XCS2.DE vs. PR1T.DE - Dividend Comparison

Neither XCS2.DE nor PR1T.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCS2.DE and PR1T.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1T.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1T.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for XCS2.DE.

XCS2.DE tracks FTSE Australian Government Bond Index, while PR1T.DE tracks Solactive US Treasury 0-1 Year Bond Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XCS2.DE and 0.05% for PR1T.DE.

Portfolio Optimizer

Find the right allocation for XCS2.DE and PR1T.DE

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