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XT01.L vs. PR1T.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XT01.L vs. PR1T.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L). The values are adjusted to include any dividend payments, if applicable.

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XT01.L vs. PR1T.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
2.69%-2.80%6.91%-0.75%12.89%1.36%-6.69%
PR1T.L
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
2.73%-3.21%7.04%-0.41%12.57%1.04%-6.84%
Different Trading Currencies

XT01.L is traded in GBP, while PR1T.L is traded in USD. To make them comparable, the PR1T.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 XT01.L having a 2.69% return and PR1T.L slightly higher at 2.73%.


XT01.L

1D
-0.10%
1M
2.19%
YTD
2.69%
6M
3.67%
1Y
1.79%
3Y*
2.46%
5Y*
4.19%
10Y*

PR1T.L

1D
-0.32%
1M
2.22%
YTD
2.73%
6M
3.59%
1Y
1.64%
3Y*
2.23%
5Y*
4.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XT01.L vs. PR1T.L - Expense Ratio Comparison

XT01.L has a 0.07% expense ratio, which is higher than PR1T.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%.


Return for Risk

XT01.L vs. PR1T.L — Risk / Return Rank

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

XT01.L
XT01.L Risk / Return Rank: 1717
Overall Rank
XT01.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XT01.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
XT01.L Omega Ratio Rank: 1616
Omega Ratio Rank
XT01.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XT01.L Martin Ratio Rank: 1515
Martin Ratio Rank

PR1T.L
PR1T.L Risk / Return Rank: 100100
Overall Rank
PR1T.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PR1T.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
PR1T.L Omega Ratio Rank: 100100
Omega Ratio Rank
PR1T.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
PR1T.L Martin Ratio Rank: 100100
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.

XT01.L vs. PR1T.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.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.


XT01.LPR1T.LDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.23

+0.03

Sortino ratio

Return per unit of downside risk

0.42

0.38

+0.04

Omega ratio

Gain probability vs. loss probability

1.05

1.04

0.00

Calmar ratio

Return relative to maximum drawdown

0.28

0.25

+0.03

Martin ratio

Return relative to average drawdown

0.52

0.46

+0.06

XT01.L vs. PR1T.L - Sharpe Ratio Comparison

The current XT01.L Sharpe Ratio is 0.26, which is comparable to the PR1T.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of XT01.L and PR1T.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.


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Sharpe Ratios by Period


XT01.LPR1T.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.23

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.48

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.25

+0.04

Correlation

The correlation between XT01.L and PR1T.L is 0.82, 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

XT01.L vs. PR1T.L - Dividend Comparison

Neither XT01.L nor PR1T.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XT01.L vs. PR1T.L - Drawdown Comparison

The maximum XT01.L drawdown since its inception was -15.31%, roughly equal to the maximum PR1T.L drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for XT01.L and PR1T.L.


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Drawdown Indicators


XT01.LPR1T.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-0.56%

-14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-0.06%

-6.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-0.56%

-14.75%

Current Drawdown

Current decline from peak

-4.60%

-0.03%

-4.57%

Average Drawdown

Average peak-to-trough decline

-7.33%

-0.05%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

0.01%

+3.46%

Volatility

XT01.L vs. PR1T.L - Volatility Comparison

The current volatility for Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) is 1.99%, while Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.L) has a volatility of 2.57%. This indicates that XT01.L experiences smaller price fluctuations and is considered to be less risky than PR1T.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XT01.LPR1T.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

2.57%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

4.81%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

6.93%

7.23%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.35%

8.46%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.37%

8.40%

-0.03%