5UOA.DE vs. FRNE.DE
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc) and FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) are both Corporate Bonds funds - 5UOA.DE tracks the Bloomberg MSCI US Corporate Sustainable SRI while FRNE.DE tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Both are passively managed. Over the past 3 years, 5UOA.DE returned 2.19%/yr vs 3.51%/yr for FRNE.DE. At a correlation of -0.01, they often move in opposite directions. 5UOA.DE charges 0.15%/yr vs 0.18%/yr for FRNE.DE.
Performance
5UOA.DE vs. FRNE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with 5UOA.DE having a 1.02% return and FRNE.DE slightly higher at 1.04%.
5UOA.DE
- 1D
- 0.04%
- 1M
- 1.01%
- YTD
- 1.02%
- 6M
- 0.66%
- 1Y
- 3.48%
- 3Y*
- 2.19%
- 5Y*
- 1.37%
- 10Y*
- —
FRNE.DE
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.04%
- 6M
- 1.17%
- 1Y
- 2.61%
- 3Y*
- 3.51%
- 5Y*
- —
- 10Y*
- —
5UOA.DE vs. FRNE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5UOA.DE iShares USD Corporate Bond ESG UCITS ETF Acc | 1.02% | -4.01% | 7.93% | 4.48% | -9.70% | 2.17% |
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 1.04% | 2.63% | 4.47% | 3.62% | -0.49% | -0.20% |
Correlation
The correlation between 5UOA.DE and FRNE.DE is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2021 | -0.01 |
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Return for Risk
5UOA.DE vs. FRNE.DE — Risk / Return Rank
5UOA.DE
FRNE.DE
5UOA.DE vs. FRNE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.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.
| 5UOA.DE | FRNE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.52 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 8.32 | -7.37 |
| Martin ratioReturn relative to average drawdown | 2.46 | 44.27 | -41.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 5UOA.DE | FRNE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.35 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 2.00 | -1.86 |
Drawdowns
5UOA.DE vs. FRNE.DE - Drawdown Comparison
The maximum 5UOA.DE drawdown since its inception was -12.65%, which is greater than FRNE.DE's maximum drawdown of -1.23%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and FRNE.DE.
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Drawdown Indicators
| 5UOA.DE | FRNE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.65% | -1.23% | -11.42% |
Max Drawdown (1Y)Largest decline over 1 year | -3.32% | -0.32% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.22% | -0.51% | -10.71% |
Max Drawdown (5Y)Largest decline over 5 years | -12.65% | — | — |
Current DrawdownCurrent decline from peak | -5.64% | 0.00% | -5.64% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -0.21% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 0.06% | +1.23% |
Volatility
5UOA.DE vs. FRNE.DE - Volatility Comparison
iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) has a higher volatility of 1.10% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.29%. This indicates that 5UOA.DE's price experiences larger fluctuations and is considered to be riskier than FRNE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5UOA.DE | FRNE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 0.29% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 3.94% | 0.89% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.70% | 1.13% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.13% | 1.17% | +6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.18% | 1.17% | +7.01% |
5UOA.DE vs. FRNE.DE - Expense Ratio Comparison
5UOA.DE has a 0.15% expense ratio, which is lower than FRNE.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
5UOA.DE vs. FRNE.DE - Dividend Comparison
Neither 5UOA.DE nor FRNE.DE has paid dividends to shareholders.
Frequently Asked Questions
5UOA.DE and FRNE.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5UOA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5UOA.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for FRNE.DE.
5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for 5UOA.DE and 0.18% for FRNE.DE.
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