5UOA.DE vs. FRNU.DE
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc) and FRNU.DE (Amundi Floating Rate USD Corporate ESG UCITS ETF USD) are both Corporate Bonds funds - 5UOA.DE tracks the Bloomberg MSCI US Corporate Sustainable SRI while FRNU.DE tracks the iBoxx MSCI ESG USD FRN Investment Grade Corporates. Both are passively managed. Over the past 5 years, 5UOA.DE returned 1.37%/yr vs 5.15%/yr for FRNU.DE. A 0.60 correlation means they provide meaningful diversification when combined. 5UOA.DE charges 0.15%/yr vs 0.18%/yr for FRNU.DE.
Performance
5UOA.DE vs. FRNU.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5UOA.DE achieves a 1.02% return, which is significantly lower than FRNU.DE's 3.11% return.
5UOA.DE
- 1D
- 0.04%
- 1M
- 1.01%
- YTD
- 1.02%
- 6M
- 0.66%
- 1Y
- 3.48%
- 3Y*
- 2.19%
- 5Y*
- 1.37%
- 10Y*
- —
FRNU.DE
- 1D
- -0.07%
- 1M
- 1.57%
- YTD
- 3.11%
- 6M
- 2.36%
- 1Y
- 3.47%
- 3Y*
- 2.89%
- 5Y*
- 5.15%
- 10Y*
- 2.93%
5UOA.DE vs. FRNU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5UOA.DE iShares USD Corporate Bond ESG UCITS ETF Acc | 1.02% | -4.01% | 7.93% | 4.48% | -9.70% | 6.44% | 2.37% |
FRNU.DE Amundi Floating Rate USD Corporate ESG UCITS ETF USD | 3.11% | -6.55% | 12.73% | 2.79% | 7.34% | 8.64% | -2.27% |
Correlation
The correlation between 5UOA.DE and FRNU.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2020 | 0.60 |
The correlation between 5UOA.DE and FRNU.DE has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
5UOA.DE vs. FRNU.DE — Risk / Return Rank
5UOA.DE
FRNU.DE
5UOA.DE vs. FRNU.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 Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.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 | FRNU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.10 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.03 | -0.08 |
| Martin ratioReturn relative to average drawdown | 2.46 | 2.13 | +0.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 5UOA.DE | FRNU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 0.55 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.67 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.32 | -0.17 |
Drawdowns
5UOA.DE vs. FRNU.DE - Drawdown Comparison
The maximum 5UOA.DE drawdown since its inception was -12.65%, smaller than the maximum FRNU.DE drawdown of -14.79%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and FRNU.DE.
Loading charts...
Drawdown Indicators
| 5UOA.DE | FRNU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.65% | -14.79% | +2.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.32% | -3.25% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -11.22% | -11.40% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -12.65% | -11.40% | -1.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.79% | — |
Current DrawdownCurrent decline from peak | -5.64% | -6.01% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -5.47% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 1.58% | -0.29% |
Volatility
5UOA.DE vs. FRNU.DE - Volatility Comparison
The current volatility for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) is 1.10%, while Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) has a volatility of 1.33%. This indicates that 5UOA.DE experiences smaller price fluctuations and is considered to be less risky than FRNU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5UOA.DE | FRNU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 1.33% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 3.94% | 4.19% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.70% | 6.12% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.13% | 7.60% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.18% | 7.50% | +0.68% |
5UOA.DE vs. FRNU.DE - Expense Ratio Comparison
5UOA.DE has a 0.15% expense ratio, which is lower than FRNU.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. FRNU.DE - Dividend Comparison
Neither 5UOA.DE nor FRNU.DE has paid dividends to shareholders.
Frequently Asked Questions
5UOA.DE and FRNU.DE have a correlation of 0.67, 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 FRNU.DE.
5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while FRNU.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for 5UOA.DE and 0.18% for FRNU.DE.
Find the right allocation for 5UOA.DE and FRNU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer