FRNE.DE vs. 5UOA.DE
FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) and 5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc) are both Corporate Bonds funds - FRNE.DE tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index while 5UOA.DE tracks the Bloomberg MSCI US Corporate Sustainable SRI. Both are passively managed. Over the past 3 years, FRNE.DE returned 3.51%/yr vs 2.19%/yr for 5UOA.DE. At a correlation of -0.01, they often move in opposite directions. FRNE.DE charges 0.18%/yr vs 0.15%/yr for 5UOA.DE.
Performance
FRNE.DE vs. 5UOA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FRNE.DE having a 1.04% return and 5UOA.DE slightly lower at 1.02%.
FRNE.DE
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.04%
- 6M
- 1.17%
- 1Y
- 2.61%
- 3Y*
- 3.51%
- 5Y*
- —
- 10Y*
- —
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 vs. 5UOA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 1.04% | 2.63% | 4.47% | 3.62% | -0.49% | -0.20% |
5UOA.DE iShares USD Corporate Bond ESG UCITS ETF Acc | 1.02% | -4.01% | 7.93% | 4.48% | -9.70% | 2.17% |
Correlation
The correlation between FRNE.DE and 5UOA.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
FRNE.DE vs. 5UOA.DE — Risk / Return Rank
FRNE.DE
5UOA.DE
FRNE.DE vs. 5UOA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) and iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.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.
| FRNE.DE | 5UOA.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 | 1.52 | 1.10 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 8.32 | 0.95 | +7.37 |
| Martin ratioReturn relative to average drawdown | 44.27 | 2.46 | +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
| FRNE.DE | 5UOA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 0.55 | +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 | 2.00 | 0.14 | +1.86 |
Drawdowns
FRNE.DE vs. 5UOA.DE - Drawdown Comparison
The maximum FRNE.DE drawdown since its inception was -1.23%, smaller than the maximum 5UOA.DE drawdown of -12.65%. Use the drawdown chart below to compare losses from any high point for FRNE.DE and 5UOA.DE.
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Drawdown Indicators
| FRNE.DE | 5UOA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.23% | -12.65% | +11.42% |
Max Drawdown (1Y)Largest decline over 1 year | -0.32% | -3.32% | +3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -0.51% | -11.22% | +10.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.65% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.64% | +5.64% |
Average DrawdownAverage peak-to-trough decline | -0.21% | -5.96% | +5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 1.29% | -1.23% |
Volatility
FRNE.DE vs. 5UOA.DE - Volatility Comparison
The current volatility for Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) is 0.29%, while iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) has a volatility of 1.10%. This indicates that FRNE.DE experiences smaller price fluctuations and is considered to be less risky than 5UOA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRNE.DE | 5UOA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.29% | 1.10% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 0.89% | 3.94% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.13% | 5.70% | -4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.17% | 8.13% | -6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.17% | 8.18% | -7.01% |
FRNE.DE vs. 5UOA.DE - Expense Ratio Comparison
FRNE.DE has a 0.18% expense ratio, which is higher than 5UOA.DE's 0.15% 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
FRNE.DE vs. 5UOA.DE - Dividend Comparison
Neither FRNE.DE nor 5UOA.DE has paid dividends to shareholders.
Frequently Asked Questions
FRNE.DE and 5UOA.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.
FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index, while 5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for FRNE.DE and 0.15% for 5UOA.DE.
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