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FRNE.DE vs. AHYH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRNE.DE vs. AHYH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) and Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE). The values are adjusted to include any dividend payments, if applicable.

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FRNE.DE vs. AHYH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FRNE.DE
Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF
0.55%2.63%4.47%3.62%0.49%
AHYH.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR
-0.11%3.12%2.55%3.20%0.34%

Returns By Period

In the year-to-date period, FRNE.DE achieves a 0.55% return, which is significantly higher than AHYH.DE's -0.11% return.


FRNE.DE

1D
0.07%
1M
0.28%
YTD
0.55%
6M
1.18%
1Y
2.51%
3Y*
3.60%
5Y*
10Y*

AHYH.DE

1D
0.27%
1M
-0.28%
YTD
-0.11%
6M
0.20%
1Y
1.78%
3Y*
2.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRNE.DE vs. AHYH.DE - Expense Ratio Comparison

FRNE.DE has a 0.18% expense ratio, which is higher than AHYH.DE's 0.16% 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

FRNE.DE vs. AHYH.DE — Risk / Return Rank

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

FRNE.DE
FRNE.DE Risk / Return Rank: 9393
Overall Rank
FRNE.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FRNE.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
FRNE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
FRNE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
FRNE.DE Martin Ratio Rank: 9898
Martin Ratio Rank

AHYH.DE
AHYH.DE Risk / Return Rank: 3434
Overall Rank
AHYH.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AHYH.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
AHYH.DE Omega Ratio Rank: 3434
Omega Ratio Rank
AHYH.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
AHYH.DE Martin Ratio Rank: 3232
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.

FRNE.DE vs. AHYH.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 Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.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.DEAHYH.DEDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.83

+1.17

Sortino ratio

Return per unit of downside risk

2.92

1.16

+1.77

Omega ratio

Gain probability vs. loss probability

1.42

1.15

+0.27

Calmar ratio

Return relative to maximum drawdown

4.88

0.86

+4.02

Martin ratio

Return relative to average drawdown

28.56

3.65

+24.91

FRNE.DE vs. AHYH.DE - Sharpe Ratio Comparison

The current FRNE.DE Sharpe Ratio is 2.00, which is higher than the AHYH.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FRNE.DE and AHYH.DE, 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


FRNE.DEAHYH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.83

+1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.97

0.84

+1.12

Correlation

The correlation between FRNE.DE and AHYH.DE is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FRNE.DE vs. AHYH.DE - Dividend Comparison

Neither FRNE.DE nor AHYH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FRNE.DE vs. AHYH.DE - Drawdown Comparison

The maximum FRNE.DE drawdown since its inception was -1.23%, smaller than the maximum AHYH.DE drawdown of -1.86%. Use the drawdown chart below to compare losses from any high point for FRNE.DE and AHYH.DE.


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Drawdown Indicators


FRNE.DEAHYH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.23%

-1.86%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-0.51%

-1.59%

+1.08%

Current Drawdown

Current decline from peak

0.00%

-0.85%

+0.85%

Average Drawdown

Average peak-to-trough decline

-0.22%

-0.46%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

0.38%

-0.29%

Volatility

FRNE.DE vs. AHYH.DE - Volatility Comparison

The current volatility for Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) is 0.50%, while Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE) has a volatility of 1.13%. This indicates that FRNE.DE experiences smaller price fluctuations and is considered to be less risky than AHYH.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.DEAHYH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

1.13%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

1.58%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

1.25%

2.13%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.18%

3.06%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.18%

3.06%

-1.88%