FRNE.DE vs. IS0Y.DE
FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) and IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) are both Corporate Bonds funds - FRNE.DE tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index while IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. Both are passively managed. Over the past 10 years, FRNE.DE returned 1.07%/yr vs 1.59%/yr for IS0Y.DE. At a 0.13 correlation, their price movements are largely independent. FRNE.DE charges 0.18%/yr vs 0.25%/yr for IS0Y.DE.
Performance
FRNE.DE vs. IS0Y.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with FRNE.DE having a 1.34% return and IS0Y.DE slightly higher at 1.40%. Over the past 10 years, FRNE.DE has underperformed IS0Y.DE with an annualized return of 1.07%, while IS0Y.DE has yielded a comparatively higher 1.59% annualized return.
FRNE.DE
- 1D
- 0.00%
- 1M
- 0.32%
- 6M
- 1.21%
- YTD
- 1.34%
- 1Y
- 2.50%
- 3Y*
- 3.50%
- 5Y*
- 2.22%
- 10Y*
- 1.07%
IS0Y.DE
- 1D
- -0.03%
- 1M
- 0.10%
- 6M
- 1.43%
- YTD
- 1.40%
- 1Y
- 3.01%
- 3Y*
- 5.12%
- 5Y*
- 2.73%
- 10Y*
- 1.59%
FRNE.DE vs. IS0Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 1.34% | 2.63% | 4.47% | 3.62% | -0.49% | -0.38% | -0.11% | 0.89% | -1.37% | 0.09% |
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.40% | 4.15% | 6.61% | 5.08% | -2.70% | -0.25% | 0.80% | 4.09% | -3.73% | 1.51% |
Correlation
The correlation between FRNE.DE and IS0Y.DE is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2014 | 0.13 |
The correlation between FRNE.DE and IS0Y.DE shifts across timeframes, from -0.05 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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
FRNE.DE vs. IS0Y.DE — Risk / Return Rank
FRNE.DE
IS0Y.DE
FRNE.DE vs. IS0Y.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 € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FRNE.DE | IS0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.25 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 9.60 | 2.95 | +6.65 |
| Martin ratioReturn relative to average drawdown | 41.31 | 11.20 | +30.11 |
Loading charts...
Drawdowns
FRNE.DE vs. IS0Y.DE - Drawdown Comparison
The maximum FRNE.DE drawdown since its inception was -6.19%, smaller than the maximum IS0Y.DE drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for FRNE.DE and IS0Y.DE.
Loading charts...
Drawdown Indicators
| FRNE.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.19% | -13.95% | +7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -0.26% | -1.02% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -0.50% | -2.07% | +1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -1.43% | -7.01% | +5.58% |
Max Drawdown (10Y)Largest decline over 10 years | -6.19% | -13.95% | +7.76% |
Current DrawdownCurrent decline from peak | 0.00% | -0.13% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -0.52% | -1.32% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 0.27% | -0.21% |
Volatility
FRNE.DE vs. IS0Y.DE - Volatility Comparison
The current volatility for Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) is 0.12%, while iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) has a volatility of 0.54%. This indicates that FRNE.DE experiences smaller price fluctuations and is considered to be less risky than IS0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FRNE.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.12% | 0.54% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 0.88% | 1.73% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.07% | 2.20% | -1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.15% | 2.85% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.44% | 3.69% | -2.25% |
FRNE.DE vs. IS0Y.DE - Expense Ratio Comparison
FRNE.DE has a 0.18% expense ratio, which is lower than IS0Y.DE's 0.25% 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
FRNE.DE vs. IS0Y.DE - Dividend Comparison
FRNE.DE has not paid dividends to shareholders, while IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 2.58% | 2.91% | 3.70% | 2.52% | 0.43% | 0.70% | 0.82% | 0.92% | 0.58% | 0.71% | 1.35% | 1.47% |
Frequently Asked Questions
FRNE.DE and IS0Y.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRNE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRNE.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for IS0Y.DE.
FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index, while IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for FRNE.DE and 0.25% for IS0Y.DE.
Find the right allocation for FRNE.DE and IS0Y.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