FRNE.DE vs. JRUB.DE
FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - FRNE.DE tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 3 years, FRNE.DE returned 3.51%/yr vs 2.43%/yr for JRUB.DE. At a correlation of -0.01, they often move in opposite directions. FRNE.DE charges 0.18%/yr vs 0.19%/yr for JRUB.DE.
Performance
FRNE.DE vs. JRUB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FRNE.DE achieves a 1.04% return, which is significantly lower than JRUB.DE's 1.74% return.
FRNE.DE
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.04%
- 6M
- 1.17%
- 1Y
- 2.61%
- 3Y*
- 3.51%
- 5Y*
- —
- 10Y*
- —
JRUB.DE
- 1D
- 0.06%
- 1M
- 1.22%
- YTD
- 1.74%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 2.43%
- 5Y*
- 1.48%
- 10Y*
- —
FRNE.DE vs. JRUB.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% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.74% | -4.07% | 7.97% | 4.63% | -10.39% | 2.25% |
Correlation
The correlation between FRNE.DE and JRUB.DE is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2021 | -0.01 |
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. JRUB.DE — Risk / Return Rank
FRNE.DE
JRUB.DE
FRNE.DE vs. JRUB.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 JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.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 | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.12 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 8.32 | 1.25 | +7.07 |
| Martin ratioReturn relative to average drawdown | 44.27 | 3.11 | +41.16 |
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
| FRNE.DE | JRUB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 0.69 | +1.66 |
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 | 0.31 | +1.69 |
Drawdowns
FRNE.DE vs. JRUB.DE - Drawdown Comparison
The maximum FRNE.DE drawdown since its inception was -1.23%, smaller than the maximum JRUB.DE drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for FRNE.DE and JRUB.DE.
Loading charts...
Drawdown Indicators
| FRNE.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.23% | -13.79% | +12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -0.32% | -3.13% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -0.51% | -11.65% | +11.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.30% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.11% | +5.11% |
Average DrawdownAverage peak-to-trough decline | -0.21% | -5.36% | +5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 1.27% | -1.21% |
Volatility
FRNE.DE vs. JRUB.DE - Volatility Comparison
The current volatility for Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) is 0.29%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a volatility of 1.18%. This indicates that FRNE.DE experiences smaller price fluctuations and is considered to be less risky than JRUB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FRNE.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.29% | 1.18% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 0.89% | 3.89% | -3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.13% | 5.68% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.17% | 8.67% | -7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.17% | 8.88% | -7.71% |
FRNE.DE vs. JRUB.DE - Expense Ratio Comparison
FRNE.DE has a 0.18% expense ratio, which is lower than JRUB.DE's 0.19% 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. JRUB.DE - Dividend Comparison
Neither FRNE.DE nor JRUB.DE has paid dividends to shareholders.
Frequently Asked Questions
FRNE.DE and JRUB.DE have a correlation of 0.03, 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 0.19% for JRUB.DE.
FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index, while JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.18% for FRNE.DE and 0.19% for JRUB.DE.
Find the right allocation for FRNE.DE and JRUB.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