FRNE.DE vs. JRUE.DE
FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) and JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) are both Corporate Bonds funds. FRNE.DE is passively managed, while JRUE.DE is actively managed. Over the past 3 years, FRNE.DE returned 3.50%/yr vs 2.98%/yr for JRUE.DE. At a 0.03 correlation, their price movements are largely independent. FRNE.DE charges 0.18%/yr vs 0.04%/yr for JRUE.DE.
Performance
FRNE.DE vs. JRUE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRNE.DE achieves a 1.34% return, which is significantly higher than JRUE.DE's -0.85% 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%
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
FRNE.DE vs. JRUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 1.34% | 2.63% | 4.47% | 3.62% | -0.49% | -0.12% |
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.85% | 5.79% | 0.31% | 5.74% | -17.61% | -1.64% |
Correlation
The correlation between FRNE.DE and JRUE.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 | 0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.03 |
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Return for Risk
FRNE.DE vs. JRUE.DE — Risk / Return Rank
FRNE.DE
JRUE.DE
FRNE.DE vs. JRUE.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 JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.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 | JRUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.12 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 9.60 | 1.00 | +8.60 |
| Martin ratioReturn relative to average drawdown | 41.31 | 2.54 | +38.78 |
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Drawdowns
FRNE.DE vs. JRUE.DE - Drawdown Comparison
The maximum FRNE.DE drawdown since its inception was -6.19%, smaller than the maximum JRUE.DE drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for FRNE.DE and JRUE.DE.
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Drawdown Indicators
| FRNE.DE | JRUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.19% | -23.48% | +17.29% |
Max Drawdown (1Y)Largest decline over 1 year | -0.26% | -3.14% | +2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -0.50% | -6.65% | +6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -1.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -6.19% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -9.83% | +9.83% |
Average DrawdownAverage peak-to-trough decline | -0.52% | -13.52% | +13.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 1.24% | -1.18% |
Volatility
FRNE.DE vs. JRUE.DE - Volatility Comparison
The current volatility for Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) is 0.12%, while JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) has a volatility of 1.11%. This indicates that FRNE.DE experiences smaller price fluctuations and is considered to be less risky than JRUE.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 | JRUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.12% | 1.11% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 0.88% | 3.31% | -2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.07% | 4.46% | -3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.15% | 7.80% | -6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.44% | 7.80% | -6.36% |
FRNE.DE vs. JRUE.DE - Expense Ratio Comparison
FRNE.DE has a 0.18% expense ratio, which is higher than JRUE.DE's 0.04% 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. JRUE.DE - Dividend Comparison
Neither FRNE.DE nor JRUE.DE has paid dividends to shareholders.
Frequently Asked Questions
FRNE.DE and JRUE.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, JRUE.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUE.DE is cheaper with a 0.04% expense ratio, compared with 0.18% for FRNE.DE.
They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.18% for FRNE.DE and 0.04% for JRUE.DE.
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