PortfoliosLab logoPortfoliosLab logo
FRNE.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRNE.DE vs. WEBG.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 Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FRNE.DE achieves a 1.04% return, which is significantly lower than WEBG.DE's 12.80% return.


FRNE.DE

1D
0.04%
1M
0.30%
YTD
1.04%
6M
1.17%
1Y
2.61%
3Y*
3.51%
5Y*
10Y*

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between FRNE.DE and WEBG.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 (All Time)
Calculated using the full available price history since Mar 18, 2024

0.09

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. WEBG.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: 8686
Overall Rank
FRNE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRNE.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
FRNE.DE Omega Ratio Rank: 8787
Omega Ratio Rank
FRNE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
FRNE.DE Martin Ratio Rank: 9797
Martin Ratio Rank

WEBG.DE
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. WEBG.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 Prime All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.52

1.44

+0.09

Calmar ratioReturn relative to maximum drawdown

8.32

4.11

+4.21

Martin ratioReturn relative to average drawdown

44.27

16.53

+27.74

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

The current FRNE.DE Sharpe Ratio is 2.35, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FRNE.DE and WEBG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FRNE.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.33

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

2.00

1.24

+0.76

Drawdowns

FRNE.DE vs. WEBG.DE - Drawdown Comparison

The maximum FRNE.DE drawdown since its inception was -1.23%, smaller than the maximum WEBG.DE drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for FRNE.DE and WEBG.DE.


Loading charts...

Drawdown Indicators


FRNE.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.23%

-21.31%

+20.08%

Max Drawdown (1Y)

Largest decline over 1 year

-0.32%

-6.50%

+6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-0.51%

Current Drawdown

Current decline from peak

0.00%

-0.63%

+0.63%

Average Drawdown

Average peak-to-trough decline

-0.21%

-2.81%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

1.62%

-1.56%

Volatility

FRNE.DE vs. WEBG.DE - Volatility Comparison

The current volatility for Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) is 0.29%, while Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.10%. This indicates that FRNE.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FRNE.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

3.10%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

0.89%

8.28%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

1.13%

11.48%

-10.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.17%

14.15%

-12.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.17%

14.15%

-12.98%

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

FRNE.DE has a 0.18% expense ratio, which is higher than WEBG.DE's 0.07% 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. WEBG.DE - Dividend Comparison

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


Frequently Asked Questions


FRNE.DE and WEBG.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, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for FRNE.DE.

FRNE.DE is categorized as Corporate Bonds, while WEBG.DE is Global Equities. FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.18% for FRNE.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

Find the right allocation for FRNE.DE and WEBG.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