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FRNH.DE vs. ASRY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRNH.DE vs. ASRY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) (FRNH.DE) and BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc (ASRY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRNH.DE achieves a 1.44% return, which is significantly lower than ASRY.DE's 12.94% return.


FRNH.DE

1D
-0.04%
1M
0.23%
6M
1.24%
YTD
1.44%
1Y
2.84%
3Y*
3.73%
5Y*
2.43%
10Y*
1.22%

ASRY.DE

1D
0.00%
1M
1.76%
6M
10.19%
YTD
12.94%
1Y
23.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRNH.DE vs. ASRY.DE - Yearly Performance Comparison


Correlation

The correlation between FRNH.DE and ASRY.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2023

0.14

The correlation between FRNH.DE and ASRY.DE shifts across timeframes, from 0.14 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FRNH.DE vs. ASRY.DE — Risk / Return Rank

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

FRNH.DE
FRNH.DE Risk / Return Rank: 9797
Overall Rank
FRNH.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FRNH.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
FRNH.DE Omega Ratio Rank: 9797
Omega Ratio Rank
FRNH.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
FRNH.DE Martin Ratio Rank: 9898
Martin Ratio Rank

ASRY.DE
ASRY.DE Risk / Return Rank: 8484
Overall Rank
ASRY.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ASRY.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
ASRY.DE Omega Ratio Rank: 8484
Omega Ratio Rank
ASRY.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
ASRY.DE Martin Ratio Rank: 8787
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.

FRNH.DE vs. ASRY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) (FRNH.DE) and BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc (ASRY.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.


FRNH.DEASRY.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.86

1.38

+0.48

Calmar ratioReturn relative to maximum drawdown

7.91

3.45

+4.46

Martin ratioReturn relative to average drawdown

38.31

13.79

+24.52

FRNH.DE vs. ASRY.DE - Sharpe Ratio Comparison

The current FRNH.DE Sharpe Ratio is 3.13, which is higher than the ASRY.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FRNH.DE and ASRY.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.


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Drawdowns

FRNH.DE vs. ASRY.DE - Drawdown Comparison

The maximum FRNH.DE drawdown since its inception was -15.25%, smaller than the maximum ASRY.DE drawdown of -21.60%. Use the drawdown chart below to compare losses from any high point for FRNH.DE and ASRY.DE.


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Drawdown Indicators


FRNH.DEASRY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.25%

-21.60%

+6.35%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

-6.75%

+6.39%

Max Drawdown (3Y)

Largest decline over 3 years

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-15.25%

Current Drawdown

Current decline from peak

-0.04%

-0.05%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.87%

-2.54%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

1.69%

-1.62%

Volatility

FRNH.DE vs. ASRY.DE - Volatility Comparison

The current volatility for Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) (FRNH.DE) is 0.12%, while BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc (ASRY.DE) has a volatility of 2.43%. This indicates that FRNH.DE experiences smaller price fluctuations and is considered to be less risky than ASRY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRNH.DEASRY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

2.43%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

0.52%

8.22%

-7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

0.90%

11.52%

-10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.42%

13.44%

-11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.36%

13.44%

-10.08%

FRNH.DE vs. ASRY.DE - Expense Ratio Comparison

FRNH.DE has a 0.20% expense ratio, which is higher than ASRY.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%.


Dividends

FRNH.DE vs. ASRY.DE - Dividend Comparison

Neither FRNH.DE nor ASRY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FRNH.DE and ASRY.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRY.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRY.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for FRNH.DE.

FRNH.DE is categorized as Corporate Bonds, while ASRY.DE is ESG. FRNH.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates Index (EUR Hedged), while ASRY.DE tracks MSCI World Select Filtered Min TE Index. They also come from different issuers: Amundi and BNP Paribas. Their fees differ too: 0.20% for FRNH.DE and 0.16% for ASRY.DE.

Portfolio Optimizer

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