FRNH.DE vs. IS0Y.DE
FRNH.DE (Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc)) and IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) are both Corporate Bonds funds - FRNH.DE tracks the iBoxx MSCI ESG USD FRN Investment Grade Corporates Index (EUR Hedged) while IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. Both are passively managed. Over the past 10 years, FRNH.DE returned 1.21%/yr vs 1.68%/yr for IS0Y.DE. At a 0.17 correlation, their price movements are largely independent. FRNH.DE charges 0.20%/yr vs 0.25%/yr for IS0Y.DE.
Performance
FRNH.DE vs. IS0Y.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FRNH.DE having a 1.35% return and IS0Y.DE slightly higher at 1.38%. Over the past 10 years, FRNH.DE has underperformed IS0Y.DE with an annualized return of 1.21%, while IS0Y.DE has yielded a comparatively higher 1.68% annualized return.
FRNH.DE
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.33%
- YTD
- 1.35%
- 1Y
- 2.90%
- 3Y*
- 3.76%
- 5Y*
- 2.38%
- 10Y*
- 1.21%
IS0Y.DE
- 1D
- -0.08%
- 1M
- 0.27%
- 6M
- 1.51%
- YTD
- 1.38%
- 1Y
- 3.06%
- 3Y*
- 5.28%
- 5Y*
- 2.72%
- 10Y*
- 1.68%
FRNH.DE vs. IS0Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRNH.DE Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) | 1.35% | 2.90% | 4.99% | 4.33% | -0.84% | -0.64% | -0.04% | 2.05% | -2.60% | 0.20% |
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.38% | 4.15% | 6.61% | 5.08% | -2.70% | -0.25% | 0.80% | 4.09% | -3.73% | 1.51% |
Correlation
The correlation between FRNH.DE and IS0Y.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2016 | 0.17 |
The correlation between FRNH.DE and IS0Y.DE shifts across timeframes, from 0.11 (1 year) to 0.25 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FRNH.DE vs. IS0Y.DE — Risk / Return Rank
FRNH.DE
IS0Y.DE
FRNH.DE vs. IS0Y.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 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.
| FRNH.DE | IS0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.90 | 1.25 | +0.64 |
| Calmar ratioReturn relative to maximum drawdown | 8.08 | 3.00 | +5.08 |
| Martin ratioReturn relative to average drawdown | 39.13 | 11.41 | +27.73 |
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Drawdowns
FRNH.DE vs. IS0Y.DE - Drawdown Comparison
The maximum FRNH.DE drawdown since its inception was -15.25%, which is greater than IS0Y.DE's maximum drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for FRNH.DE and IS0Y.DE.
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Drawdown Indicators
| FRNH.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.25% | -13.95% | -1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -0.36% | -1.02% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -1.39% | -2.07% | +0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -3.19% | -7.09% | +3.90% |
Max Drawdown (10Y)Largest decline over 10 years | -15.25% | -13.95% | -1.30% |
Current DrawdownCurrent decline from peak | 0.00% | -0.08% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -0.87% | -1.32% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 0.27% | -0.20% |
Volatility
FRNH.DE vs. IS0Y.DE - Volatility Comparison
The current volatility for Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) (FRNH.DE) is 0.10%, while iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) has a volatility of 0.59%. This indicates that FRNH.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.
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Volatility by Period
| FRNH.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.10% | 0.59% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 0.71% | 1.75% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.90% | 2.19% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.42% | 2.85% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.36% | 3.69% | -0.33% |
FRNH.DE vs. IS0Y.DE - Expense Ratio Comparison
FRNH.DE has a 0.20% 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
FRNH.DE vs. IS0Y.DE - Dividend Comparison
FRNH.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRNH.DE Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) | 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
FRNH.DE and IS0Y.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRNH.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRNH.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for IS0Y.DE.
FRNH.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates Index (EUR Hedged), 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: 0.20% for FRNH.DE and 0.25% for IS0Y.DE.
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