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FRNH.DE vs. PR1P.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRNH.DE vs. PR1P.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 Amundi Prime US Corporates UCITS ETF DR (D) (PR1P.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 1.35% return, which is significantly lower than PR1P.DE's 3.26% 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%

PR1P.DE

1D
-0.06%
1M
1.97%
6M
3.53%
YTD
3.26%
1Y
7.05%
3Y*
3.44%
5Y*
0.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRNH.DE vs. PR1P.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%0.20%
PR1P.DE
Amundi Prime US Corporates UCITS ETF DR (D)
3.26%-3.91%7.64%4.76%-10.23%6.43%0.62%-8.65%

Correlation

The correlation between FRNH.DE and PR1P.DE is 0.09, 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

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2019

0.03

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Return for Risk

FRNH.DE vs. PR1P.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

PR1P.DE
PR1P.DE Risk / Return Rank: 3939
Overall Rank
PR1P.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PR1P.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
PR1P.DE Omega Ratio Rank: 3535
Omega Ratio Rank
PR1P.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
PR1P.DE Martin Ratio Rank: 3939
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. PR1P.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 Amundi Prime US Corporates UCITS ETF DR (D) (PR1P.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.DEPR1P.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+3.11

Omega ratioGain probability vs. loss probability

1.90

1.21

+0.69

Calmar ratioReturn relative to maximum drawdown

8.08

1.97

+6.11

Martin ratioReturn relative to average drawdown

39.13

5.07

+34.06

FRNH.DE vs. PR1P.DE - Sharpe Ratio Comparison

The current FRNH.DE Sharpe Ratio is 3.21, which is higher than the PR1P.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FRNH.DE and PR1P.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. PR1P.DE - Drawdown Comparison

The maximum FRNH.DE drawdown since its inception was -15.25%, smaller than the maximum PR1P.DE drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for FRNH.DE and PR1P.DE.


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Drawdown Indicators


FRNH.DEPR1P.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.25%

-19.63%

+4.38%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

-3.56%

+3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-1.39%

-11.79%

+10.40%

Max Drawdown (5Y)

Largest decline over 5 years

-3.19%

-13.44%

+10.25%

Max Drawdown (10Y)

Largest decline over 10 years

-15.25%

Current Drawdown

Current decline from peak

0.00%

-3.60%

+3.60%

Average Drawdown

Average peak-to-trough decline

-0.87%

-7.77%

+6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

1.39%

-1.32%

Volatility

FRNH.DE vs. PR1P.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 Amundi Prime US Corporates UCITS ETF DR (D) (PR1P.DE) has a volatility of 1.76%. This indicates that FRNH.DE experiences smaller price fluctuations and is considered to be less risky than PR1P.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.DEPR1P.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

1.76%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

0.71%

4.26%

-3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

0.90%

6.23%

-5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.42%

8.30%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.36%

10.32%

-6.96%

FRNH.DE vs. PR1P.DE - Expense Ratio Comparison

FRNH.DE has a 0.20% expense ratio, which is higher than PR1P.DE's 0.05% 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. PR1P.DE - Dividend Comparison

FRNH.DE has not paid dividends to shareholders, while PR1P.DE's dividend yield for the trailing twelve months is around 4.59%.


PositionTTM202520242023202220212020
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%
PR1P.DE
Amundi Prime US Corporates UCITS ETF DR (D)
4.59%4.74%4.35%4.14%4.21%3.33%3.35%

Frequently Asked Questions


FRNH.DE and PR1P.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1P.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1P.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for FRNH.DE.

FRNH.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates Index (EUR Hedged), while PR1P.DE tracks Solactive USD Investment Grade Corporate. Their fees differ too: 0.20% for FRNH.DE and 0.05% for PR1P.DE.

Portfolio Optimizer

Find the right allocation for FRNH.DE and PR1P.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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