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FRNU.DE vs. 36BE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRNU.DE vs. 36BE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) and iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.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, FRNU.DE achieves a 3.11% return, which is significantly higher than 36BE.DE's 1.37% return.


FRNU.DE

1D
-0.07%
1M
1.57%
YTD
3.11%
6M
2.36%
1Y
3.47%
3Y*
2.89%
5Y*
5.15%
10Y*
2.93%

36BE.DE

1D
0.13%
1M
1.12%
YTD
1.37%
6M
0.75%
1Y
3.56%
3Y*
2.22%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRNU.DE vs. 36BE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FRNU.DE
Amundi Floating Rate USD Corporate ESG UCITS ETF USD
3.11%-6.55%12.73%2.79%7.34%8.64%-6.71%
36BE.DE
iShares USD Corporate Bond ESG UCITS ETF Dist
1.37%-4.25%7.93%4.49%-9.70%7.28%-3.86%

Correlation

The correlation between FRNU.DE and 36BE.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.59

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

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2020

0.61

The correlation between FRNU.DE and 36BE.DE shifts across timeframes, from 0.58 (5 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FRNU.DE vs. 36BE.DE — Risk / Return Rank

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

FRNU.DE
FRNU.DE Risk / Return Rank: 1919
Overall Rank
FRNU.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FRNU.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
FRNU.DE Omega Ratio Rank: 1717
Omega Ratio Rank
FRNU.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
FRNU.DE Martin Ratio Rank: 1919
Martin Ratio Rank

36BE.DE
36BE.DE Risk / Return Rank: 1919
Overall Rank
36BE.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
36BE.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
36BE.DE Omega Ratio Rank: 1818
Omega Ratio Rank
36BE.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
36BE.DE Martin Ratio Rank: 2121
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.

FRNU.DE vs. 36BE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) and iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.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.


FRNU.DE36BE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.10

1.10

-0.01

Calmar ratioReturn relative to maximum drawdown

1.03

0.97

+0.06

Martin ratioReturn relative to average drawdown

2.13

2.49

-0.36

FRNU.DE vs. 36BE.DE - Sharpe Ratio Comparison

The current FRNU.DE Sharpe Ratio is 0.55, which is comparable to the 36BE.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FRNU.DE and 36BE.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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Sharpe Ratios by Period


FRNU.DE36BE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.57

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.19

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.03

+0.28

Drawdowns

FRNU.DE vs. 36BE.DE - Drawdown Comparison

The maximum FRNU.DE drawdown since its inception was -14.79%, which is greater than 36BE.DE's maximum drawdown of -12.76%. Use the drawdown chart below to compare losses from any high point for FRNU.DE and 36BE.DE.


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Drawdown Indicators


FRNU.DE36BE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.79%

-12.76%

-2.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.31%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.40%

-11.21%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-11.40%

-12.76%

+1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-14.79%

Current Drawdown

Current decline from peak

-6.01%

-5.56%

-0.45%

Average Drawdown

Average peak-to-trough decline

-5.47%

-5.98%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

1.29%

+0.29%

Volatility

FRNU.DE vs. 36BE.DE - Volatility Comparison

Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) has a higher volatility of 1.33% compared to iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.DE) at 0.99%. This indicates that FRNU.DE's price experiences larger fluctuations and is considered to be riskier than 36BE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRNU.DE36BE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.99%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

3.90%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.12%

5.65%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

8.11%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

8.79%

-1.29%

FRNU.DE vs. 36BE.DE - Expense Ratio Comparison

FRNU.DE has a 0.18% expense ratio, which is higher than 36BE.DE's 0.15% 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

FRNU.DE vs. 36BE.DE - Dividend Comparison

FRNU.DE has not paid dividends to shareholders, while 36BE.DE's dividend yield for the trailing twelve months is around 4.92%.


PositionTTM202520242023202220212020
36BE.DE
iShares USD Corporate Bond ESG UCITS ETF Dist
4.92%4.92%4.68%4.24%2.85%2.47%1.43%
FRNU.DE
Amundi Floating Rate USD Corporate ESG UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FRNU.DE and 36BE.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 36BE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36BE.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for FRNU.DE.

FRNU.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates, while 36BE.DE tracks Bloomberg MSCI US Corporate Sustainable SRI. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for FRNU.DE and 0.15% for 36BE.DE.

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