PortfoliosLab logoPortfoliosLab logo
FRNU.DE vs. IS3F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRNU.DE vs. IS3F.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 $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with FRNU.DE having a 5.23% return and IS3F.DE slightly lower at 5.01%. Over the past 10 years, FRNU.DE has underperformed IS3F.DE with an annualized return of 2.79%, while IS3F.DE has yielded a comparatively higher 4.00% annualized return.


FRNU.DE

1D
0.00%
1M
1.67%
6M
3.57%
YTD
5.23%
1Y
6.26%
3Y*
4.96%
5Y*
4.95%
10Y*
2.79%

IS3F.DE

1D
-0.23%
1M
1.13%
6M
3.17%
YTD
5.01%
1Y
5.81%
3Y*
6.69%
5Y*
6.02%
10Y*
4.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRNU.DE vs. IS3F.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRNU.DE
Amundi Floating Rate USD Corporate ESG UCITS ETF USD
5.23%-6.54%12.72%2.79%7.34%8.64%-7.76%7.65%4.93%-10.27%
IS3F.DE
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
5.01%-6.28%14.29%7.35%6.51%9.83%-8.41%13.49%1.81%-8.14%

Correlation

The correlation between FRNU.DE and IS3F.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.88

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

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2015

0.78

The correlation between FRNU.DE and IS3F.DE has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.

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

FRNU.DE vs. IS3F.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: 3939
Overall Rank
FRNU.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FRNU.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
FRNU.DE Omega Ratio Rank: 3434
Omega Ratio Rank
FRNU.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
FRNU.DE Martin Ratio Rank: 3838
Martin Ratio Rank

IS3F.DE
IS3F.DE Risk / Return Rank: 3838
Overall Rank
IS3F.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IS3F.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
IS3F.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IS3F.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
IS3F.DE Martin Ratio Rank: 4242
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. IS3F.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 $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.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.


FRNU.DEIS3F.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.19

1.16

+0.02

Calmar ratioReturn relative to maximum drawdown

1.92

1.98

-0.06

Martin ratioReturn relative to average drawdown

4.43

5.08

-0.65

FRNU.DE vs. IS3F.DE - Sharpe Ratio Comparison

The current FRNU.DE Sharpe Ratio is 1.05, which is comparable to the IS3F.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FRNU.DE and IS3F.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...

Drawdowns

FRNU.DE vs. IS3F.DE - Drawdown Comparison

The maximum FRNU.DE drawdown since its inception was -19.45%, smaller than the maximum IS3F.DE drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for FRNU.DE and IS3F.DE.


Loading charts...

Drawdown Indicators


FRNU.DEIS3F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-27.25%

+7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-2.93%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-11.41%

-11.67%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-11.41%

-11.67%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-19.45%

-20.78%

+1.33%

Current Drawdown

Current decline from peak

-4.07%

-3.84%

-0.23%

Average Drawdown

Average peak-to-trough decline

-7.78%

-8.16%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.14%

+0.27%

Volatility

FRNU.DE vs. IS3F.DE - Volatility Comparison

The current volatility for Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) is 1.23%, while iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE) has a volatility of 1.74%. This indicates that FRNU.DE experiences smaller price fluctuations and is considered to be less risky than IS3F.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FRNU.DEIS3F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.74%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.30%

4.56%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

6.33%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

7.67%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

8.21%

+8.75%

FRNU.DE vs. IS3F.DE - Expense Ratio Comparison

FRNU.DE has a 0.18% expense ratio, which is lower than IS3F.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

FRNU.DE vs. IS3F.DE - Dividend Comparison

FRNU.DE has not paid dividends to shareholders, while IS3F.DE's dividend yield for the trailing twelve months is around 4.27%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%0.00%
IS3F.DE
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.27%4.77%5.36%4.95%2.10%1.50%2.62%3.52%2.81%2.25%2.36%3.21%

Frequently Asked Questions


FRNU.DE and IS3F.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FRNU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRNU.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for IS3F.DE.

FRNU.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates, while IS3F.DE tracks Markit iBoxx USD Liquid Investment Grade Interest Rate Hedged Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for FRNU.DE and 0.25% for IS3F.DE.

Portfolio Optimizer

Find the right allocation for FRNU.DE and IS3F.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