FRNU.DE vs. JRUE.DE
FRNU.DE (Amundi Floating Rate USD Corporate ESG UCITS ETF USD) and JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) are both Corporate Bonds funds. FRNU.DE is passively managed, while JRUE.DE is actively managed. Over the past 3 years, FRNU.DE returned 4.96%/yr vs 2.76%/yr for JRUE.DE. At a correlation of -0.32, they often move in opposite directions. FRNU.DE charges 0.18%/yr vs 0.04%/yr for JRUE.DE.
Performance
FRNU.DE vs. JRUE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FRNU.DE achieves a 5.23% return, which is significantly higher than JRUE.DE's -0.90% 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%
JRUE.DE
- 1D
- 0.25%
- 1M
- -0.76%
- 6M
- -0.75%
- YTD
- -0.90%
- 1Y
- 2.59%
- 3Y*
- 2.76%
- 5Y*
- —
- 10Y*
- —
FRNU.DE vs. JRUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FRNU.DE Amundi Floating Rate USD Corporate ESG UCITS ETF USD | 5.23% | -6.54% | 12.72% | 2.79% | 7.34% | 2.15% |
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.90% | 5.79% | 0.31% | 5.74% | -17.61% | -1.64% |
Correlation
The correlation between FRNU.DE and JRUE.DE is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | -0.32 |
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. JRUE.DE — Risk / Return Rank
FRNU.DE
JRUE.DE
FRNU.DE vs. JRUE.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 JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.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.DE | JRUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.10 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 0.82 | +1.10 |
| Martin ratioReturn relative to average drawdown | 4.43 | 2.07 | +2.36 |
Loading charts...
Drawdowns
FRNU.DE vs. JRUE.DE - Drawdown Comparison
The maximum FRNU.DE drawdown since its inception was -19.45%, smaller than the maximum JRUE.DE drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for FRNU.DE and JRUE.DE.
Loading charts...
Drawdown Indicators
| FRNU.DE | JRUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.45% | -23.48% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -3.14% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -11.41% | -6.63% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -11.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -19.45% | — | — |
Current DrawdownCurrent decline from peak | -4.07% | -9.88% | +5.81% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -13.51% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 1.25% | +0.16% |
Volatility
FRNU.DE vs. JRUE.DE - Volatility Comparison
Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) has a higher volatility of 1.23% compared to JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) at 1.13%. This indicates that FRNU.DE's price experiences larger fluctuations and is considered to be riskier than JRUE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FRNU.DE | JRUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 1.13% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 4.30% | 3.27% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.01% | 4.47% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 7.80% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 7.80% | +9.16% |
FRNU.DE vs. JRUE.DE - Expense Ratio Comparison
FRNU.DE has a 0.18% expense ratio, which is higher than JRUE.DE's 0.04% 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. JRUE.DE - Dividend Comparison
Neither FRNU.DE nor JRUE.DE has paid dividends to shareholders.
Frequently Asked Questions
FRNU.DE and JRUE.DE have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUE.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUE.DE is cheaper with a 0.04% expense ratio, compared with 0.18% for FRNU.DE.
They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.18% for FRNU.DE and 0.04% for JRUE.DE.
Find the right allocation for FRNU.DE and JRUE.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