FRNU.DE vs. LYMS.DE
FRNU.DE (Amundi Floating Rate USD Corporate ESG UCITS ETF USD) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - FRNU.DE is a Corporate Bonds fund tracking the iBoxx MSCI ESG USD FRN Investment Grade Corporates, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, FRNU.DE returned 2.93%/yr vs 21.41%/yr for LYMS.DE. At a 0.24 correlation, their price movements are largely independent. FRNU.DE charges 0.18%/yr vs 0.22%/yr for LYMS.DE.
Performance
FRNU.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRNU.DE achieves a 3.11% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, FRNU.DE has underperformed LYMS.DE with an annualized return of 2.93%, while LYMS.DE has yielded a comparatively higher 21.41% annualized 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%
LYMS.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.72%
- 1Y
- 37.20%
- 3Y*
- 24.71%
- 5Y*
- 18.88%
- 10Y*
- 21.41%
FRNU.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRNU.DE Amundi Floating Rate USD Corporate ESG UCITS ETF USD | 3.11% | -6.55% | 12.73% | 2.79% | 7.34% | 8.64% | -7.76% | 7.65% | 4.94% | -10.27% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | 33.72% | 51.52% | -29.87% | 39.59% | 34.60% | 42.84% | 3.18% | 15.91% |
Correlation
The correlation between FRNU.DE and LYMS.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.24 |
The correlation between FRNU.DE and LYMS.DE shifts across timeframes, from 0.08 (5 years) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FRNU.DE vs. LYMS.DE — Risk / Return Rank
FRNU.DE
LYMS.DE
FRNU.DE vs. LYMS.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 Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.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.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.42 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 3.77 | -2.74 |
| Martin ratioReturn relative to average drawdown | 2.13 | 11.23 | -9.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRNU.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.40 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.94 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 1.08 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.77 | -0.45 |
Drawdowns
FRNU.DE vs. LYMS.DE - Drawdown Comparison
The maximum FRNU.DE drawdown since its inception was -14.79%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for FRNU.DE and LYMS.DE.
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Drawdown Indicators
| FRNU.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.79% | -50.00% | +35.21% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -10.02% | +6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -11.40% | -26.74% | +15.34% |
Max Drawdown (5Y)Largest decline over 5 years | -11.40% | -31.12% | +19.72% |
Max Drawdown (10Y)Largest decline over 10 years | -14.79% | -31.12% | +16.33% |
Current DrawdownCurrent decline from peak | -6.01% | -0.86% | -5.15% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -8.78% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 3.37% | -1.79% |
Volatility
FRNU.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) is 1.33%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that FRNU.DE experiences smaller price fluctuations and is considered to be less risky than LYMS.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.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 4.37% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 10.99% | -6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.12% | 15.73% | -9.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.60% | 19.91% | -12.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.50% | 19.68% | -12.18% |
FRNU.DE vs. LYMS.DE - Expense Ratio Comparison
FRNU.DE has a 0.18% expense ratio, which is lower than LYMS.DE's 0.22% 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. LYMS.DE - Dividend Comparison
Neither FRNU.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% | 0.69% | 0.76% | 1.09% | 1.18% |
Frequently Asked Questions
FRNU.DE and LYMS.DE have a correlation of 0.17, 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 0.22% for LYMS.DE.
FRNU.DE is categorized as Corporate Bonds, while LYMS.DE is Nasdaq-100. FRNU.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.18% for FRNU.DE and 0.22% for LYMS.DE.
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