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FRNU.DE vs. SYBN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRNU.DE vs. SYBN.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 SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.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 SYBN.DE's 1.97% return. Over the past 10 years, FRNU.DE has outperformed SYBN.DE with an annualized return of 2.93%, while SYBN.DE has yielded a comparatively lower 2.22% 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%

SYBN.DE

1D
0.30%
1M
1.49%
YTD
1.97%
6M
0.93%
1Y
5.57%
3Y*
1.80%
5Y*
-0.75%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
SYBN.DE
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
1.97%-4.34%4.09%6.87%-20.46%6.88%3.21%27.52%-2.77%-1.38%

Correlation

The correlation between FRNU.DE and SYBN.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.24

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

0.25

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

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2015

0.40

The correlation between FRNU.DE and SYBN.DE shifts across timeframes, from 0.24 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FRNU.DE vs. SYBN.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

SYBN.DE
SYBN.DE Risk / Return Rank: 2020
Overall Rank
SYBN.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SYBN.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SYBN.DE Omega Ratio Rank: 1818
Omega Ratio Rank
SYBN.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SYBN.DE Martin Ratio Rank: 2020
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. SYBN.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 SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.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.DESYBN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.10

1.11

-0.01

Calmar ratioReturn relative to maximum drawdown

1.03

1.02

+0.01

Martin ratioReturn relative to average drawdown

2.13

2.15

-0.02

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

The current FRNU.DE Sharpe Ratio is 0.55, which is comparable to the SYBN.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FRNU.DE and SYBN.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.DESYBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.63

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

-0.06

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.18

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.21

+0.11

Drawdowns

FRNU.DE vs. SYBN.DE - Drawdown Comparison

The maximum FRNU.DE drawdown since its inception was -14.79%, smaller than the maximum SYBN.DE drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for FRNU.DE and SYBN.DE.


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Drawdown Indicators


FRNU.DESYBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.79%

-28.03%

+13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-4.99%

+1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-11.40%

-15.40%

+4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-11.40%

-28.03%

+16.63%

Max Drawdown (10Y)

Largest decline over 10 years

-14.79%

-28.03%

+13.24%

Current Drawdown

Current decline from peak

-6.01%

-16.22%

+10.21%

Average Drawdown

Average peak-to-trough decline

-5.47%

-9.94%

+4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

2.37%

-0.79%

Volatility

FRNU.DE vs. SYBN.DE - Volatility Comparison

The current volatility for Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) is 1.33%, while SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (SYBN.DE) has a volatility of 2.10%. This indicates that FRNU.DE experiences smaller price fluctuations and is considered to be less risky than SYBN.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.DESYBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

2.10%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

5.72%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

6.12%

8.15%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

12.47%

-4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

12.40%

-4.90%

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

FRNU.DE has a 0.18% expense ratio, which is higher than SYBN.DE's 0.12% 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. SYBN.DE - Dividend Comparison

FRNU.DE has not paid dividends to shareholders, while SYBN.DE's dividend yield for the trailing twelve months is around 5.43%.


PositionTTM2025202420232022202120202019201820172016
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%
SYBN.DE
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
5.43%5.75%5.08%4.61%4.65%3.20%3.62%3.61%3.99%4.44%2.62%

Frequently Asked Questions


FRNU.DE and SYBN.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBN.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for FRNU.DE.

FRNU.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates, while SYBN.DE tracks Bloomberg US Corporate 10+. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.18% for FRNU.DE and 0.12% for SYBN.DE.

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