FRNU.DE vs. VAGY.DE
Compare and contrast key facts about Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE).
FRNU.DE and VAGY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRNU.DE is a passively managed fund by Amundi that tracks the performance of the iBoxx MSCI ESG USD FRN Investment Grade Corporates. It was launched on Apr 5, 2018. VAGY.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate Corporate USD 1-3. It was launched on Feb 19, 2019. Both FRNU.DE and VAGY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FRNU.DE vs. VAGY.DE - Performance Comparison
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FRNU.DE vs. VAGY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FRNU.DE Amundi Floating Rate USD Corporate ESG UCITS ETF USD | 2.22% | -6.55% | 12.73% | 0.10% |
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 1.66% | -5.79% | 11.38% | 0.78% |
Returns By Period
In the year-to-date period, FRNU.DE achieves a 2.22% return, which is significantly higher than VAGY.DE's 1.66% return.
FRNU.DE
- 1D
- -0.55%
- 1M
- 0.78%
- YTD
- 2.22%
- 6M
- 3.09%
- 1Y
- -2.46%
- 3Y*
- 3.66%
- 5Y*
- 4.27%
- 10Y*
- 2.92%
VAGY.DE
- 1D
- -0.64%
- 1M
- 0.39%
- YTD
- 1.66%
- 6M
- 2.55%
- 1Y
- -2.77%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
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FRNU.DE vs. VAGY.DE - Expense Ratio Comparison
FRNU.DE has a 0.18% expense ratio, which is higher than VAGY.DE's 0.09% 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%.
Return for Risk
FRNU.DE vs. VAGY.DE — Risk / Return Rank
FRNU.DE
VAGY.DE
FRNU.DE vs. VAGY.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 Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.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 | VAGY.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | -0.40 | +0.07 |
Sortino ratioReturn per unit of downside risk | -0.39 | -0.50 | +0.11 |
Omega ratioGain probability vs. loss probability | 0.95 | 0.94 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.36 | +0.02 |
Martin ratioReturn relative to average drawdown | -0.61 | -0.63 | +0.02 |
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 | VAGY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | -0.40 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.36 | -0.05 |
Correlation
The correlation between FRNU.DE and VAGY.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FRNU.DE vs. VAGY.DE - Dividend Comparison
Neither FRNU.DE nor VAGY.DE has paid dividends to shareholders.
Drawdowns
FRNU.DE vs. VAGY.DE - Drawdown Comparison
The maximum FRNU.DE drawdown since its inception was -14.79%, which is greater than VAGY.DE's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for FRNU.DE and VAGY.DE.
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Drawdown Indicators
| FRNU.DE | VAGY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.79% | -10.58% | -4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.73% | -6.59% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -11.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.79% | — | — |
Current DrawdownCurrent decline from peak | -6.82% | -6.35% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -3.49% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.49% | -0.36% |
Volatility
FRNU.DE vs. VAGY.DE - Volatility Comparison
Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) has a higher volatility of 2.26% compared to Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) at 1.83%. This indicates that FRNU.DE's price experiences larger fluctuations and is considered to be riskier than VAGY.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 | VAGY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 1.83% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 4.27% | 3.86% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.37% | 6.84% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.62% | 6.56% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.55% | 6.56% | +0.99% |