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FVUI.DE vs. LYEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVUI.DE vs. LYEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) and Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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, FVUI.DE achieves a 2.52% return, which is significantly higher than LYEB.DE's 0.37% return.


FVUI.DE

1D
0.00%
1M
0.75%
6M
1.22%
YTD
2.52%
1Y
5.48%
3Y*
3.76%
5Y*
0.31%
10Y*

LYEB.DE

1D
-0.03%
1M
-0.53%
6M
-0.03%
YTD
0.37%
1Y
1.15%
3Y*
4.04%
5Y*
-0.29%
10Y*
0.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVUI.DE vs. LYEB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FVUI.DE
Franklin USD Investment Grade Corporate Bond UCITS ETF
2.52%-4.25%7.65%2.86%-8.56%5.15%-0.61%15.14%-10.14%
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
0.37%2.75%4.14%7.04%-13.33%-1.08%2.45%6.00%-1.02%

Correlation

The correlation between FVUI.DE and LYEB.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

0.39

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2018

0.25

The correlation between FVUI.DE and LYEB.DE shifts across timeframes, from 0.17 (1 year) to 0.39 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FVUI.DE vs. LYEB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FVUI.DE
FVUI.DE Risk / Return Rank: 3434
Overall Rank
FVUI.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FVUI.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
FVUI.DE Omega Ratio Rank: 3131
Omega Ratio Rank
FVUI.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
FVUI.DE Martin Ratio Rank: 3434
Martin Ratio Rank

LYEB.DE
LYEB.DE Risk / Return Rank: 1717
Overall Rank
LYEB.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LYEB.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
LYEB.DE Omega Ratio Rank: 1515
Omega Ratio Rank
LYEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
LYEB.DE Martin Ratio Rank: 1919
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.

FVUI.DE vs. LYEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) and Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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.


FVUI.DELYEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.17

1.07

+0.09

Calmar ratioReturn relative to maximum drawdown

1.67

0.43

+1.24

Martin ratioReturn relative to average drawdown

3.98

1.40

+2.58

FVUI.DE vs. LYEB.DE - Sharpe Ratio Comparison

The current FVUI.DE Sharpe Ratio is 0.92, which is higher than the LYEB.DE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of FVUI.DE and LYEB.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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Drawdowns

FVUI.DE vs. LYEB.DE - Drawdown Comparison

The maximum FVUI.DE drawdown since its inception was -16.78%, roughly equal to the maximum LYEB.DE drawdown of -17.06%. Use the drawdown chart below to compare losses from any high point for FVUI.DE and LYEB.DE.


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Drawdown Indicators


FVUI.DELYEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.78%

-17.06%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-2.67%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-11.53%

-2.67%

-8.86%

Max Drawdown (5Y)

Largest decline over 5 years

-14.34%

-17.06%

+2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-4.48%

-2.02%

-2.46%

Average Drawdown

Average peak-to-trough decline

-6.15%

-2.74%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

0.82%

+0.56%

Volatility

FVUI.DE vs. LYEB.DE - Volatility Comparison

Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) has a higher volatility of 1.62% compared to Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) at 0.84%. This indicates that FVUI.DE's price experiences larger fluctuations and is considered to be riskier than LYEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVUI.DELYEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

0.84%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

2.69%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

3.06%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.30%

4.35%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

4.32%

+6.26%

FVUI.DE vs. LYEB.DE - Expense Ratio Comparison

FVUI.DE has a 0.35% expense ratio, which is higher than LYEB.DE's 0.14% expense ratio.


Dividends

FVUI.DE vs. LYEB.DE - Dividend Comparison

FVUI.DE's dividend yield for the trailing twelve months is around 4.17%, while LYEB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FVUI.DE
Franklin USD Investment Grade Corporate Bond UCITS ETF
4.17%4.09%4.20%3.47%2.77%2.12%2.40%3.35%1.59%
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FVUI.DE and LYEB.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, LYEB.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYEB.DE is cheaper with a 0.14% expense ratio, compared with 0.35% for FVUI.DE.

FVUI.DE tracks Franklin USD Investment Grade Corporate Bond, while LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.35% for FVUI.DE and 0.14% for LYEB.DE.

Portfolio Optimizer

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