FVUI.DE vs. SXRR.DE
FVUI.DE (Franklin USD Investment Grade Corporate Bond UCITS ETF) and SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) are both Corporate Bonds funds - FVUI.DE tracks the Franklin USD Investment Grade Corporate Bond while SXRR.DE tracks the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged). Both are passively managed. Over the past 5 years, FVUI.DE returned 0.31%/yr vs 2.44%/yr for SXRR.DE. At a correlation of -0.02, they often move in opposite directions. FVUI.DE charges 0.35%/yr vs 0.12%/yr for SXRR.DE.
Performance
FVUI.DE vs. SXRR.DE - Performance Comparison
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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 SXRR.DE's 1.42% 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*
- —
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.19%
- YTD
- 1.42%
- 1Y
- 2.61%
- 3Y*
- 3.68%
- 5Y*
- 2.44%
- 10Y*
- —
FVUI.DE vs. SXRR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.50% | -0.32% | 1.07% | -1.12% |
Correlation
The correlation between FVUI.DE and SXRR.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2018 | -0.02 |
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Return for Risk
FVUI.DE vs. SXRR.DE — Risk / Return Rank
FVUI.DE
SXRR.DE
FVUI.DE vs. SXRR.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 iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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.DE | SXRR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.85 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 11.00 | -9.33 |
| Martin ratioReturn relative to average drawdown | 3.98 | 34.86 | -30.88 |
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Drawdowns
FVUI.DE vs. SXRR.DE - Drawdown Comparison
The maximum FVUI.DE drawdown since its inception was -16.78%, which is greater than SXRR.DE's maximum drawdown of -14.20%. Use the drawdown chart below to compare losses from any high point for FVUI.DE and SXRR.DE.
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Drawdown Indicators
| FVUI.DE | SXRR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.78% | -14.20% | -2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.29% | -0.24% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -11.53% | -1.36% | -10.17% |
Max Drawdown (5Y)Largest decline over 5 years | -14.34% | -2.72% | -11.62% |
Current DrawdownCurrent decline from peak | -4.48% | 0.00% | -4.48% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -1.22% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 0.07% | +1.31% |
Volatility
FVUI.DE vs. SXRR.DE - Volatility Comparison
Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) has a higher volatility of 1.62% compared to iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) at 0.24%. This indicates that FVUI.DE's price experiences larger fluctuations and is considered to be riskier than SXRR.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.DE | SXRR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 0.24% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 0.96% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.13% | 1.40% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.30% | 1.94% | +6.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.58% | 3.80% | +6.78% |
FVUI.DE vs. SXRR.DE - Expense Ratio Comparison
FVUI.DE has a 0.35% expense ratio, which is higher than SXRR.DE's 0.12% expense ratio.
Dividends
FVUI.DE vs. SXRR.DE - Dividend Comparison
FVUI.DE's dividend yield for the trailing twelve months is around 4.17%, less than SXRR.DE's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% |
Frequently Asked Questions
FVUI.DE and SXRR.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRR.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for FVUI.DE.
FVUI.DE tracks Franklin USD Investment Grade Corporate Bond, while SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged). They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.35% for FVUI.DE and 0.12% for SXRR.DE.
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