IS0Y.DE vs. FRNE.DE
IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) and FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) are both Corporate Bonds funds - IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index while FRNE.DE tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Both are passively managed. Over the past 10 years, IS0Y.DE returned 1.68%/yr vs 1.05%/yr for FRNE.DE. At a 0.13 correlation, their price movements are largely independent. IS0Y.DE charges 0.25%/yr vs 0.18%/yr for FRNE.DE.
Performance
IS0Y.DE vs. FRNE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0Y.DE achieves a 1.38% return, which is significantly higher than FRNE.DE's 1.22% return. Over the past 10 years, IS0Y.DE has outperformed FRNE.DE with an annualized return of 1.68%, while FRNE.DE has yielded a comparatively lower 1.05% annualized return.
IS0Y.DE
- 1D
- -0.08%
- 1M
- 0.27%
- 6M
- 1.51%
- YTD
- 1.38%
- 1Y
- 3.06%
- 3Y*
- 5.28%
- 5Y*
- 2.72%
- 10Y*
- 1.68%
FRNE.DE
- 1D
- -0.01%
- 1M
- 0.21%
- 6M
- 1.23%
- YTD
- 1.22%
- 1Y
- 2.46%
- 3Y*
- 3.52%
- 5Y*
- 2.21%
- 10Y*
- 1.05%
IS0Y.DE vs. FRNE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.38% | 4.15% | 6.61% | 5.08% | -2.70% | -0.25% | 0.80% | 4.09% | -3.73% | 1.51% |
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 1.22% | 2.63% | 4.47% | 3.62% | -0.49% | -0.38% | -0.11% | 0.89% | -1.37% | 0.09% |
Correlation
The correlation between IS0Y.DE and FRNE.DE is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2014 | 0.13 |
The correlation between IS0Y.DE and FRNE.DE shifts across timeframes, from -0.06 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS0Y.DE vs. FRNE.DE — Risk / Return Rank
IS0Y.DE
FRNE.DE
IS0Y.DE vs. FRNE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) and Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.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.
| IS0Y.DE | FRNE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.49 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 9.43 | -6.43 |
| Martin ratioReturn relative to average drawdown | 11.41 | 40.44 | -29.03 |
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Drawdowns
IS0Y.DE vs. FRNE.DE - Drawdown Comparison
The maximum IS0Y.DE drawdown since its inception was -13.95%, which is greater than FRNE.DE's maximum drawdown of -6.19%. Use the drawdown chart below to compare losses from any high point for IS0Y.DE and FRNE.DE.
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Drawdown Indicators
| IS0Y.DE | FRNE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.95% | -6.19% | -7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -0.26% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -2.07% | -0.50% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -7.09% | -1.43% | -5.66% |
Max Drawdown (10Y)Largest decline over 10 years | -13.95% | -6.19% | -7.76% |
Current DrawdownCurrent decline from peak | -0.08% | -0.01% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -0.52% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 0.06% | +0.21% |
Volatility
IS0Y.DE vs. FRNE.DE - Volatility Comparison
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) has a higher volatility of 0.59% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.20%. This indicates that IS0Y.DE's price experiences larger fluctuations and is considered to be riskier than FRNE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0Y.DE | FRNE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 0.20% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 0.90% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 1.08% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 1.15% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.69% | 1.44% | +2.25% |
IS0Y.DE vs. FRNE.DE - Expense Ratio Comparison
IS0Y.DE has a 0.25% expense ratio, which is higher than FRNE.DE's 0.18% 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
IS0Y.DE vs. FRNE.DE - Dividend Comparison
IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%, while FRNE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 2.58% | 2.91% | 3.70% | 2.52% | 0.43% | 0.70% | 0.82% | 0.92% | 0.58% | 0.71% | 1.35% | 1.47% |
Frequently Asked Questions
IS0Y.DE and FRNE.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRNE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRNE.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for IS0Y.DE.
IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index, while FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IS0Y.DE and 0.18% for FRNE.DE.
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