IS0Y.DE vs. FRNH.DE
IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) and FRNH.DE (Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc)) are both Corporate Bonds funds - IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index while FRNH.DE tracks the iBoxx MSCI ESG USD FRN Investment Grade Corporates Index (EUR Hedged). Both are passively managed. Over the past 10 years, IS0Y.DE returned 1.68%/yr vs 1.21%/yr for FRNH.DE. At a 0.17 correlation, their price movements are largely independent. IS0Y.DE charges 0.25%/yr vs 0.20%/yr for FRNH.DE.
Performance
IS0Y.DE vs. FRNH.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IS0Y.DE having a 1.38% return and FRNH.DE slightly lower at 1.35%. Over the past 10 years, IS0Y.DE has outperformed FRNH.DE with an annualized return of 1.68%, while FRNH.DE has yielded a comparatively lower 1.21% 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%
FRNH.DE
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.33%
- YTD
- 1.35%
- 1Y
- 2.90%
- 3Y*
- 3.76%
- 5Y*
- 2.38%
- 10Y*
- 1.21%
IS0Y.DE vs. FRNH.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% |
FRNH.DE Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) | 1.35% | 2.90% | 4.99% | 4.33% | -0.84% | -0.64% | -0.04% | 2.05% | -2.60% | 0.20% |
Correlation
The correlation between IS0Y.DE and FRNH.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2016 | 0.17 |
The correlation between IS0Y.DE and FRNH.DE shifts across timeframes, from 0.11 (1 year) to 0.25 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IS0Y.DE vs. FRNH.DE — Risk / Return Rank
IS0Y.DE
FRNH.DE
IS0Y.DE vs. FRNH.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 USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) (FRNH.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 | FRNH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.90 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 8.08 | -5.08 |
| Martin ratioReturn relative to average drawdown | 11.41 | 39.13 | -27.73 |
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Drawdowns
IS0Y.DE vs. FRNH.DE - Drawdown Comparison
The maximum IS0Y.DE drawdown since its inception was -13.95%, smaller than the maximum FRNH.DE drawdown of -15.25%. Use the drawdown chart below to compare losses from any high point for IS0Y.DE and FRNH.DE.
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Drawdown Indicators
| IS0Y.DE | FRNH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.95% | -15.25% | +1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -0.36% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -2.07% | -1.39% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -7.09% | -3.19% | -3.90% |
Max Drawdown (10Y)Largest decline over 10 years | -13.95% | -15.25% | +1.30% |
Current DrawdownCurrent decline from peak | -0.08% | 0.00% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -0.87% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 0.07% | +0.20% |
Volatility
IS0Y.DE vs. FRNH.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 USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) (FRNH.DE) at 0.10%. This indicates that IS0Y.DE's price experiences larger fluctuations and is considered to be riskier than FRNH.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 | FRNH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 0.10% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 0.71% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 0.90% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 2.42% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.69% | 3.36% | +0.33% |
IS0Y.DE vs. FRNH.DE - Expense Ratio Comparison
IS0Y.DE has a 0.25% expense ratio, which is higher than FRNH.DE's 0.20% 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. FRNH.DE - Dividend Comparison
IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%, while FRNH.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRNH.DE Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) | 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 FRNH.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRNH.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRNH.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for IS0Y.DE.
IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index, while FRNH.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates Index (EUR Hedged). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IS0Y.DE and 0.20% for FRNH.DE.
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