IS0Y.DE vs. FRNU.DE
IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) and FRNU.DE (Amundi Floating Rate USD Corporate ESG UCITS ETF USD) are both Corporate Bonds funds - IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index while FRNU.DE tracks the iBoxx MSCI ESG USD FRN Investment Grade Corporates. Both are passively managed. Over the past 10 years, IS0Y.DE returned 1.68%/yr vs 2.87%/yr for FRNU.DE. At a correlation of -0.09, they often move in opposite directions. IS0Y.DE charges 0.25%/yr vs 0.18%/yr for FRNU.DE.
Performance
IS0Y.DE vs. FRNU.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 lower than FRNU.DE's 5.09% return. Over the past 10 years, IS0Y.DE has underperformed FRNU.DE with an annualized return of 1.68%, while FRNU.DE has yielded a comparatively higher 2.87% 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%
FRNU.DE
- 1D
- 0.12%
- 1M
- 1.86%
- 6M
- 4.90%
- YTD
- 5.09%
- 1Y
- 7.95%
- 3Y*
- 3.91%
- 5Y*
- 4.97%
- 10Y*
- 2.87%
IS0Y.DE vs. FRNU.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% |
FRNU.DE Amundi Floating Rate USD Corporate ESG UCITS ETF USD | 5.09% | -6.54% | 12.72% | 2.79% | 7.34% | 8.64% | -7.76% | 7.65% | 4.93% | -10.27% |
Correlation
The correlation between IS0Y.DE and FRNU.DE is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015 | -0.09 |
The correlation between IS0Y.DE and FRNU.DE shifts across timeframes, from -0.19 (5 years) to -0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS0Y.DE vs. FRNU.DE — Risk / Return Rank
IS0Y.DE
FRNU.DE
IS0Y.DE vs. FRNU.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 Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.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 | FRNU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.44 | +0.57 |
| Martin ratioReturn relative to average drawdown | 11.41 | 5.60 | +5.81 |
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Drawdowns
IS0Y.DE vs. FRNU.DE - Drawdown Comparison
The maximum IS0Y.DE drawdown since its inception was -13.95%, smaller than the maximum FRNU.DE drawdown of -19.45%. Use the drawdown chart below to compare losses from any high point for IS0Y.DE and FRNU.DE.
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Drawdown Indicators
| IS0Y.DE | FRNU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.95% | -19.45% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -3.25% | +2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -2.07% | -11.41% | +9.34% |
Max Drawdown (5Y)Largest decline over 5 years | -7.09% | -11.41% | +4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -13.95% | -19.45% | +5.50% |
Current DrawdownCurrent decline from peak | -0.08% | -4.20% | +4.12% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -7.79% | +6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 1.42% | -1.15% |
Volatility
IS0Y.DE vs. FRNU.DE - Volatility Comparison
The current volatility for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) is 0.59%, while Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) has a volatility of 1.70%. This indicates that IS0Y.DE experiences smaller price fluctuations and is considered to be less risky than FRNU.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 | FRNU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 1.70% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 4.35% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 6.12% | -3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 7.58% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.69% | 16.96% | -13.27% |
IS0Y.DE vs. FRNU.DE - Expense Ratio Comparison
IS0Y.DE has a 0.25% expense ratio, which is higher than FRNU.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. FRNU.DE - Dividend Comparison
IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%, while FRNU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRNU.DE Amundi Floating Rate USD Corporate ESG UCITS ETF USD | 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 FRNU.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRNU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRNU.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 FRNU.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IS0Y.DE and 0.18% for FRNU.DE.
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