JRUB.DE vs. FRNH.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and FRNH.DE (Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc)) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while FRNH.DE tracks the iBoxx MSCI ESG USD FRN Investment Grade Corporates Index (EUR Hedged). Both are passively managed. Over the past 5 years, JRUB.DE returned 0.71%/yr vs 2.44%/yr for FRNH.DE. At a 0.02 correlation, their price movements are largely independent. JRUB.DE charges 0.19%/yr vs 0.20%/yr for FRNH.DE.
Performance
JRUB.DE vs. FRNH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUB.DE achieves a 2.98% return, which is significantly higher than FRNH.DE's 1.47% return.
JRUB.DE
- 1D
- 0.10%
- 1M
- 0.78%
- 6M
- 1.30%
- YTD
- 2.98%
- 1Y
- 7.48%
- 3Y*
- 4.36%
- 5Y*
- 0.71%
- 10Y*
- —
FRNH.DE
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.33%
- YTD
- 1.47%
- 1Y
- 2.90%
- 3Y*
- 3.73%
- 5Y*
- 2.44%
- 10Y*
- 1.23%
JRUB.DE vs. FRNH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 2.98% | -4.07% | 7.98% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -12.18% |
FRNH.DE Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) | 1.47% | 2.90% | 4.99% | 4.33% | -0.84% | -0.64% | -0.04% | 2.05% | -0.65% |
Correlation
The correlation between JRUB.DE and FRNH.DE is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.02 |
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Return for Risk
JRUB.DE vs. FRNH.DE — Risk / Return Rank
JRUB.DE
FRNH.DE
JRUB.DE vs. FRNH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.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.
| JRUB.DE | FRNH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.88 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 8.07 | -5.69 |
| Martin ratioReturn relative to average drawdown | 6.00 | 39.07 | -33.08 |
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Drawdowns
JRUB.DE vs. FRNH.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.80%, smaller than the maximum FRNH.DE drawdown of -15.25%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and FRNH.DE.
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Drawdown Indicators
| JRUB.DE | FRNH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.80% | -15.25% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -0.36% | -2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -1.39% | -10.27% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -3.17% | -10.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.25% | — |
Current DrawdownCurrent decline from peak | -3.96% | 0.00% | -3.96% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -0.87% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.07% | +1.17% |
Volatility
JRUB.DE vs. FRNH.DE - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a higher volatility of 1.80% compared to Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) (FRNH.DE) at 0.11%. This indicates that JRUB.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
| JRUB.DE | FRNH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 0.11% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 0.53% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 0.90% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.62% | 2.42% | +6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.78% | 3.36% | +6.42% |
JRUB.DE vs. FRNH.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is lower than FRNH.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JRUB.DE vs. FRNH.DE - Dividend Comparison
Neither JRUB.DE nor FRNH.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUB.DE and FRNH.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUB.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for FRNH.DE.
JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while FRNH.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates Index (EUR Hedged). They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.19% for JRUB.DE and 0.20% for FRNH.DE.
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