JRUB.DE vs. FRNU.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and FRNU.DE (Amundi Floating Rate USD Corporate ESG UCITS ETF USD) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while FRNU.DE tracks the iBoxx MSCI ESG USD FRN Investment Grade Corporates. Both are passively managed. Over the past 5 years, JRUB.DE returned 1.48%/yr vs 5.15%/yr for FRNU.DE. A 0.57 correlation means they provide meaningful diversification when combined. JRUB.DE charges 0.19%/yr vs 0.18%/yr for FRNU.DE.
Performance
JRUB.DE vs. FRNU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUB.DE achieves a 1.74% return, which is significantly lower than FRNU.DE's 3.11% return.
JRUB.DE
- 1D
- 0.06%
- 1M
- 1.22%
- YTD
- 1.74%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 2.43%
- 5Y*
- 1.48%
- 10Y*
- —
FRNU.DE
- 1D
- -0.07%
- 1M
- 1.57%
- YTD
- 3.11%
- 6M
- 2.36%
- 1Y
- 3.47%
- 3Y*
- 2.89%
- 5Y*
- 5.15%
- 10Y*
- 2.93%
JRUB.DE vs. FRNU.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 | 1.74% | -4.07% | 7.97% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -0.77% |
FRNU.DE Amundi Floating Rate USD Corporate ESG UCITS ETF USD | 3.11% | -6.55% | 12.73% | 2.79% | 7.34% | 8.64% | -7.76% | 7.65% | -1.13% |
Correlation
The correlation between JRUB.DE and FRNU.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.57 |
The correlation between JRUB.DE and FRNU.DE shifts across timeframes, from 0.52 (5 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JRUB.DE vs. FRNU.DE — Risk / Return Rank
JRUB.DE
FRNU.DE
JRUB.DE vs. FRNU.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 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.
| JRUB.DE | FRNU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.10 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.03 | +0.22 |
| Martin ratioReturn relative to average drawdown | 3.11 | 2.13 | +0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRUB.DE | FRNU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.55 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.67 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.32 | -0.01 |
Drawdowns
JRUB.DE vs. FRNU.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.79%, smaller than the maximum FRNU.DE drawdown of -14.79%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and FRNU.DE.
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Drawdown Indicators
| JRUB.DE | FRNU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -14.79% | +1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.25% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | -11.40% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -11.40% | -1.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.79% | — |
Current DrawdownCurrent decline from peak | -5.11% | -6.01% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.47% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.58% | -0.31% |
Volatility
JRUB.DE vs. FRNU.DE - Volatility Comparison
The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) is 1.18%, while Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) has a volatility of 1.33%. This indicates that JRUB.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
| JRUB.DE | FRNU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 1.33% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 4.19% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 6.12% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.67% | 7.60% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.88% | 7.50% | +1.38% |
JRUB.DE vs. FRNU.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% 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
JRUB.DE vs. FRNU.DE - Dividend Comparison
Neither JRUB.DE nor FRNU.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUB.DE and FRNU.DE have a correlation of 0.69, 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 0.19% for JRUB.DE.
JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while FRNU.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.19% for JRUB.DE and 0.18% for FRNU.DE.
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