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LSMC.DE vs. FRNE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSMC.DE vs. FRNE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) and Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSMC.DE achieves a 63.83% return, which is significantly higher than FRNE.DE's 1.04% return.


LSMC.DE

1D
-3.34%
1M
16.45%
YTD
63.83%
6M
64.57%
1Y
130.64%
3Y*
62.06%
5Y*
36.20%
10Y*
28.49%

FRNE.DE

1D
0.04%
1M
0.40%
YTD
1.04%
6M
1.14%
1Y
2.67%
3Y*
3.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSMC.DE vs. FRNE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
63.83%32.60%66.54%74.46%-34.66%10.68%
FRNE.DE
Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF
1.04%2.63%4.47%3.62%-0.49%-0.20%

Correlation

The correlation between LSMC.DE and FRNE.DE is -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2021

0.08

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Return for Risk

LSMC.DE vs. FRNE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSMC.DE
LSMC.DE Risk / Return Rank: 9494
Overall Rank
LSMC.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LSMC.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
LSMC.DE Omega Ratio Rank: 9191
Omega Ratio Rank
LSMC.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
LSMC.DE Martin Ratio Rank: 9696
Martin Ratio Rank

FRNE.DE
FRNE.DE Risk / Return Rank: 8686
Overall Rank
FRNE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRNE.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
FRNE.DE Omega Ratio Rank: 8787
Omega Ratio Rank
FRNE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
FRNE.DE Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LSMC.DE vs. FRNE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.


LSMC.DEFRNE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.59

1.52

+0.06

Calmar ratioReturn relative to maximum drawdown

10.37

8.32

+2.04

Martin ratioReturn relative to average drawdown

32.83

44.27

-11.44

LSMC.DE vs. FRNE.DE - Sharpe Ratio Comparison

The current LSMC.DE Sharpe Ratio is 4.27, which is higher than the FRNE.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of LSMC.DE and FRNE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LSMC.DEFRNE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.27

2.35

+1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

2.00

-1.18

Drawdowns

LSMC.DE vs. FRNE.DE - Drawdown Comparison

The maximum LSMC.DE drawdown since its inception was -39.77%, which is greater than FRNE.DE's maximum drawdown of -1.23%. Use the drawdown chart below to compare losses from any high point for LSMC.DE and FRNE.DE.


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Drawdown Indicators


LSMC.DEFRNE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.77%

-1.23%

-38.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-0.32%

-12.21%

Max Drawdown (3Y)

Largest decline over 3 years

-36.22%

-0.51%

-35.71%

Max Drawdown (5Y)

Largest decline over 5 years

-39.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

Current Drawdown

Current decline from peak

-3.34%

0.00%

-3.34%

Average Drawdown

Average peak-to-trough decline

-9.37%

-0.21%

-9.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

0.06%

+3.90%

Volatility

LSMC.DE vs. FRNE.DE - Volatility Comparison

Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a higher volatility of 11.23% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.29%. This indicates that LSMC.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


LSMC.DEFRNE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.23%

0.29%

+10.94%

Volatility (6M)

Calculated over the trailing 6-month period

22.18%

0.89%

+21.29%

Volatility (1Y)

Calculated over the trailing 1-year period

30.40%

1.13%

+29.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.21%

1.17%

+30.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.06%

1.17%

+24.89%

LSMC.DE vs. FRNE.DE - Expense Ratio Comparison

LSMC.DE has a 0.45% expense ratio, which is higher than FRNE.DE's 0.18% expense ratio.


Dividends

LSMC.DE vs. FRNE.DE - Dividend Comparison

Neither LSMC.DE nor FRNE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LSMC.DE and FRNE.DE have a correlation of -0.00, 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 0.45% for LSMC.DE.

LSMC.DE is categorized as Semiconductors, while FRNE.DE is Corporate Bonds. LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index, while FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Their fees differ too: 0.45% for LSMC.DE and 0.18% for FRNE.DE.

Portfolio Optimizer

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