LYBK.DE vs. FRNU.DE
LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) and FRNU.DE (Amundi Floating Rate USD Corporate ESG UCITS ETF USD) are both exchange-traded funds - LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks, while FRNU.DE is a Corporate Bonds fund tracking the iBoxx MSCI ESG USD FRN Investment Grade Corporates. Both are passively managed. Over the past 5 years, LYBK.DE returned 29.06%/yr vs 5.15%/yr for FRNU.DE. At a correlation of -0.17, they often move in opposite directions. LYBK.DE charges 0.30%/yr vs 0.18%/yr for FRNU.DE.
Performance
LYBK.DE vs. FRNU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYBK.DE achieves a 5.35% return, which is significantly higher than FRNU.DE's 3.11% return.
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 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%
LYBK.DE vs. FRNU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
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% | 5.94% |
Correlation
The correlation between LYBK.DE and FRNU.DE is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | -0.17 |
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Return for Risk
LYBK.DE vs. FRNU.DE — Risk / Return Rank
LYBK.DE
FRNU.DE
LYBK.DE vs. FRNU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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.
| LYBK.DE | FRNU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.10 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.03 | +1.38 |
| Martin ratioReturn relative to average drawdown | 7.56 | 2.13 | +5.43 |
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
| LYBK.DE | FRNU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 0.55 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.67 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.32 | +0.14 |
Drawdowns
LYBK.DE vs. FRNU.DE - Drawdown Comparison
The maximum LYBK.DE drawdown since its inception was -62.22%, which is greater than FRNU.DE's maximum drawdown of -14.79%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and FRNU.DE.
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Drawdown Indicators
| LYBK.DE | FRNU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -14.79% | -47.43% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -3.25% | -13.87% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -11.40% | -8.50% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -11.40% | -22.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.79% | — |
Current DrawdownCurrent decline from peak | -1.83% | -6.01% | +4.18% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -5.47% | -14.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 1.58% | +3.89% |
Volatility
LYBK.DE vs. FRNU.DE - Volatility Comparison
Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 5.84% compared to Amundi Floating Rate USD Corporate ESG UCITS ETF USD (FRNU.DE) at 1.33%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier 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
| LYBK.DE | FRNU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 1.33% | +4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 4.19% | +15.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.95% | 6.12% | +17.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.45% | 7.60% | +17.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.55% | 7.50% | +21.05% |
LYBK.DE vs. FRNU.DE - Expense Ratio Comparison
LYBK.DE has a 0.30% expense ratio, which is higher than FRNU.DE's 0.18% expense ratio.
Dividends
LYBK.DE vs. FRNU.DE - Dividend Comparison
Neither LYBK.DE nor FRNU.DE has paid dividends to shareholders.
Frequently Asked Questions
LYBK.DE and FRNU.DE have a correlation of -0.21, 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 0.30% for LYBK.DE.
LYBK.DE is categorized as Financials Equities, while FRNU.DE is Corporate Bonds. LYBK.DE tracks EURO STOXX® Banks, while FRNU.DE tracks iBoxx MSCI ESG USD FRN Investment Grade Corporates. Their fees differ too: 0.30% for LYBK.DE and 0.18% for FRNU.DE.
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