LYEB.DE vs. FRNE.DE
LYEB.DE (Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)) and FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) are both Corporate Bonds funds from Amundi - LYEB.DE tracks the Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index while FRNE.DE tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Both are passively managed. Over the past 10 years, LYEB.DE returned 0.71%/yr vs 1.05%/yr for FRNE.DE. At a 0.08 correlation, their price movements are largely independent. LYEB.DE charges 0.14%/yr vs 0.18%/yr for FRNE.DE.
Performance
LYEB.DE vs. FRNE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LYEB.DE having a 1.19% return and FRNE.DE slightly higher at 1.22%. Over the past 10 years, LYEB.DE has underperformed FRNE.DE with an annualized return of 0.71%, while FRNE.DE has yielded a comparatively higher 1.05% annualized return.
LYEB.DE
- 1D
- -0.06%
- 1M
- 0.82%
- 6M
- 1.32%
- YTD
- 1.19%
- 1Y
- 1.93%
- 3Y*
- 4.64%
- 5Y*
- -0.03%
- 10Y*
- 0.71%
FRNE.DE
- 1D
- -0.01%
- 1M
- 0.21%
- 6M
- 1.23%
- YTD
- 1.22%
- 1Y
- 2.46%
- 3Y*
- 3.52%
- 5Y*
- 2.21%
- 10Y*
- 1.05%
LYEB.DE vs. FRNE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYEB.DE Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) | 1.19% | 2.75% | 4.14% | 7.04% | -13.33% | -1.08% | 2.45% | 6.00% | -1.38% | 1.12% |
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 1.22% | 2.63% | 4.47% | 3.62% | -0.49% | -0.38% | -0.11% | 0.89% | -1.37% | 0.09% |
Correlation
The correlation between LYEB.DE and FRNE.DE is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2014 | 0.08 |
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Return for Risk
LYEB.DE vs. FRNE.DE — Risk / Return Rank
LYEB.DE
FRNE.DE
LYEB.DE vs. FRNE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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.
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.
| LYEB.DE | FRNE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.49 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 9.43 | -8.72 |
| Martin ratioReturn relative to average drawdown | 2.38 | 40.44 | -38.06 |
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Drawdowns
LYEB.DE vs. FRNE.DE - Drawdown Comparison
The maximum LYEB.DE drawdown since its inception was -17.06%, which is greater than FRNE.DE's maximum drawdown of -6.19%. Use the drawdown chart below to compare losses from any high point for LYEB.DE and FRNE.DE.
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Drawdown Indicators
| LYEB.DE | FRNE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.06% | -6.19% | -10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -0.26% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -2.67% | -0.50% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -17.06% | -1.43% | -15.63% |
Max Drawdown (10Y)Largest decline over 10 years | -17.06% | -6.19% | -10.87% |
Current DrawdownCurrent decline from peak | -1.21% | -0.01% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -0.52% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 0.06% | +0.75% |
Volatility
LYEB.DE vs. FRNE.DE - Volatility Comparison
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) has a higher volatility of 0.61% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.20%. This indicates that LYEB.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
| LYEB.DE | FRNE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.20% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 0.90% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 1.08% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.34% | 1.15% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.31% | 1.44% | +2.87% |
LYEB.DE vs. FRNE.DE - Expense Ratio Comparison
LYEB.DE has a 0.14% expense ratio, which is lower than FRNE.DE's 0.18% 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
LYEB.DE vs. FRNE.DE - Dividend Comparison
Neither LYEB.DE nor FRNE.DE has paid dividends to shareholders.
Frequently Asked Questions
LYEB.DE and FRNE.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYEB.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYEB.DE is cheaper with a 0.14% expense ratio, compared with 0.18% for FRNE.DE.
LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index, while FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Their fees differ too: 0.14% for LYEB.DE and 0.18% for FRNE.DE.
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