SPPU.DE vs. FRNE.DE
Compare and contrast key facts about SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) and Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE).
SPPU.DE and FRNE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPPU.DE is a passively managed fund by State Street that tracks the performance of the Bloomberg SASB US Corporate ESG Ex-Controversies Select. It was launched on Oct 23, 2020. FRNE.DE is a passively managed fund by Amundi that tracks the performance of the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. It was launched on Jan 15, 2019. Both SPPU.DE and FRNE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPPU.DE vs. FRNE.DE - Performance Comparison
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SPPU.DE vs. FRNE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPPU.DE SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF | 1.73% | -4.22% | 7.66% | 4.50% | -10.58% | 2.44% |
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 0.55% | 2.63% | 4.47% | 3.62% | -0.49% | -0.20% |
Returns By Period
In the year-to-date period, SPPU.DE achieves a 1.73% return, which is significantly higher than FRNE.DE's 0.55% return.
SPPU.DE
- 1D
- -13.00%
- 1M
- -0.62%
- YTD
- 1.73%
- 6M
- 1.78%
- 1Y
- -1.21%
- 3Y*
- 2.40%
- 5Y*
- 0.92%
- 10Y*
- —
FRNE.DE
- 1D
- 0.07%
- 1M
- 0.28%
- YTD
- 0.55%
- 6M
- 1.18%
- 1Y
- 2.51%
- 3Y*
- 3.60%
- 5Y*
- —
- 10Y*
- —
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SPPU.DE vs. FRNE.DE - Expense Ratio Comparison
SPPU.DE has a 0.15% 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%.
Return for Risk
SPPU.DE vs. FRNE.DE — Risk / Return Rank
SPPU.DE
FRNE.DE
SPPU.DE vs. FRNE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.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.
| SPPU.DE | FRNE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 2.00 | -2.05 |
Sortino ratioReturn per unit of downside risk | 0.08 | 2.92 | -2.85 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.42 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 4.88 | -4.85 |
Martin ratioReturn relative to average drawdown | 0.11 | 28.56 | -28.45 |
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
| SPPU.DE | FRNE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 2.00 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 1.97 | -1.92 |
Correlation
The correlation between SPPU.DE and FRNE.DE is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SPPU.DE vs. FRNE.DE - Dividend Comparison
Neither SPPU.DE nor FRNE.DE has paid dividends to shareholders.
Drawdowns
SPPU.DE vs. FRNE.DE - Drawdown Comparison
The maximum SPPU.DE drawdown since its inception was -13.50%, 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 SPPU.DE and FRNE.DE.
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Drawdown Indicators
| SPPU.DE | FRNE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.50% | -1.23% | -12.27% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -0.51% | -12.49% |
Max Drawdown (5Y)Largest decline over 5 years | -13.50% | — | — |
Current DrawdownCurrent decline from peak | -13.00% | 0.00% | -13.00% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -0.22% | -5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 0.09% | +3.29% |
Volatility
SPPU.DE vs. FRNE.DE - Volatility Comparison
SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) has a higher volatility of 20.55% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.50%. This indicates that SPPU.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
| SPPU.DE | FRNE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.55% | 0.50% | +20.05% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 0.86% | +19.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.74% | 1.25% | +20.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.33% | 1.18% | +11.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.01% | 1.18% | +10.83% |