SXRF.DE vs. FRNE.DE
SXRF.DE (iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)) and FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) are both Corporate Bonds funds - SXRF.DE tracks the Bloomberg US Intermediate Credit Index while FRNE.DE tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Both are passively managed. Over the past 5 years, SXRF.DE returned 2.42%/yr vs 2.21%/yr for FRNE.DE. At a correlation of -0.03, they often move in opposite directions. SXRF.DE charges 0.15%/yr vs 0.18%/yr for FRNE.DE.
Performance
SXRF.DE vs. FRNE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRF.DE achieves a 3.61% return, which is significantly higher than FRNE.DE's 1.22% return.
SXRF.DE
- 1D
- 0.00%
- 1M
- 1.91%
- 6M
- 3.13%
- YTD
- 3.61%
- 1Y
- 7.18%
- 3Y*
- 3.97%
- 5Y*
- 2.42%
- 10Y*
- —
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%
SXRF.DE vs. FRNE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 3.61% | -4.30% | 10.07% | 2.89% | -3.43% | 7.01% | -2.85% | 12.53% | 4.12% | -8.27% |
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% | -0.02% |
Correlation
The correlation between SXRF.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 | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 10, 2017 | -0.03 |
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Return for Risk
SXRF.DE vs. FRNE.DE — Risk / Return Rank
SXRF.DE
FRNE.DE
SXRF.DE vs. FRNE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.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.
| SXRF.DE | FRNE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.49 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 9.43 | -7.18 |
| Martin ratioReturn relative to average drawdown | 5.97 | 40.44 | -34.47 |
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Drawdowns
SXRF.DE vs. FRNE.DE - Drawdown Comparison
The maximum SXRF.DE drawdown since its inception was -20.60%, 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 SXRF.DE and FRNE.DE.
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Drawdown Indicators
| SXRF.DE | FRNE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -6.19% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -0.26% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -9.48% | -0.50% | -8.98% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | -1.43% | -9.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.19% | — |
Current DrawdownCurrent decline from peak | -2.98% | -0.01% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -0.52% | -5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 0.06% | +1.14% |
Volatility
SXRF.DE vs. FRNE.DE - Volatility Comparison
iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) has a higher volatility of 1.55% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.20%. This indicates that SXRF.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
| SXRF.DE | FRNE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 0.20% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 3.72% | 0.90% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.60% | 1.08% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.10% | 1.15% | +5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.05% | 1.44% | +7.61% |
SXRF.DE vs. FRNE.DE - Expense Ratio Comparison
SXRF.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%.
Dividends
SXRF.DE vs. FRNE.DE - Dividend Comparison
SXRF.DE's dividend yield for the trailing twelve months is around 5.44%, while FRNE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FRNE.DE Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 5.44% | 4.55% | 3.62% | 2.79% | 1.94% | 1.82% | 3.03% | 2.91% | 2.57% | 0.47% |
Frequently Asked Questions
SXRF.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, SXRF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRF.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for FRNE.DE.
SXRF.DE tracks Bloomberg US Intermediate Credit Index, while FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for SXRF.DE and 0.18% for FRNE.DE.
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