SYBR.DE vs. FRNE.DE
SYBR.DE (SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF) and FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) are both Corporate Bonds funds - SYBR.DE tracks the Bloomberg US Intermediate Corporate Bond while FRNE.DE tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Both are passively managed. Over the past 3 years, SYBR.DE returned 2.96%/yr vs 3.51%/yr for FRNE.DE. At a correlation of -0.03, they often move in opposite directions. SYBR.DE charges 0.12%/yr vs 0.18%/yr for FRNE.DE.
Performance
SYBR.DE vs. FRNE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SYBR.DE achieves a 1.66% return, which is significantly higher than FRNE.DE's 1.04% return.
SYBR.DE
- 1D
- 0.07%
- 1M
- 1.02%
- YTD
- 1.66%
- 6M
- 1.07%
- 1Y
- 3.55%
- 3Y*
- 2.96%
- 5Y*
- 3.21%
- 10Y*
- 2.95%
FRNE.DE
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.04%
- 6M
- 1.17%
- 1Y
- 2.61%
- 3Y*
- 3.51%
- 5Y*
- —
- 10Y*
- —
SYBR.DE vs. FRNE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SYBR.DE SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF | 1.66% | -3.96% | 10.21% | 5.72% | -3.89% | 1.59% |
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 SYBR.DE and FRNE.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2021 | -0.03 |
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Return for Risk
SYBR.DE vs. FRNE.DE — Risk / Return Rank
SYBR.DE
FRNE.DE
SYBR.DE vs. FRNE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.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.
| SYBR.DE | FRNE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.52 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 8.32 | -7.30 |
| Martin ratioReturn relative to average drawdown | 2.82 | 44.27 | -41.45 |
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
| SYBR.DE | FRNE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 2.35 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 2.00 | -1.60 |
Drawdowns
SYBR.DE vs. FRNE.DE - Drawdown Comparison
The maximum SYBR.DE drawdown since its inception was -15.02%, 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 SYBR.DE and FRNE.DE.
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Drawdown Indicators
| SYBR.DE | FRNE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -1.23% | -13.79% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -0.32% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -9.61% | -0.51% | -9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -9.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.02% | — | — |
Current DrawdownCurrent decline from peak | -4.54% | 0.00% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -0.21% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 0.06% | +1.08% |
Volatility
SYBR.DE vs. FRNE.DE - Volatility Comparison
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) has a higher volatility of 0.76% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.29%. This indicates that SYBR.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
| SYBR.DE | FRNE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 0.29% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 3.61% | 0.89% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.26% | 1.13% | +4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.41% | 1.17% | +6.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.32% | 1.17% | +6.15% |
SYBR.DE vs. FRNE.DE - Expense Ratio Comparison
SYBR.DE has a 0.12% 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
SYBR.DE vs. FRNE.DE - Dividend Comparison
SYBR.DE's dividend yield for the trailing twelve months is around 4.65%, while FRNE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SYBR.DE SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF | 4.65% | 5.03% | 4.55% | 5.85% | 2.62% | 2.24% | 2.89% | 3.01% | 2.78% | 3.41% | 1.21% |
Frequently Asked Questions
SYBR.DE and FRNE.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SYBR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBR.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for FRNE.DE.
SYBR.DE tracks Bloomberg US Intermediate Corporate Bond, while FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.12% for SYBR.DE and 0.18% for FRNE.DE.
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