UCRP.L vs. FLOS.L
UCRP.L (Amundi Index US Corporate SRI UCITS ETF DR (C)) and FLOS.L (iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)) are both exchange-traded funds - UCRP.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while FLOS.L is a Ultra Short-Term Bonds fund tracking the Bloomberg US Floating Rate Note <5 Years Index. Both are passively managed. Over the past 5 years, UCRP.L returned 0.66%/yr vs 4.01%/yr for FLOS.L. At a correlation of -0.02, they often move in opposite directions. UCRP.L charges 0.14%/yr vs 0.12%/yr for FLOS.L.
Performance
UCRP.L vs. FLOS.L - Performance Comparison
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Returns By Period
In the year-to-date period, UCRP.L achieves a -0.10% return, which is significantly lower than FLOS.L's 2.36% return.
UCRP.L
- 1D
- -0.13%
- 1M
- -0.67%
- 6M
- -0.62%
- YTD
- -0.10%
- 1Y
- 4.59%
- 3Y*
- 3.87%
- 5Y*
- 0.66%
- 10Y*
- —
FLOS.L
- 1D
- 0.04%
- 1M
- 0.30%
- 6M
- 2.07%
- YTD
- 2.36%
- 1Y
- 4.56%
- 3Y*
- 5.41%
- 5Y*
- 4.01%
- 10Y*
- —
UCRP.L vs. FLOS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UCRP.L Amundi Index US Corporate SRI UCITS ETF DR (C) | -0.10% | 0.44% | 3.64% | 2.29% | -5.01% | -0.35% | -19.86% | 14.52% | 1.28% |
FLOS.L iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) | 2.36% | 4.78% | 6.24% | 6.00% | 0.83% | 0.10% | 0.18% | 2.42% | -0.75% |
Correlation
The correlation between UCRP.L and FLOS.L 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 | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | -0.02 |
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Return for Risk
UCRP.L vs. FLOS.L — Risk / Return Rank
UCRP.L
FLOS.L
UCRP.L vs. FLOS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index US Corporate SRI UCITS ETF DR (C) (UCRP.L) and iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L). 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.
| UCRP.L | FLOS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.54 | ||
| Sortino ratioReturn per unit of downside risk | -6.47 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 2.00 | -0.88 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 15.76 | -14.84 |
| Martin ratioReturn relative to average drawdown | 2.13 | 79.94 | -77.80 |
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Drawdowns
UCRP.L vs. FLOS.L - Drawdown Comparison
The maximum UCRP.L drawdown since its inception was -29.61%, which is greater than FLOS.L's maximum drawdown of -14.78%. Use the drawdown chart below to compare losses from any high point for UCRP.L and FLOS.L.
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Drawdown Indicators
| UCRP.L | FLOS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.61% | -14.78% | -14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.65% | -0.29% | -4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -1.46% | -18.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -2.13% | -18.00% |
Current DrawdownCurrent decline from peak | -21.08% | -0.09% | -20.99% |
Average DrawdownAverage peak-to-trough decline | -18.66% | -0.25% | -18.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 0.06% | +1.95% |
Volatility
UCRP.L vs. FLOS.L - Volatility Comparison
Amundi Index US Corporate SRI UCITS ETF DR (C) (UCRP.L) has a higher volatility of 2.02% compared to iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) at 0.22%. This indicates that UCRP.L's price experiences larger fluctuations and is considered to be riskier than FLOS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UCRP.L | FLOS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 0.22% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.54% | 0.80% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.13% | 1.07% | +5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 1.68% | +14.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 3.36% | +12.93% |
UCRP.L vs. FLOS.L - Expense Ratio Comparison
UCRP.L has a 0.14% expense ratio, which is higher than FLOS.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UCRP.L vs. FLOS.L - Dividend Comparison
UCRP.L has not paid dividends to shareholders, while FLOS.L's dividend yield for the trailing twelve months is around 4.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FLOS.L iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) | 4.68% | 5.02% | 5.93% | 5.46% | 1.50% | 0.57% | 1.62% | 2.95% | 2.27% |
UCRP.L Amundi Index US Corporate SRI UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UCRP.L and FLOS.L 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, FLOS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLOS.L is cheaper with a 0.12% expense ratio, compared with 0.14% for UCRP.L.
UCRP.L is categorized as Corporate Bonds, while FLOS.L is Ultra Short-Term Bonds. UCRP.L tracks Bloomberg US Corp Bond TR USD, while FLOS.L tracks Bloomberg US Floating Rate Note <5 Years Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for UCRP.L and 0.12% for FLOS.L.
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