PortfoliosLab logoPortfoliosLab logo
UEF7.DE vs. FRNE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UEF7.DE vs. FRNE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) and Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UEF7.DE vs. FRNE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
1.38%-4.75%10.53%2.47%-0.50%1.35%
FRNE.DE
Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF
0.52%2.63%4.47%3.62%-0.49%-0.20%

Returns By Period

In the year-to-date period, UEF7.DE achieves a 1.38% return, which is significantly higher than FRNE.DE's 0.52% return.


UEF7.DE

1D
-0.54%
1M
0.06%
YTD
1.38%
6M
2.18%
1Y
-2.41%
3Y*
2.99%
5Y*
2.44%
10Y*
2.36%

FRNE.DE

1D
0.04%
1M
0.01%
YTD
0.52%
6M
1.16%
1Y
2.42%
3Y*
3.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UEF7.DE vs. FRNE.DE - Expense Ratio Comparison

UEF7.DE has a 0.16% 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

UEF7.DE vs. FRNE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UEF7.DE
UEF7.DE Risk / Return Rank: 66
Overall Rank
UEF7.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
UEF7.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
UEF7.DE Omega Ratio Rank: 55
Omega Ratio Rank
UEF7.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UEF7.DE Martin Ratio Rank: 77
Martin Ratio Rank

FRNE.DE
FRNE.DE Risk / Return Rank: 9393
Overall Rank
FRNE.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FRNE.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
FRNE.DE Omega Ratio Rank: 9191
Omega Ratio Rank
FRNE.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
FRNE.DE Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UEF7.DE vs. FRNE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.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.


UEF7.DEFRNE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.34

1.93

-2.27

Sortino ratio

Return per unit of downside risk

-0.40

2.82

-3.23

Omega ratio

Gain probability vs. loss probability

0.95

1.41

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.34

4.87

-5.21

Martin ratio

Return relative to average drawdown

-0.61

28.51

-29.12

UEF7.DE vs. FRNE.DE - Sharpe Ratio Comparison

The current UEF7.DE Sharpe Ratio is -0.34, which is lower than the FRNE.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of UEF7.DE and FRNE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UEF7.DEFRNE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

1.93

-2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.96

-1.55

Correlation

The correlation between UEF7.DE and FRNE.DE is -0.03. 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

UEF7.DE vs. FRNE.DE - Dividend Comparison

UEF7.DE's dividend yield for the trailing twelve months is around 4.66%, while FRNE.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
UEF7.DE
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.66%5.78%4.66%3.27%1.45%1.52%2.84%2.76%2.24%2.19%1.99%0.87%
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%0.00%

Drawdowns

UEF7.DE vs. FRNE.DE - Drawdown Comparison

The maximum UEF7.DE drawdown since its inception was -15.39%, 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 UEF7.DE and FRNE.DE.


Loading graphics...

Drawdown Indicators


UEF7.DEFRNE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.39%

-1.23%

-14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-0.51%

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-10.70%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

Current Drawdown

Current decline from peak

-5.51%

0.00%

-5.51%

Average Drawdown

Average peak-to-trough decline

-4.75%

-0.22%

-4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

0.09%

+2.93%

Volatility

UEF7.DE vs. FRNE.DE - Volatility Comparison

UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) has a higher volatility of 1.69% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.55%. This indicates that UEF7.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.


Loading graphics...

Volatility by Period


UEF7.DEFRNE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

0.55%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

0.86%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

7.05%

1.25%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

1.18%

+5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.01%

1.18%

+5.83%