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WEBG.DE vs. FRNE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBG.DE vs. FRNE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEBG.DE achieves a 12.80% return, which is significantly higher than FRNE.DE's 1.04% return.


WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*

FRNE.DE

1D
0.04%
1M
0.30%
YTD
1.04%
6M
1.17%
1Y
2.61%
3Y*
3.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between WEBG.DE and FRNE.DE is 0.05, 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

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.09

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Return for Risk

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

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

WEBG.DE

FRNE.DE
FRNE.DE Risk / Return Rank: 8686
Overall Rank
FRNE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRNE.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
FRNE.DE Omega Ratio Rank: 8787
Omega Ratio Rank
FRNE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
FRNE.DE Martin Ratio Rank: 9797
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Dist (WEBG.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.


WEBG.DEFRNE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.44

1.52

-0.09

Calmar ratioReturn relative to maximum drawdown

4.11

8.32

-4.21

Martin ratioReturn relative to average drawdown

16.53

44.27

-27.74

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

The current WEBG.DE Sharpe Ratio is 2.33, which is comparable to the FRNE.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of WEBG.DE and FRNE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WEBG.DEFRNE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.35

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

2.00

-0.76

Drawdowns

WEBG.DE vs. FRNE.DE - Drawdown Comparison

The maximum WEBG.DE drawdown since its inception was -21.31%, 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 WEBG.DE and FRNE.DE.


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Drawdown Indicators


WEBG.DEFRNE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.31%

-1.23%

-20.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-0.32%

-6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-0.51%

Current Drawdown

Current decline from peak

-0.63%

0.00%

-0.63%

Average Drawdown

Average peak-to-trough decline

-2.81%

-0.21%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

0.06%

+1.56%

Volatility

WEBG.DE vs. FRNE.DE - Volatility Comparison

Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a higher volatility of 3.10% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.29%. This indicates that WEBG.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


WEBG.DEFRNE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

0.29%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

0.89%

+7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

1.13%

+10.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

1.17%

+12.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.15%

1.17%

+12.98%

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

WEBG.DE has a 0.07% 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

WEBG.DE vs. FRNE.DE - Dividend Comparison

Neither WEBG.DE nor FRNE.DE has paid dividends to shareholders.


Frequently Asked Questions


WEBG.DE and FRNE.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for FRNE.DE.

WEBG.DE is categorized as Global Equities, while FRNE.DE is Corporate Bonds. WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index, while FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Their fees differ too: 0.07% for WEBG.DE and 0.18% for FRNE.DE.

Portfolio Optimizer

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