XYLD.DE vs. FRNE.DE
XYLD.DE (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) and FRNE.DE (Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF) are both Corporate Bonds funds - XYLD.DE tracks the Bloomberg US Corp Bond TR USD while FRNE.DE tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Both are passively managed. Over the past 3 years, XYLD.DE returned 1.98%/yr vs 3.51%/yr for FRNE.DE. At a correlation of -0.03, they often move in opposite directions. XYLD.DE charges 0.16%/yr vs 0.18%/yr for FRNE.DE.
Performance
XYLD.DE vs. FRNE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XYLD.DE achieves a 1.60% return, which is significantly higher than FRNE.DE's 1.04% return.
XYLD.DE
- 1D
- -0.01%
- 1M
- 1.12%
- YTD
- 1.60%
- 6M
- 0.96%
- 1Y
- 2.06%
- 3Y*
- 1.98%
- 5Y*
- 2.51%
- 10Y*
- —
FRNE.DE
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.04%
- 6M
- 1.17%
- 1Y
- 2.61%
- 3Y*
- 3.51%
- 5Y*
- —
- 10Y*
- —
XYLD.DE vs. FRNE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XYLD.DE Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 1.60% | -5.84% | 10.46% | 1.93% | -3.25% | 1.96% |
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 XYLD.DE and FRNE.DE is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2021 | -0.03 |
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Return for Risk
XYLD.DE vs. FRNE.DE — Risk / Return Rank
XYLD.DE
FRNE.DE
XYLD.DE vs. FRNE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.
| XYLD.DE | FRNE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.52 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 8.32 | -7.80 |
| Martin ratioReturn relative to average drawdown | 1.24 | 44.27 | -43.03 |
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
| XYLD.DE | FRNE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 2.35 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 2.00 | -1.42 |
Drawdowns
XYLD.DE vs. FRNE.DE - Drawdown Comparison
The maximum XYLD.DE drawdown since its inception was -16.92%, 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 XYLD.DE and FRNE.DE.
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Drawdown Indicators
| XYLD.DE | FRNE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -1.23% | -15.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.30% | -0.32% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -10.33% | -0.51% | -9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -11.09% | — | — |
Current DrawdownCurrent decline from peak | -6.41% | 0.00% | -6.41% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -0.21% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 0.06% | +1.34% |
Volatility
XYLD.DE vs. FRNE.DE - Volatility Comparison
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) has a higher volatility of 0.83% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.29%. This indicates that XYLD.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
| XYLD.DE | FRNE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 0.29% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.68% | 0.89% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.44% | 1.13% | +4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.00% | 1.17% | +5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.66% | 1.17% | +6.49% |
XYLD.DE vs. FRNE.DE - Expense Ratio Comparison
XYLD.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%.
Dividends
XYLD.DE vs. FRNE.DE - Dividend Comparison
XYLD.DE's dividend yield for the trailing twelve months is around 3.18%, while FRNE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
XYLD.DE Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 3.18% | 3.52% | 2.90% | 2.74% | 5.87% | 3.00% | 3.60% | 2.59% |
Frequently Asked Questions
XYLD.DE and FRNE.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XYLD.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XYLD.DE is cheaper with a 0.16% expense ratio, compared with 0.18% for FRNE.DE.
XYLD.DE tracks Bloomberg US Corp Bond TR USD, while FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.16% for XYLD.DE and 0.18% for FRNE.DE.
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