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BCOG.L vs. ERNS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCOG.L vs. ERNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G All Commodities UCITS ETF (BCOG.L) and iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BCOG.L is traded in GBp, while ERNS.L is traded in GBP. To make them comparable, the ERNS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BCOG.L achieves a 23.52% return, which is significantly higher than ERNS.L's 1.58% return.


BCOG.L

1D
0.10%
1M
-1.59%
YTD
23.52%
6M
22.25%
1Y
34.88%
3Y*
12.12%
5Y*
12.02%
10Y*

ERNS.L

1D
-0.02%
1M
0.40%
YTD
1.58%
6M
2.02%
1Y
4.40%
3Y*
5.03%
5Y*
3.63%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCOG.L vs. ERNS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCOG.L
L&G All Commodities UCITS ETF
23.52%8.16%6.13%-12.32%29.36%29.04%-6.24%1.82%-1.43%-23.52%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
1.58%4.84%5.55%4.76%1.53%0.14%0.77%1.28%0.58%0.26%

Correlation

The correlation between BCOG.L and ERNS.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2017

0.01

The correlation between BCOG.L and ERNS.L shifts across timeframes, from -0.11 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BCOG.L vs. ERNS.L — Risk / Return Rank

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

BCOG.L
BCOG.L Risk / Return Rank: 6464
Overall Rank
BCOG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 6363
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 5858
Martin Ratio Rank

ERNS.L
ERNS.L Risk / Return Rank: 9999
Overall Rank
ERNS.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ERNS.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
ERNS.L Omega Ratio Rank: 9999
Omega Ratio Rank
ERNS.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
ERNS.L Martin Ratio Rank: 9999
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.

BCOG.L vs. ERNS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G All Commodities UCITS ETF (BCOG.L) and iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.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.


BCOG.LERNS.LDifference
Sharpe ratioReturn per unit of total volatility

-3.57

Sortino ratioReturn per unit of downside risk

-7.78

Omega ratioGain probability vs. loss probability

1.34

2.43

-1.09

Calmar ratioReturn relative to maximum drawdown

4.05

20.17

-16.12

Martin ratioReturn relative to average drawdown

9.26

113.36

-104.10

BCOG.L vs. ERNS.L - Sharpe Ratio Comparison

The current BCOG.L Sharpe Ratio is 1.87, which is lower than the ERNS.L Sharpe Ratio of 5.44. The chart below compares the historical Sharpe Ratios of BCOG.L and ERNS.L, 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


BCOG.LERNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

5.44

-3.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

4.40

-3.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

2.24

-2.01

Drawdowns

BCOG.L vs. ERNS.L - Drawdown Comparison

The maximum BCOG.L drawdown since its inception was -40.03%, which is greater than ERNS.L's maximum drawdown of -1.51%. Use the drawdown chart below to compare losses from any high point for BCOG.L and ERNS.L.


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Drawdown Indicators


BCOG.LERNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.03%

-1.51%

-38.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-0.22%

-8.35%

Max Drawdown (3Y)

Largest decline over 3 years

-26.54%

-0.22%

-26.32%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

-0.36%

-27.40%

Max Drawdown (10Y)

Largest decline over 10 years

-1.51%

Current Drawdown

Current decline from peak

-6.27%

-0.02%

-6.25%

Average Drawdown

Average peak-to-trough decline

-19.08%

-0.05%

-19.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

0.04%

+3.72%

Volatility

BCOG.L vs. ERNS.L - Volatility Comparison

L&G All Commodities UCITS ETF (BCOG.L) has a higher volatility of 5.54% compared to iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) at 0.34%. This indicates that BCOG.L's price experiences larger fluctuations and is considered to be riskier than ERNS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCOG.LERNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

0.34%

+5.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.94%

0.68%

+15.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

0.81%

+17.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.51%

0.83%

+20.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

0.92%

+18.97%

BCOG.L vs. ERNS.L - Expense Ratio Comparison

BCOG.L has a 0.15% expense ratio, which is higher than ERNS.L's 0.09% 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

BCOG.L vs. ERNS.L - Dividend Comparison

BCOG.L has not paid dividends to shareholders, while ERNS.L's dividend yield for the trailing twelve months is around 5.65%.


PositionTTM20252024202320222021202020192018201720162015
BCOG.L
L&G All Commodities 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%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
5.65%4.65%5.42%4.54%1.14%0.28%0.75%1.04%0.74%0.52%0.81%0.72%

Frequently Asked Questions


BCOG.L and ERNS.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ERNS.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ERNS.L is cheaper with a 0.09% expense ratio, compared with 0.15% for BCOG.L.

BCOG.L is categorized as Commodities, while ERNS.L is Ultrashort Bond. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.15% for BCOG.L and 0.09% for ERNS.L.

Portfolio Optimizer

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