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ERN1.L vs. EEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERN1.L vs. EEM - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Ultrashort Bond UCITS ETF (ERN1.L) and iShares MSCI Emerging Markets ETF (EEM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ERN1.L is traded in GBP, while EEM is traded in USD. To make them comparable, the EEM values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ERN1.L achieves a -0.66% return, which is significantly lower than EEM's 26.81% return. Over the past 10 years, ERN1.L has underperformed EEM with an annualized return of 7.14%, while EEM has yielded a comparatively higher 10.50% annualized return.


ERN1.L

1D
0.17%
1M
0.50%
YTD
-0.66%
6M
-1.68%
1Y
1.60%
3Y*
20.59%
5Y*
12.09%
10Y*
7.14%

EEM

1D
-1.17%
1M
6.63%
YTD
26.81%
6M
28.11%
1Y
53.56%
3Y*
20.37%
5Y*
7.91%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERN1.L vs. EEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERN1.L
iShares € Ultrashort Bond UCITS ETF
-0.66%5.12%-4.27%72.37%5.26%-6.83%5.64%-4.76%0.45%3.37%
EEM
iShares MSCI Emerging Markets ETF
26.81%24.43%8.35%3.50%-11.12%-2.72%13.58%13.73%-10.29%25.39%

Correlation

The correlation between ERN1.L and EEM is -0.08, 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

-0.08

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

0.03

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

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2013

0.11

The correlation between ERN1.L and EEM shifts across timeframes, from -0.08 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ERN1.L vs. EEM — Risk / Return Rank

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

ERN1.L
ERN1.L Risk / Return Rank: 1414
Overall Rank
ERN1.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ERN1.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
ERN1.L Omega Ratio Rank: 1414
Omega Ratio Rank
ERN1.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
ERN1.L Martin Ratio Rank: 1313
Martin Ratio Rank

EEM
EEM Risk / Return Rank: 7979
Overall Rank
EEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 7777
Sortino Ratio Rank
EEM Omega Ratio Rank: 8181
Omega Ratio Rank
EEM Calmar Ratio Rank: 7878
Calmar Ratio Rank
EEM Martin Ratio Rank: 7878
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.

ERN1.L vs. EEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Ultrashort Bond UCITS ETF (ERN1.L) and iShares MSCI Emerging Markets ETF (EEM). 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.


ERN1.LEEMDifference
Sharpe ratioReturn per unit of total volatility

-2.65

Sortino ratioReturn per unit of downside risk

-3.31

Omega ratioGain probability vs. loss probability

1.07

1.57

-0.50

Calmar ratioReturn relative to maximum drawdown

0.47

4.87

-4.40

Martin ratioReturn relative to average drawdown

0.92

17.54

-16.63

ERN1.L vs. EEM - Sharpe Ratio Comparison

The current ERN1.L Sharpe Ratio is 0.37, which is lower than the EEM Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of ERN1.L and EEM, 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


ERN1.LEEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

3.02

-2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.48

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.54

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.26

+0.14

Drawdowns

ERN1.L vs. EEM - Drawdown Comparison

The maximum ERN1.L drawdown since its inception was -11.79%, smaller than the maximum EEM drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for ERN1.L and EEM.


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Drawdown Indicators


ERN1.LEEMDifference

Max Drawdown

Largest peak-to-trough decline

-11.79%

-52.83%

+41.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-11.06%

+7.65%

Max Drawdown (3Y)

Largest decline over 3 years

-6.78%

-15.27%

+8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-6.78%

-24.66%

+17.88%

Max Drawdown (10Y)

Largest decline over 10 years

-11.79%

-27.70%

+15.91%

Current Drawdown

Current decline from peak

-2.62%

-2.05%

-0.57%

Average Drawdown

Average peak-to-trough decline

-4.51%

-11.62%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

3.06%

-1.32%

Volatility

ERN1.L vs. EEM - Volatility Comparison

The current volatility for iShares € Ultrashort Bond UCITS ETF (ERN1.L) is 1.20%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 7.68%. This indicates that ERN1.L experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERN1.LEEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

7.68%

-6.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

15.48%

-12.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

17.84%

-13.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.29%

16.61%

+16.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.27%

19.37%

+4.90%

ERN1.L vs. EEM - Expense Ratio Comparison

ERN1.L has a 0.09% expense ratio, which is lower than EEM's 0.72% expense ratio.


Dividends

ERN1.L vs. EEM - Dividend Comparison

ERN1.L has not paid dividends to shareholders, while EEM's dividend yield for the trailing twelve months is around 1.76%.


PositionTTM20252024202320222021202020192018201720162015
EEM
iShares MSCI Emerging Markets ETF
1.76%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%
ERN1.L
iShares € Ultrashort Bond UCITS ETF
0.00%0.00%0.00%41.69%0.00%0.00%0.00%0.00%0.00%0.00%3.00%13.08%

Frequently Asked Questions


ERN1.L and EEM have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ERN1.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ERN1.L is cheaper with a 0.09% expense ratio, compared with 0.72% for EEM.

ERN1.L is categorized as Ultrashort Bond, while EEM is Emerging Markets Diversified. ERN1.L tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index, while EEM tracks MSCI Emerging Markets Index (Net). Their fees differ too: 0.09% for ERN1.L and 0.72% for EEM.

Portfolio Optimizer

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