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ERNA.L vs. ISAC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERNA.L vs. ISAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Ultrashort Bond UCITS ETF USD (Acc) (ERNA.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ERNA.L achieves a 1.64% return, which is significantly lower than ISAC.L's 11.54% return.


ERNA.L

1D
0.11%
1M
0.35%
YTD
1.64%
6M
1.95%
1Y
4.36%
3Y*
5.21%
5Y*
3.77%
10Y*

ISAC.L

1D
-0.10%
1M
4.26%
YTD
11.54%
6M
13.01%
1Y
28.81%
3Y*
21.19%
5Y*
11.38%
10Y*
12.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERNA.L vs. ISAC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ERNA.L
iShares USD Ultrashort Bond UCITS ETF USD (Acc)
1.64%4.75%5.66%5.50%1.46%0.11%1.27%3.19%1.09%
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)
11.54%22.36%17.81%22.57%-18.16%18.85%15.66%25.77%-8.73%

Correlation

The correlation between ERNA.L and ISAC.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.09

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2018

0.07

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Return for Risk

ERNA.L vs. ISAC.L — Risk / Return Rank

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

ERNA.L
ERNA.L Risk / Return Rank: 9898
Overall Rank
ERNA.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ERNA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
ERNA.L Omega Ratio Rank: 9898
Omega Ratio Rank
ERNA.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
ERNA.L Martin Ratio Rank: 9898
Martin Ratio Rank

ISAC.L
ISAC.L Risk / Return Rank: 7373
Overall Rank
ISAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7373
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7474
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.

ERNA.L vs. ISAC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Ultrashort Bond UCITS ETF USD (Acc) (ERNA.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.


ERNA.LISAC.LDifference
Sharpe ratioReturn per unit of total volatility

+2.33

Sortino ratioReturn per unit of downside risk

+4.89

Omega ratioGain probability vs. loss probability

2.31

1.43

+0.88

Calmar ratioReturn relative to maximum drawdown

21.10

3.27

+17.83

Martin ratioReturn relative to average drawdown

82.85

13.72

+69.14

ERNA.L vs. ISAC.L - Sharpe Ratio Comparison

The current ERNA.L Sharpe Ratio is 4.65, which is higher than the ISAC.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of ERNA.L and ISAC.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


ERNA.LISAC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.65

2.31

+2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.03

0.73

+3.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

0.75

+0.68

Drawdowns

ERNA.L vs. ISAC.L - Drawdown Comparison

The maximum ERNA.L drawdown since its inception was -8.63%, smaller than the maximum ISAC.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for ERNA.L and ISAC.L.


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Drawdown Indicators


ERNA.LISAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.63%

-33.82%

+25.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-8.77%

+8.57%

Max Drawdown (3Y)

Largest decline over 3 years

-0.38%

-16.56%

+16.18%

Max Drawdown (5Y)

Largest decline over 5 years

-0.81%

-26.07%

+25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

Current Drawdown

Current decline from peak

0.00%

-0.72%

+0.72%

Average Drawdown

Average peak-to-trough decline

-0.10%

-4.69%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

2.10%

-2.05%

Volatility

ERNA.L vs. ISAC.L - Volatility Comparison

The current volatility for iShares USD Ultrashort Bond UCITS ETF USD (Acc) (ERNA.L) is 0.30%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.84%. This indicates that ERNA.L experiences smaller price fluctuations and is considered to be less risky than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERNA.LISAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

3.84%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

9.77%

-8.91%

Volatility (1Y)

Calculated over the trailing 1-year period

0.93%

12.40%

-11.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.93%

15.57%

-14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.17%

15.95%

-13.78%

ERNA.L vs. ISAC.L - Expense Ratio Comparison

ERNA.L has a 0.09% expense ratio, which is lower than ISAC.L's 0.20% 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

ERNA.L vs. ISAC.L - Dividend Comparison

Neither ERNA.L nor ISAC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ERNA.L and ISAC.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ERNA.L is cheaper with a 0.09% expense ratio, compared with 0.20% for ISAC.L.

ERNA.L is categorized as Corporate Bonds, while ISAC.L is Global Equities. ERNA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while ISAC.L tracks MSCI ACWI Index. Their fees differ too: 0.09% for ERNA.L and 0.20% for ISAC.L.

Portfolio Optimizer

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