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ERND.L vs. XT01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERND.L vs. XT01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.L) and Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ERND.L is traded in USD, while XT01.L is traded in GBP. To make them comparable, the XT01.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ERND.L achieves a 2.00% return, which is significantly lower than XT01.L's 2.69% return.


ERND.L

1D
-0.02%
1M
0.30%
6M
1.83%
YTD
2.00%
1Y
4.19%
3Y*
5.09%
5Y*
3.83%
10Y*
2.76%

XT01.L

1D
1.04%
1M
1.35%
6M
2.68%
YTD
2.69%
1Y
4.90%
3Y*
5.00%
5Y*
3.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERND.L vs. XT01.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ERND.L
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
2.00%4.84%5.55%5.09%2.03%0.00%0.11%
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
2.69%4.54%5.13%4.49%0.82%0.44%1.71%

Correlation

The correlation between ERND.L and XT01.L is -0.14, 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

-0.14

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

-0.07

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

-0.06

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Return for Risk

ERND.L vs. XT01.L — Risk / Return Rank

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

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

XT01.L
XT01.L Risk / Return Rank: 2020
Overall Rank
XT01.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XT01.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
XT01.L Omega Ratio Rank: 1818
Omega Ratio Rank
XT01.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
XT01.L Martin Ratio Rank: 2222
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.

ERND.L vs. XT01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.L) and Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ERND.LXT01.LDifference
Sharpe ratioReturn per unit of total volatility

+4.08

Sortino ratioReturn per unit of downside risk

+7.26

Omega ratioGain probability vs. loss probability

2.31

1.20

+1.11

Calmar ratioReturn relative to maximum drawdown

20.61

3.81

+16.81

Martin ratioReturn relative to average drawdown

101.10

15.00

+86.10

ERND.L vs. XT01.L - Sharpe Ratio Comparison

The current ERND.L Sharpe Ratio is 5.19, which is higher than the XT01.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of ERND.L and XT01.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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Drawdowns

ERND.L vs. XT01.L - Drawdown Comparison

The maximum ERND.L drawdown since its inception was -7.48%, which is greater than XT01.L's maximum drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for ERND.L and XT01.L.


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Drawdown Indicators


ERND.LXT01.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.48%

-2.42%

-5.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-1.28%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-0.64%

-1.28%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-1.06%

-2.42%

+1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-7.48%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.48%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.33%

-0.29%

Volatility

ERND.L vs. XT01.L - Volatility Comparison

The current volatility for iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.L) is 0.21%, while Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) has a volatility of 1.65%. This indicates that ERND.L experiences smaller price fluctuations and is considered to be less risky than XT01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERND.LXT01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

1.65%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

3.84%

-3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

4.41%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.26%

4.78%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.08%

4.77%

-2.69%

ERND.L vs. XT01.L - Expense Ratio Comparison

ERND.L has a 0.09% expense ratio, which is higher than XT01.L's 0.06% 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

ERND.L vs. XT01.L - Dividend Comparison

ERND.L's dividend yield for the trailing twelve months is around 4.31%, while XT01.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ERND.L
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
4.31%4.70%5.54%5.00%1.57%0.49%1.55%2.71%2.19%1.39%0.99%0.72%
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ERND.L and XT01.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, XT01.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XT01.L is cheaper with a 0.06% expense ratio, compared with 0.09% for ERND.L.

ERND.L is categorized as Ultrashort Bond, while XT01.L is Government Bonds. ERND.L tracks Markit iBoxx USD Liquid Investment Grade Ultrashort Index (USD), while XT01.L tracks FTSE US Treasury Short Duration Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.09% for ERND.L and 0.06% for XT01.L.

Portfolio Optimizer

Find the right allocation for ERND.L and XT01.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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