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

Performance

ERNE.L vs. ERND.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ERNE.L achieves a 1.15% return, which is significantly lower than ERND.L's 4.79% return. Over the past 10 years, ERNE.L has underperformed ERND.L with an annualized return of 1.03%, while ERND.L has yielded a comparatively higher 2.39% annualized return.


ERNE.L

1D
-0.03%
1M
0.20%
6M
1.04%
YTD
1.15%
1Y
2.14%
3Y*
3.26%
5Y*
2.15%
10Y*
1.03%

ERND.L

1D
0.08%
1M
0.83%
6M
3.30%
YTD
4.79%
1Y
5.66%
3Y*
4.45%
5Y*
4.50%
10Y*
2.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ERNE.L
iShares € Ultrashort Bond UCITS ETF EUR (Dist)
1.15%2.59%4.15%3.38%-0.24%-0.36%0.07%0.32%-0.60%-0.09%
ERND.L
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
4.79%-7.60%12.52%1.94%8.35%7.48%-7.13%5.36%6.91%-10.99%

Correlation

The correlation between ERNE.L and ERND.L is -0.05, 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

-0.05

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

-0.00

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

0.00

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

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2013

0.05

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Return for Risk

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

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

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

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.L) and iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.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.


ERNE.LERND.LDifference
Sharpe ratioReturn per unit of total volatility

+2.76

Sortino ratioReturn per unit of downside risk

+4.91

Omega ratioGain probability vs. loss probability

1.86

1.17

+0.69

Calmar ratioReturn relative to maximum drawdown

11.97

1.48

+10.48

Martin ratioReturn relative to average drawdown

66.31

3.95

+62.36

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

The current ERNE.L Sharpe Ratio is 3.67, which is higher than the ERND.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ERNE.L and ERND.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

ERNE.L vs. ERND.L - Drawdown Comparison

The maximum ERNE.L drawdown since its inception was -3.05%, smaller than the maximum ERND.L drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for ERNE.L and ERND.L.


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Drawdown Indicators


ERNE.LERND.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.05%

-15.58%

+12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-3.80%

+3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-0.33%

-11.40%

+11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-1.12%

-11.40%

+10.28%

Max Drawdown (10Y)

Largest decline over 10 years

-3.05%

-15.58%

+12.53%

Current Drawdown

Current decline from peak

-0.03%

-4.53%

+4.50%

Average Drawdown

Average peak-to-trough decline

-0.28%

-5.23%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

1.43%

-1.40%

Volatility

ERNE.L vs. ERND.L - Volatility Comparison

The current volatility for iShares € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.L) is 0.20%, while iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.L) has a volatility of 1.14%. This indicates that ERNE.L experiences smaller price fluctuations and is considered to be less risky than ERND.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERNE.LERND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

1.14%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

0.48%

4.53%

-4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

0.58%

6.17%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.60%

7.57%

-6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.76%

7.42%

-6.66%

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

Both ERNE.L and ERND.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ERNE.L vs. ERND.L - Dividend Comparison

ERNE.L's dividend yield for the trailing twelve months is around 2.33%, less than ERND.L's 4.31% yield.


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%
ERNE.L
iShares € Ultrashort Bond UCITS ETF EUR (Dist)
2.33%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


ERNE.L and ERND.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ERNE.L and ERND.L have the same expense ratio: 0.09% per year.

ERNE.L tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR), while ERND.L tracks Markit iBoxx USD Liquid Investment Grade Ultrashort Index (USD).

Portfolio Optimizer

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