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ERNS.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ERNS.L vs. BTC-USD - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ERNS.L achieves a 1.58% return, which is significantly higher than BTC-USD's -27.84% return. Over the past 10 years, ERNS.L has underperformed BTC-USD with an annualized return of 2.20%, while BTC-USD has yielded a comparatively higher 60.74% annualized return.


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%

BTC-USD

1D
-1.24%
1M
-20.33%
YTD
-27.84%
6M
-31.14%
1Y
-40.03%
3Y*
30.55%
5Y*
12.08%
10Y*
60.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERNS.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%0.57%
BTC-USD
Bitcoin
-27.84%-12.95%125.81%140.73%-59.81%60.91%292.68%86.71%-73.15%1,284.82%

Correlation

The correlation between ERNS.L and BTC-USD is -0.07, 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

-0.07

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

-0.10

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

-0.07

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

-0.04

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

-0.03

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Return for Risk

ERNS.L vs. BTC-USD — Risk / Return Rank

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

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

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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.

ERNS.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) and Bitcoin (BTC-USD). 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.


ERNS.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+6.40

Sortino ratioReturn per unit of downside risk

+11.49

Omega ratioGain probability vs. loss probability

2.43

0.86

+1.57

Calmar ratioReturn relative to maximum drawdown

20.17

-0.79

+20.96

Martin ratioReturn relative to average drawdown

113.36

-1.40

+114.76

ERNS.L vs. BTC-USD - Sharpe Ratio Comparison

The current ERNS.L Sharpe Ratio is 5.44, which is higher than the BTC-USD Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of ERNS.L and BTC-USD, 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


ERNS.LBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.44

-0.96

+6.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.40

0.23

+4.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.38

0.90

+1.48

Sharpe Ratio (All Time)

Calculated using the full available price history

2.24

1.15

+1.09

Drawdowns

ERNS.L vs. BTC-USD - Drawdown Comparison

The maximum ERNS.L drawdown since its inception was -1.51%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for ERNS.L and BTC-USD.


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Drawdown Indicators


ERNS.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-1.51%

-84.19%

+82.68%

Max Drawdown (1Y)

Largest decline over 1 year

-0.22%

-50.55%

+50.33%

Max Drawdown (3Y)

Largest decline over 3 years

-0.22%

-50.55%

+50.33%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-73.24%

+72.88%

Max Drawdown (10Y)

Largest decline over 10 years

-1.51%

-82.15%

+80.64%

Current Drawdown

Current decline from peak

-0.02%

-49.35%

+49.33%

Average Drawdown

Average peak-to-trough decline

-0.05%

-40.30%

+40.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

34.17%

-34.13%

Volatility

ERNS.L vs. BTC-USD - Volatility Comparison

The current volatility for iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) is 0.34%, while Bitcoin (BTC-USD) has a volatility of 11.66%. This indicates that ERNS.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERNS.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

11.66%

-11.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.68%

33.93%

-33.25%

Volatility (1Y)

Calculated over the trailing 1-year period

0.81%

34.79%

-33.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.83%

44.72%

-43.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.92%

56.05%

-55.13%

Frequently Asked Questions


ERNS.L and BTC-USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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