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ERNS.L vs. JGSA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERNS.L vs. JGSA.L - 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 JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ERNS.L having a 1.81% return and JGSA.L slightly lower at 1.76%.


ERNS.L

1D
0.01%
1M
0.36%
YTD
1.81%
6M
1.88%
1Y
4.34%
3Y*
5.10%
5Y*
3.67%
10Y*
2.21%

JGSA.L

1D
0.08%
1M
0.51%
YTD
1.76%
6M
1.94%
1Y
4.28%
3Y*
5.09%
5Y*
3.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERNS.L vs. JGSA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
1.81%4.84%5.55%4.76%1.53%0.14%0.77%0.76%
JGSA.L
JPM GBP Ultra-Short Income Active ETF GBP Acc
1.76%5.05%5.09%5.01%0.57%-0.01%1.11%0.85%

Correlation

The correlation between ERNS.L and JGSA.L is 0.09, 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

0.09

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

0.10

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

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2019

0.15

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Return for Risk

ERNS.L vs. JGSA.L — 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: 9898
Omega Ratio Rank
ERNS.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
ERNS.L Martin Ratio Rank: 9999
Martin Ratio Rank

JGSA.L
JGSA.L Risk / Return Rank: 9898
Overall Rank
JGSA.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JGSA.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JGSA.L Omega Ratio Rank: 9999
Omega Ratio Rank
JGSA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
JGSA.L Martin Ratio Rank: 9898
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. JGSA.L - 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 JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.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.


ERNS.LJGSA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-3.05

Omega ratioGain probability vs. loss probability

2.40

3.27

-0.87

Calmar ratioReturn relative to maximum drawdown

19.90

10.18

+9.71

Martin ratioReturn relative to average drawdown

111.51

52.79

+58.73

ERNS.L vs. JGSA.L - Sharpe Ratio Comparison

The current ERNS.L Sharpe Ratio is 5.36, which is comparable to the JGSA.L Sharpe Ratio of 7.00. The chart below compares the historical Sharpe Ratios of ERNS.L and JGSA.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

ERNS.L vs. JGSA.L - Drawdown Comparison

The maximum ERNS.L drawdown since its inception was -1.51%, which is greater than JGSA.L's maximum drawdown of -1.42%. Use the drawdown chart below to compare losses from any high point for ERNS.L and JGSA.L.


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Drawdown Indicators


ERNS.LJGSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.51%

-1.42%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-0.22%

-0.42%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-0.22%

-0.42%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-0.73%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-1.51%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.10%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.08%

-0.04%

Volatility

ERNS.L vs. JGSA.L - Volatility Comparison

The current volatility for iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) is 0.17%, while JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L) has a volatility of 0.23%. This indicates that ERNS.L experiences smaller price fluctuations and is considered to be less risky than JGSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERNS.LJGSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

0.23%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

0.55%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

0.81%

0.61%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.82%

0.56%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.92%

0.62%

+0.30%

ERNS.L vs. JGSA.L - Expense Ratio Comparison

ERNS.L has a 0.09% expense ratio, which is lower than JGSA.L's 0.18% 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

ERNS.L vs. JGSA.L - Dividend Comparison

ERNS.L's dividend yield for the trailing twelve months is around 4.29%, while JGSA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
4.29%4.65%5.42%4.54%1.14%0.28%0.75%1.04%0.74%0.52%0.81%0.72%
JGSA.L
JPM GBP Ultra-Short Income Active ETF GBP Acc
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


ERNS.L and JGSA.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ERNS.L is cheaper with a 0.09% expense ratio, compared with 0.18% for JGSA.L.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.09% for ERNS.L and 0.18% for JGSA.L.

Portfolio Optimizer

Find the right allocation for ERNS.L and JGSA.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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