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

Performance

ERNS.L vs. UESD.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 iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc (UESD.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, ERNS.L achieves a 1.58% return, which is significantly higher than UESD.L's 1.41% return.


ERNS.L

1D
0.06%
1M
0.45%
YTD
1.58%
6M
1.96%
1Y
4.41%
3Y*
5.11%
5Y*
3.62%
10Y*
2.20%

UESD.L

1D
0.00%
1M
0.42%
YTD
1.41%
6M
1.89%
1Y
4.32%
3Y*
5.05%
5Y*
3.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
1.58%4.84%5.54%4.76%1.54%0.13%1.15%
UESD.L
iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc
1.41%5.04%5.40%4.47%1.55%0.19%1.09%

Correlation

The correlation between ERNS.L and UESD.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.09

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

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2020

0.12

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Return for Risk

ERNS.L vs. UESD.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: 9898
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

UESD.L
UESD.L Risk / Return Rank: 9797
Overall Rank
UESD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
UESD.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
UESD.L Omega Ratio Rank: 9797
Omega Ratio Rank
UESD.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
UESD.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. UESD.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 iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc (UESD.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.


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

+1.32

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

2.39

1.89

+0.50

Calmar ratioReturn relative to maximum drawdown

20.38

16.83

+3.55

Martin ratioReturn relative to average drawdown

108.76

72.30

+36.46

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

The current ERNS.L Sharpe Ratio is 5.30, which is higher than the UESD.L Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of ERNS.L and UESD.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


ERNS.LUESD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.30

3.98

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.34

3.20

+1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.38

Sharpe Ratio (All Time)

Calculated using the full available price history

2.23

2.89

-0.66

Drawdowns

ERNS.L vs. UESD.L - Drawdown Comparison

The maximum ERNS.L drawdown since its inception was -1.51%, which is greater than UESD.L's maximum drawdown of -0.48%. Use the drawdown chart below to compare losses from any high point for ERNS.L and UESD.L.


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Drawdown Indicators


ERNS.LUESD.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.51%

-0.48%

-1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.22%

-0.26%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-0.22%

-0.26%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-0.41%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-1.51%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.08%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.06%

-0.02%

Volatility

ERNS.L vs. UESD.L - Volatility Comparison

The current volatility for iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) is 0.36%, while iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc (UESD.L) has a volatility of 0.50%. This indicates that ERNS.L experiences smaller price fluctuations and is considered to be less risky than UESD.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.LUESD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

0.50%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.68%

0.87%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

0.84%

1.09%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.83%

1.11%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.92%

1.06%

-0.14%

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

Both ERNS.L and UESD.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

ERNS.L vs. UESD.L - Dividend Comparison

ERNS.L's dividend yield for the trailing twelve months is around 5.65%, which matches UESD.L's 5.64% yield.


PositionTTM20252024202320222021202020192018201720162015
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
5.65%4.65%5.42%4.54%1.14%0.28%0.75%1.04%0.74%0.52%0.81%0.72%
UESD.L
iShares £ Ultrashort Bond ESG SRI UCITS ETF GBP Inc
5.64%4.63%5.37%4.49%1.21%0.24%0.47%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ERNS.L and UESD.L have a correlation of 0.15, 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.

ERNS.L and UESD.L have the same expense ratio: 0.09% per year.

Portfolio Optimizer

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