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

Performance

ERNS.L vs. XSTR.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 Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L). 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 XSTR.L is traded in GBp. To make them comparable, the XSTR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ERNS.L having a 1.98% return and XSTR.L slightly lower at 1.97%. Over the past 10 years, ERNS.L has outperformed XSTR.L with an annualized return of 2.22%, while XSTR.L has yielded a comparatively lower 1.80% annualized return.


ERNS.L

1D
0.04%
1M
0.27%
6M
1.99%
YTD
1.98%
1Y
4.24%
3Y*
5.01%
5Y*
3.71%
10Y*
2.22%

XSTR.L

1D
0.02%
1M
0.27%
6M
1.80%
YTD
1.97%
1Y
3.81%
3Y*
4.57%
5Y*
3.41%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
1.98%4.84%5.55%4.76%1.53%0.14%0.77%1.28%0.58%0.57%
XSTR.L
Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D
1.97%4.20%5.14%4.57%1.25%-0.08%0.03%0.56%0.41%0.10%

Correlation

The correlation between ERNS.L and XSTR.L is -0.11, 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

-0.11

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

-0.04

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

0.03

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

0.08

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

0.08

The correlation between ERNS.L and XSTR.L shifts across timeframes, from -0.11 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ERNS.L vs. XSTR.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: 9999
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

XSTR.L
XSTR.L Risk / Return Rank: 8585
Overall Rank
XSTR.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XSTR.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
XSTR.L Omega Ratio Rank: 9797
Omega Ratio Rank
XSTR.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XSTR.L Martin Ratio Rank: 9797
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. XSTR.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 Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.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.LXSTR.LDifference
Sharpe ratioReturn per unit of total volatility

+3.52

Sortino ratioReturn per unit of downside risk

+7.23

Omega ratioGain probability vs. loss probability

2.40

1.80

+0.60

Calmar ratioReturn relative to maximum drawdown

19.43

3.93

+15.50

Martin ratioReturn relative to average drawdown

108.42

31.46

+76.96

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

The current ERNS.L Sharpe Ratio is 5.34, which is higher than the XSTR.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ERNS.L and XSTR.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. XSTR.L - Drawdown Comparison

The maximum ERNS.L drawdown since its inception was -1.51%, smaller than the maximum XSTR.L drawdown of -1.60%. Use the drawdown chart below to compare losses from any high point for ERNS.L and XSTR.L.


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Drawdown Indicators


ERNS.LXSTR.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.51%

-1.60%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-0.22%

-0.97%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-0.22%

-0.97%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-0.97%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-1.51%

-1.60%

+0.09%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.11%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.12%

-0.08%

Volatility

ERNS.L vs. XSTR.L - Volatility Comparison

iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) has a higher volatility of 0.19% compared to Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) at 0.07%. This indicates that ERNS.L's price experiences larger fluctuations and is considered to be riskier than XSTR.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.LXSTR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

0.07%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.65%

1.92%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

2.09%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.82%

0.98%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.92%

0.97%

-0.05%

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

ERNS.L has a 0.09% expense ratio, which is lower than XSTR.L's 0.10% 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. XSTR.L - Dividend Comparison

ERNS.L's dividend yield for the trailing twelve months is around 4.28%, more than XSTR.L's 4.13% yield.


PositionTTM20252024202320222021202020192018201720162015
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
4.28%4.65%5.42%4.54%1.14%0.28%0.75%1.04%0.74%0.52%0.81%0.72%
XSTR.L
Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D
4.13%4.61%5.06%4.05%0.33%0.02%0.56%0.97%0.61%0.19%1.19%0.00%

Frequently Asked Questions


ERNS.L and XSTR.L have a correlation of -0.11, 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 0.10% for XSTR.L.

ERNS.L is categorized as Ultrashort Bond, while XSTR.L is Money Market. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.09% for ERNS.L and 0.10% for XSTR.L.

Portfolio Optimizer

Find the right allocation for ERNS.L and XSTR.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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