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ERNU.L vs. IGSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERNU.L vs. IGSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Ultrashort Bond UCITS ETF (ERNU.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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, ERNU.L achieves a 1.86% return, which is significantly higher than IGSD.L's 1.02% return. Over the past 10 years, ERNU.L has underperformed IGSD.L with an annualized return of 3.51%, while IGSD.L has yielded a comparatively higher 3.88% annualized return.


ERNU.L

1D
0.09%
1M
1.33%
YTD
1.86%
6M
1.30%
1Y
5.39%
3Y*
2.46%
5Y*
4.86%
10Y*
3.51%

IGSD.L

1D
0.21%
1M
1.09%
YTD
1.02%
6M
0.77%
1Y
5.80%
3Y*
3.32%
5Y*
4.01%
10Y*
3.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERNU.L vs. IGSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
1.86%-2.45%7.39%-0.34%13.45%1.52%-2.17%-0.16%7.99%-7.61%
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
1.02%-0.44%7.51%0.40%7.27%0.80%1.22%3.52%7.44%-6.51%

Correlation

The correlation between ERNU.L and IGSD.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2013

0.96

The correlation between ERNU.L and IGSD.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

ERNU.L vs. IGSD.L — Risk / Return Rank

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

ERNU.L
ERNU.L Risk / Return Rank: 2424
Overall Rank
ERNU.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ERNU.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
ERNU.L Omega Ratio Rank: 2222
Omega Ratio Rank
ERNU.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
ERNU.L Martin Ratio Rank: 2424
Martin Ratio Rank

IGSD.L
IGSD.L Risk / Return Rank: 2727
Overall Rank
IGSD.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGSD.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGSD.L Omega Ratio Rank: 2525
Omega Ratio Rank
IGSD.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGSD.L Martin Ratio Rank: 2727
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.

ERNU.L vs. IGSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Ultrashort Bond UCITS ETF (ERNU.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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.


ERNU.LIGSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratioReturn relative to maximum drawdown

1.21

1.35

-0.14

Martin ratioReturn relative to average drawdown

3.09

3.70

-0.61

ERNU.L vs. IGSD.L - Sharpe Ratio Comparison

The current ERNU.L Sharpe Ratio is 0.83, which is comparable to the IGSD.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ERNU.L and IGSD.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


ERNU.LIGSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.95

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.51

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.42

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.50

-0.08

Drawdowns

ERNU.L vs. IGSD.L - Drawdown Comparison

The maximum ERNU.L drawdown since its inception was -14.92%, roughly equal to the maximum IGSD.L drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for ERNU.L and IGSD.L.


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Drawdown Indicators


ERNU.LIGSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.92%

-14.83%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.43%

-4.15%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-9.54%

-8.18%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-14.92%

-14.83%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-14.92%

-14.83%

-0.09%

Current Drawdown

Current decline from peak

-4.01%

-2.28%

-1.73%

Average Drawdown

Average peak-to-trough decline

-5.80%

-5.17%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.52%

+0.22%

Volatility

ERNU.L vs. IGSD.L - Volatility Comparison

iShares USD Ultrashort Bond UCITS ETF (ERNU.L) has a higher volatility of 2.03% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) at 1.60%. This indicates that ERNU.L's price experiences larger fluctuations and is considered to be riskier than IGSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERNU.LIGSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

1.60%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

4.32%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

5.91%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

7.82%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

9.13%

+0.21%

ERNU.L vs. IGSD.L - Expense Ratio Comparison

ERNU.L has a 0.09% expense ratio, which is lower than IGSD.L's 0.20% 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

ERNU.L vs. IGSD.L - Dividend Comparison

ERNU.L's dividend yield for the trailing twelve months is around 5.69%, more than IGSD.L's 5.06% yield.


PositionTTM20252024202320222021202020192018201720162015
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
5.69%4.68%5.45%5.00%1.55%0.48%1.65%2.77%2.17%1.43%0.93%0.70%
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
5.06%5.08%4.67%3.69%2.12%1.71%2.51%3.32%2.94%2.50%2.16%2.11%

Frequently Asked Questions


With a correlation of 0.96, ERNU.L and IGSD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

ERNU.L is cheaper with a 0.09% expense ratio, compared with 0.20% for IGSD.L.

Both ETFs track Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.09% for ERNU.L and 0.20% for IGSD.L.

Portfolio Optimizer

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