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

Performance

ERNU.L vs. VSCA.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 Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.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 VSCA.L's 0.94% 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%

VSCA.L

1D
0.21%
1M
1.13%
YTD
0.94%
6M
0.58%
1Y
5.25%
3Y*
2.72%
5Y*
3.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
1.86%-2.45%7.39%-0.34%13.45%1.52%-2.17%1.32%
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.94%-1.28%7.12%-0.30%7.72%0.72%0.35%3.18%

Correlation

The correlation between ERNU.L and VSCA.L is 0.98 - 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

0.98

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.96

The correlation between ERNU.L and VSCA.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

ERNU.L vs. VSCA.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

VSCA.L
VSCA.L Risk / Return Rank: 2424
Overall Rank
VSCA.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VSCA.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
VSCA.L Omega Ratio Rank: 2222
Omega Ratio Rank
VSCA.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VSCA.L Martin Ratio Rank: 2424
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. VSCA.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 Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.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.LVSCA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.15

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

1.21

1.17

+0.04

Martin ratioReturn relative to average drawdown

3.09

3.07

+0.02

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

The current ERNU.L Sharpe Ratio is 0.83, which is comparable to the VSCA.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ERNU.L and VSCA.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.LVSCA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.82

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.47

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.28

+0.14

Drawdowns

ERNU.L vs. VSCA.L - Drawdown Comparison

The maximum ERNU.L drawdown since its inception was -14.92%, roughly equal to the maximum VSCA.L drawdown of -15.11%. Use the drawdown chart below to compare losses from any high point for ERNU.L and VSCA.L.


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Drawdown Indicators


ERNU.LVSCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.92%

-15.11%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.43%

-4.25%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-9.54%

-8.78%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-14.92%

-15.11%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-14.92%

Current Drawdown

Current decline from peak

-4.01%

-3.61%

-0.40%

Average Drawdown

Average peak-to-trough decline

-5.80%

-6.75%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.62%

+0.12%

Volatility

ERNU.L vs. VSCA.L - Volatility Comparison

iShares USD Ultrashort Bond UCITS ETF (ERNU.L) has a higher volatility of 2.03% compared to Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) at 1.77%. This indicates that ERNU.L's price experiences larger fluctuations and is considered to be riskier than VSCA.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.LVSCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

1.77%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

4.39%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

6.05%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

7.88%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

8.99%

+0.35%

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

Both ERNU.L and VSCA.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

ERNU.L vs. VSCA.L - Dividend Comparison

ERNU.L's dividend yield for the trailing twelve months is around 5.69%, while VSCA.L has not paid dividends to shareholders.


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%
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
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


With a correlation of 0.98, ERNU.L and VSCA.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.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ERNU.L and VSCA.L have the same expense ratio: 0.09% per year.

Both ETFs track Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: iShares and Vanguard.

Portfolio Optimizer

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