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

Performance

ERNU.L vs. VTI - 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 Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ERNU.L is traded in GBP, while VTI is traded in USD. To make them comparable, the VTI values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ERNU.L achieves a 2.00% return, which is significantly lower than VTI's 10.18% return. Over the past 10 years, ERNU.L has underperformed VTI with an annualized return of 3.25%, while VTI has yielded a comparatively higher 15.61% annualized return.


ERNU.L

1D
-0.60%
1M
0.77%
YTD
2.00%
6M
1.42%
1Y
5.62%
3Y*
2.98%
5Y*
4.81%
10Y*
3.25%

VTI

1D
0.65%
1M
1.34%
YTD
10.18%
6M
9.42%
1Y
26.76%
3Y*
18.17%
5Y*
13.36%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERNU.L vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
2.00%-2.44%7.39%-0.34%13.44%1.53%-2.16%-0.16%7.99%-7.60%
VTI
Vanguard Total Stock Market ETF
10.18%8.76%25.97%19.75%-9.95%26.87%17.52%25.70%0.38%10.73%

Correlation

The correlation between ERNU.L and VTI 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

0.19

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

0.15

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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2013

0.28

The correlation between ERNU.L and VTI shifts across timeframes, from 0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ERNU.L vs. VTI — 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: 2626
Overall Rank
ERNU.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ERNU.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
ERNU.L Omega Ratio Rank: 2424
Omega Ratio Rank
ERNU.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
ERNU.L Martin Ratio Rank: 2727
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 7070
Overall Rank
VTI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6969
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7676
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. VTI - 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 Total Stock Market ETF (VTI). 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.


ERNU.LVTIDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.15

1.42

-0.27

Calmar ratioReturn relative to maximum drawdown

1.25

3.66

-2.41

Martin ratioReturn relative to average drawdown

3.19

13.95

-10.76

ERNU.L vs. VTI - Sharpe Ratio Comparison

The current ERNU.L Sharpe Ratio is 0.86, which is lower than the VTI Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ERNU.L and VTI, 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

ERNU.L vs. VTI - Drawdown Comparison

The maximum ERNU.L drawdown since its inception was -41.55%, which is greater than VTI's maximum drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for ERNU.L and VTI.


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Drawdown Indicators


ERNU.LVTIDifference

Max Drawdown

Largest peak-to-trough decline

-41.55%

-34.91%

-6.64%

Max Drawdown (1Y)

Largest decline over 1 year

-4.43%

-7.35%

+2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-9.54%

-22.54%

+13.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.92%

-22.54%

+7.62%

Max Drawdown (10Y)

Largest decline over 10 years

-14.92%

-27.22%

+12.30%

Current Drawdown

Current decline from peak

-3.88%

-1.75%

-2.13%

Average Drawdown

Average peak-to-trough decline

-18.56%

-4.95%

-13.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.92%

-0.17%

Volatility

ERNU.L vs. VTI - Volatility Comparison

The current volatility for iShares USD Ultrashort Bond UCITS ETF (ERNU.L) is 1.97%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.06%. This indicates that ERNU.L experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERNU.LVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

4.06%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

8.84%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.48%

11.96%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

16.33%

-7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.32%

18.30%

-8.98%

ERNU.L vs. VTI - Expense Ratio Comparison

ERNU.L has a 0.09% expense ratio, which is higher than VTI's 0.03% expense ratio. However, 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. VTI - Dividend Comparison

ERNU.L's dividend yield for the trailing twelve months is around 3.29%, more than VTI's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
3.29%4.68%5.46%4.99%1.56%0.48%1.65%2.77%2.17%1.43%0.93%0.70%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


ERNU.L and VTI 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, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.09% for ERNU.L.

ERNU.L is categorized as Corporate Bonds, while VTI is Large Cap Blend Equities. ERNU.L tracks Bloomberg US Corp 1-3 Yr TR USD, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.09% for ERNU.L and 0.03% for VTI.

Portfolio Optimizer

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