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

Performance

ERNU.L vs. XYLD.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L). 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 XYLD.L is traded in USD. To make them comparable, the XYLD.L 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 1.86% return, which is significantly higher than XYLD.L's 1.12% 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%

XYLD.L

1D
0.13%
1M
1.16%
YTD
1.12%
6M
0.44%
1Y
5.17%
3Y*
2.55%
5Y*
2.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
1.86%-2.45%7.39%-0.34%13.45%1.52%-2.17%-0.16%11.21%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
1.12%-1.37%6.73%0.47%2.15%1.31%7.05%12.73%7.59%

Correlation

The correlation between ERNU.L and XYLD.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.74

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

0.72

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2018

0.70

The correlation between ERNU.L and XYLD.L has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.

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Return for Risk

ERNU.L vs. XYLD.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

XYLD.L
XYLD.L Risk / Return Rank: 7171
Overall Rank
XYLD.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XYLD.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
XYLD.L Omega Ratio Rank: 6464
Omega Ratio Rank
XYLD.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
XYLD.L Martin Ratio Rank: 7878
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. XYLD.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.LXYLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.15

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

1.21

1.02

+0.19

Martin ratioReturn relative to average drawdown

3.09

2.88

+0.21

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

The current ERNU.L Sharpe Ratio is 0.83, which is comparable to the XYLD.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of ERNU.L and XYLD.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.LXYLD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.81

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.36

+0.22

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

0.49

-0.07

Drawdowns

ERNU.L vs. XYLD.L - Drawdown Comparison

The maximum ERNU.L drawdown since its inception was -14.92%, roughly equal to the maximum XYLD.L drawdown of -15.48%. Use the drawdown chart below to compare losses from any high point for ERNU.L and XYLD.L.


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Drawdown Indicators


ERNU.LXYLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.92%

-15.48%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.43%

-5.03%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-9.54%

-8.74%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-14.92%

-15.48%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-14.92%

Current Drawdown

Current decline from peak

-4.01%

-4.15%

+0.14%

Average Drawdown

Average peak-to-trough decline

-5.80%

-5.22%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.79%

-0.05%

Volatility

ERNU.L vs. XYLD.L - Volatility Comparison

iShares USD Ultrashort Bond UCITS ETF (ERNU.L) has a higher volatility of 2.03% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) at 1.51%. This indicates that ERNU.L's price experiences larger fluctuations and is considered to be riskier than XYLD.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.LXYLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

1.51%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

4.86%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

6.35%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

8.28%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

9.30%

+0.04%

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

ERNU.L has a 0.09% expense ratio, which is lower than XYLD.L's 0.16% 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. XYLD.L - Dividend Comparison

ERNU.L's dividend yield for the trailing twelve months is around 5.69%, more than XYLD.L's 3.76% 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%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.76%3.61%3.34%2.88%6.03%3.88%3.78%2.92%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ERNU.L and XYLD.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.16% for XYLD.L.

ERNU.L tracks Bloomberg US Corp 1-3 Yr TR USD, while XYLD.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.09% for ERNU.L and 0.16% for XYLD.L.

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