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ERNX.DE vs. EUED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERNX.DE vs. EUED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) and iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ERNX.DE achieves a 1.08% return, which is significantly lower than EUED.DE's 1.35% return.


ERNX.DE

1D
0.00%
1M
0.36%
6M
1.08%
YTD
1.08%
1Y
2.19%
3Y*
3.24%
5Y*
10Y*

EUED.DE

1D
0.20%
1M
0.37%
6M
1.15%
YTD
1.35%
1Y
2.39%
3Y*
3.35%
5Y*
2.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERNX.DE vs. EUED.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ERNX.DE
iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating
1.08%2.79%4.06%3.19%0.20%
EUED.DE
iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist)
1.35%2.56%4.11%3.40%-0.00%

Correlation

The correlation between ERNX.DE and EUED.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2022

0.04

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Return for Risk

ERNX.DE vs. EUED.DE — Risk / Return Rank

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

ERNX.DE
ERNX.DE Risk / Return Rank: 8585
Overall Rank
ERNX.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ERNX.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
ERNX.DE Omega Ratio Rank: 9696
Omega Ratio Rank
ERNX.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ERNX.DE Martin Ratio Rank: 9696
Martin Ratio Rank

EUED.DE
EUED.DE Risk / Return Rank: 8080
Overall Rank
EUED.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EUED.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUED.DE Omega Ratio Rank: 9191
Omega Ratio Rank
EUED.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EUED.DE Martin Ratio Rank: 9696
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.

ERNX.DE vs. EUED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) and iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE). 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.


ERNX.DEEUED.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.64

1.47

+0.16

Calmar ratioReturn relative to maximum drawdown

6.07

11.93

-5.86

Martin ratioReturn relative to average drawdown

28.42

26.53

+1.89

ERNX.DE vs. EUED.DE - Sharpe Ratio Comparison

The current ERNX.DE Sharpe Ratio is 1.66, which is comparable to the EUED.DE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of ERNX.DE and EUED.DE, 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

ERNX.DE vs. EUED.DE - Drawdown Comparison

The maximum ERNX.DE drawdown since its inception was -0.80%, smaller than the maximum EUED.DE drawdown of -3.54%. Use the drawdown chart below to compare losses from any high point for ERNX.DE and EUED.DE.


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Drawdown Indicators


ERNX.DEEUED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.80%

-3.54%

+2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

-0.20%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

-0.39%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-1.20%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.07%

-0.73%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.09%

-0.01%

Volatility

ERNX.DE vs. EUED.DE - Volatility Comparison

The current volatility for iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) is 0.18%, while iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) has a volatility of 0.28%. This indicates that ERNX.DE experiences smaller price fluctuations and is considered to be less risky than EUED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERNX.DEEUED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

0.28%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

1.03%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

1.55%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.24%

1.65%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.24%

2.51%

-1.27%

ERNX.DE vs. EUED.DE - Expense Ratio Comparison

Both ERNX.DE and EUED.DE 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

ERNX.DE vs. EUED.DE - Dividend Comparison

ERNX.DE has not paid dividends to shareholders, while EUED.DE's dividend yield for the trailing twelve months is around 2.36%.


PositionTTM202520242023202220212020
ERNX.DE
iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUED.DE
iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist)
2.36%2.74%3.86%2.75%0.00%0.00%0.11%

Frequently Asked Questions


ERNX.DE and EUED.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ERNX.DE and EUED.DE have the same expense ratio: 0.09% per year.

ERNX.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index, while EUED.DE tracks iBoxx MSCI ESG SRI EUR Liquid Investment Grade Ultrashort Index.

Portfolio Optimizer

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