PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
ERNXY vs. ERNS.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ERNXY vs. ERNS.L

Last updated May 13, 2025

Compare and contrast key facts about Euronext N.V (ERNXY) and iShares £ Ultrashort Bond UCITS ETF (ERNS.L).

ERNS.L is a passively managed fund by iShares that tracks the performance of the Markit iBoxx GBP Liquid Investment Grade Ultrashort Index. It was launched on Nov 16, 2013.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ERNXY or ERNS.L.

Correlation

The correlation between ERNXY and ERNS.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ERNXY vs. ERNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euronext N.V (ERNXY) and iShares £ Ultrashort Bond UCITS ETF (ERNS.L). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ERNXY:

1.65

ERNS.L:

7.07

Sortino Ratio

ERNXY:

2.10

ERNS.L:

13.62

Omega Ratio

ERNXY:

1.28

ERNS.L:

3.08

Calmar Ratio

ERNXY:

4.81

ERNS.L:

32.56

Martin Ratio

ERNXY:

15.94

ERNS.L:

175.25

Ulcer Index

ERNXY:

4.66%

ERNS.L:

0.03%

Daily Std Dev

ERNXY:

49.92%

ERNS.L:

0.72%

Max Drawdown

ERNXY:

-45.39%

ERNS.L:

-1.51%

Current Drawdown

ERNXY:

-6.10%

ERNS.L:

0.00%

Returns By Period

In the year-to-date period, ERNXY achieves a 49.81% return, which is significantly higher than ERNS.L's 1.68% return.

ERNXY

YTD

49.81%

1M

0.56%

6M

47.67%

1Y

83.65%

5Y*

N/A

10Y*

N/A

ERNS.L

YTD

1.68%

1M

0.43%

6M

2.56%

1Y

5.11%

5Y*

2.85%

10Y*

1.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Risk-Adjusted Performance

ERNXY vs. ERNS.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ERNXY
The Risk-Adjusted Performance Rank of ERNXY is 9393
Overall Rank
The Sharpe Ratio Rank of ERNXY is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of ERNXY is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ERNXY is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ERNXY is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ERNXY is 9898
Martin Ratio Rank
ERNS.L
The Risk-Adjusted Performance Rank of ERNS.L is 9999
Overall Rank
The Sharpe Ratio Rank of ERNS.L is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of ERNS.L is 9999
Sortino Ratio Rank
The Omega Ratio Rank of ERNS.L is 9999
Omega Ratio Rank
The Calmar Ratio Rank of ERNS.L is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ERNS.L is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ERNXY vs. ERNS.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronext N.V (ERNXY) and iShares £ Ultrashort Bond UCITS ETF (ERNS.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.

The current ERNXY Sharpe Ratio is 1.65, which is lower than the ERNS.L Sharpe Ratio of 7.07. The chart below compares the historical Sharpe Ratios of ERNXY and ERNS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Dividends

ERNXY vs. ERNS.L - Dividend Comparison

ERNXY's dividend yield for the trailing twelve months is around 1.67%, less than ERNS.L's 5.33% yield.

TTM20242023202220212020201920182017201620152014
ERNXY
Euronext N.V		1.67%2.50%2.89%2.78%14.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF		5.33%5.42%4.54%1.14%0.28%0.75%1.04%0.74%0.52%0.81%0.72%0.55%

Drawdowns

ERNXY vs. ERNS.L - Drawdown Comparison

The maximum ERNXY drawdown since its inception was -45.39%, which is greater than ERNS.L's maximum drawdown of -1.51%. Use the drawdown chart below to compare losses from any high point for ERNXY and ERNS.L. For additional features, visit the drawdowns tool.

Loading data...

Volatility

ERNXY vs. ERNS.L - Volatility Comparison

Euronext N.V (ERNXY) has a higher volatility of 15.17% compared to iShares £ Ultrashort Bond UCITS ETF (ERNS.L) at 0.30%. This indicates that ERNXY's price experiences larger fluctuations and is considered to be riskier than ERNS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...