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

Performance

EUED.DE vs. ERNX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) and iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.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, EUED.DE achieves a 1.15% return, which is significantly higher than ERNX.DE's 1.08% return.


EUED.DE

1D
0.00%
1M
0.37%
6M
1.15%
YTD
1.15%
1Y
2.18%
3Y*
3.35%
5Y*
2.15%
10Y*

ERNX.DE

1D
0.00%
1M
0.36%
6M
1.08%
YTD
1.08%
1Y
2.19%
3Y*
3.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
EUED.DE
iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist)
1.15%2.56%4.11%3.40%-0.00%
ERNX.DE
iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating
1.08%2.79%4.06%3.19%0.20%

Correlation

The correlation between EUED.DE and ERNX.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

0.04

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

0.04

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Return for Risk

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

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

EUED.DE
EUED.DE Risk / Return Rank: 7676
Overall Rank
EUED.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EUED.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
EUED.DE Omega Ratio Rank: 8787
Omega Ratio Rank
EUED.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EUED.DE Martin Ratio Rank: 9595
Martin Ratio Rank

ERNX.DE
ERNX.DE Risk / Return Rank: 8383
Overall Rank
ERNX.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ERNX.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
ERNX.DE Omega Ratio Rank: 9595
Omega Ratio Rank
ERNX.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ERNX.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.

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

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


EUED.DEERNX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.43

1.60

-0.17

Calmar ratioReturn relative to maximum drawdown

10.92

6.07

+4.84

Martin ratioReturn relative to average drawdown

24.27

27.81

-3.54

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

The current EUED.DE Sharpe Ratio is 1.41, which is comparable to the ERNX.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of EUED.DE and ERNX.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

EUED.DE vs. ERNX.DE - Drawdown Comparison

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


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Drawdown Indicators


EUED.DEERNX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.54%

-0.80%

-2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-0.36%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-0.39%

-0.36%

-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

-0.73%

-0.07%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

0.08%

+0.01%

Volatility

EUED.DE vs. ERNX.DE - Volatility Comparison

The current volatility for iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) is 0.28%, while iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) has a volatility of 0.41%. This indicates that EUED.DE experiences smaller price fluctuations and is considered to be less risky than ERNX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUED.DEERNX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

0.41%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

1.08%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.55%

1.34%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.65%

1.24%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.52%

1.24%

+1.28%

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

Both EUED.DE and ERNX.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

EUED.DE vs. ERNX.DE - Dividend Comparison

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


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


EUED.DE and ERNX.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.

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

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

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