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EWSP.L vs. ERNA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWSP.L vs. ERNA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) and iShares USD Ultrashort Bond UCITS ETF USD (Acc) (ERNA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EWSP.L achieves a 9.60% return, which is significantly higher than ERNA.L's 2.05% return.


EWSP.L

1D
0.41%
1M
4.78%
YTD
9.60%
6M
10.10%
1Y
21.05%
3Y*
12.30%
5Y*
10Y*

ERNA.L

1D
0.11%
1M
1.27%
YTD
2.05%
6M
1.25%
1Y
5.37%
3Y*
2.56%
5Y*
4.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWSP.L vs. ERNA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
EWSP.L
iShares S&P 500 Equal Weight UCITS ETF USD (Acc)
9.60%3.96%14.13%7.72%-1.67%
ERNA.L
iShares USD Ultrashort Bond UCITS ETF USD (Acc)
2.05%-2.72%7.51%0.22%1.94%

Correlation

The correlation between EWSP.L and ERNA.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2022

0.20

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Return for Risk

EWSP.L vs. ERNA.L — Risk / Return Rank

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

EWSP.L
EWSP.L Risk / Return Rank: 6767
Overall Rank
EWSP.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EWSP.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EWSP.L Omega Ratio Rank: 6565
Omega Ratio Rank
EWSP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
EWSP.L Martin Ratio Rank: 6565
Martin Ratio Rank

ERNA.L
ERNA.L Risk / Return Rank: 9898
Overall Rank
ERNA.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ERNA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
ERNA.L Omega Ratio Rank: 9898
Omega Ratio Rank
ERNA.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
ERNA.L Martin Ratio Rank: 9898
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.

EWSP.L vs. ERNA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) and iShares USD Ultrashort Bond UCITS ETF USD (Acc) (ERNA.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.


EWSP.LERNA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.39

1.14

+0.24

Calmar ratioReturn relative to maximum drawdown

3.69

1.05

+2.63

Martin ratioReturn relative to average drawdown

11.84

2.88

+8.97

EWSP.L vs. ERNA.L - Sharpe Ratio Comparison

The current EWSP.L Sharpe Ratio is 2.16, which is higher than the ERNA.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of EWSP.L and ERNA.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


EWSP.LERNA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

0.82

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.33

+0.33

Drawdowns

EWSP.L vs. ERNA.L - Drawdown Comparison

The maximum EWSP.L drawdown since its inception was -19.59%, which is greater than ERNA.L's maximum drawdown of -15.54%. Use the drawdown chart below to compare losses from any high point for EWSP.L and ERNA.L.


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Drawdown Indicators


EWSP.LERNA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.59%

-15.54%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.68%

-5.06%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-9.68%

-9.91%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

Current Drawdown

Current decline from peak

0.00%

-4.46%

+4.46%

Average Drawdown

Average peak-to-trough decline

-4.68%

-6.91%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.86%

-0.09%

Volatility

EWSP.L vs. ERNA.L - Volatility Comparison

iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) has a higher volatility of 1.96% compared to iShares USD Ultrashort Bond UCITS ETF USD (Acc) (ERNA.L) at 1.82%. This indicates that EWSP.L's price experiences larger fluctuations and is considered to be riskier than ERNA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWSP.LERNA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.82%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

6.50%

4.89%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

6.50%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

8.42%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

8.73%

+4.49%

EWSP.L vs. ERNA.L - Expense Ratio Comparison

EWSP.L has a 0.20% expense ratio, which is higher than ERNA.L's 0.09% 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

EWSP.L vs. ERNA.L - Dividend Comparison

Neither EWSP.L nor ERNA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EWSP.L and ERNA.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ERNA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ERNA.L is cheaper with a 0.09% expense ratio, compared with 0.20% for EWSP.L.

EWSP.L is categorized as S&P 500, while ERNA.L is Corporate Bonds. EWSP.L tracks S&P 500 Equal Weight Index, while ERNA.L tracks Bloomberg US Corp 1-3 Yr TR USD. Their fees differ too: 0.20% for EWSP.L and 0.09% for ERNA.L.

Portfolio Optimizer

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