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GCVG.L vs. ERNS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCVG.L vs. ERNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) and iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L). The values are adjusted to include any dividend payments, if applicable.

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GCVG.L vs. ERNS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GCVG.L
SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF
5.31%22.98%9.45%13.81%-14.46%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
0.77%4.84%5.54%4.76%1.53%

Returns By Period

In the year-to-date period, GCVG.L achieves a 5.31% return, which is significantly higher than ERNS.L's 0.77% return.


GCVG.L

1D
3.31%
1M
-2.70%
YTD
5.31%
6M
9.45%
1Y
26.68%
3Y*
15.43%
5Y*
10Y*

ERNS.L

1D
0.06%
1M
0.25%
YTD
0.77%
6M
2.03%
1Y
4.53%
3Y*
5.07%
5Y*
3.46%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCVG.L vs. ERNS.L - Expense Ratio Comparison

GCVG.L has a 0.55% expense ratio, which is higher than ERNS.L's 0.09% expense ratio.


Return for Risk

GCVG.L vs. ERNS.L — Risk / Return Rank

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

GCVG.L
GCVG.L Risk / Return Rank: 9595
Overall Rank
GCVG.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCVG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
GCVG.L Omega Ratio Rank: 9595
Omega Ratio Rank
GCVG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GCVG.L Martin Ratio Rank: 9696
Martin Ratio Rank

ERNS.L
ERNS.L Risk / Return Rank: 9999
Overall Rank
ERNS.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ERNS.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
ERNS.L Omega Ratio Rank: 9999
Omega Ratio Rank
ERNS.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
ERNS.L Martin Ratio Rank: 9999
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.

GCVG.L vs. ERNS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) and iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (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.


GCVG.LERNS.LDifference

Sharpe ratio

Return per unit of total volatility

2.40

5.39

-3.00

Sortino ratio

Return per unit of downside risk

3.33

9.29

-5.96

Omega ratio

Gain probability vs. loss probability

1.48

2.44

-0.96

Calmar ratio

Return relative to maximum drawdown

4.12

23.48

-19.36

Martin ratio

Return relative to average drawdown

18.05

114.06

-96.01

GCVG.L vs. ERNS.L - Sharpe Ratio Comparison

The current GCVG.L Sharpe Ratio is 2.40, which is lower than the ERNS.L Sharpe Ratio of 5.39. The chart below compares the historical Sharpe Ratios of GCVG.L 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.


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Sharpe Ratios by Period


GCVG.LERNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

5.39

-3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

2.19

-1.37

Correlation

The correlation between GCVG.L and ERNS.L is 0.06, 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.


Dividends

GCVG.L vs. ERNS.L - Dividend Comparison

GCVG.L's dividend yield for the trailing twelve months is around 0.58%, less than ERNS.L's 5.69% yield.


TTM20252024202320222021202020192018201720162015
GCVG.L
SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF
0.58%0.59%0.41%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
5.69%4.65%5.42%4.54%1.14%0.28%0.75%1.04%0.74%0.52%0.81%0.72%

Drawdowns

GCVG.L vs. ERNS.L - Drawdown Comparison

The maximum GCVG.L drawdown since its inception was -17.60%, 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 GCVG.L and ERNS.L.


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Drawdown Indicators


GCVG.LERNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.60%

-1.51%

-16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-0.19%

-6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-1.51%

Current Drawdown

Current decline from peak

-3.22%

0.00%

-3.22%

Average Drawdown

Average peak-to-trough decline

-5.68%

-0.05%

-5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

0.04%

+1.45%

Volatility

GCVG.L vs. ERNS.L - Volatility Comparison

SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) has a higher volatility of 5.25% compared to iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) at 0.30%. This indicates that GCVG.L'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.


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Volatility by Period


GCVG.LERNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

0.30%

+4.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

0.61%

+8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

0.84%

+10.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.77%

0.83%

+8.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.77%

0.91%

+8.86%