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ICBU.L vs. ERND.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICBU.L vs. ERND.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) and iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICBU.L achieves a 0.34% return, which is significantly lower than ERND.L's 2.00% return.


ICBU.L

1D
0.08%
1M
-0.12%
6M
0.53%
YTD
0.34%
1Y
4.22%
3Y*
5.40%
5Y*
1.61%
10Y*

ERND.L

1D
-0.02%
1M
0.22%
6M
1.84%
YTD
2.00%
1Y
4.13%
3Y*
5.09%
5Y*
3.83%
10Y*
2.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICBU.L vs. ERND.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
0.34%7.68%4.11%6.64%-9.03%-1.29%6.43%10.05%-0.59%1.65%
ERND.L
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
2.00%4.84%5.55%5.09%2.03%0.00%1.21%3.03%2.11%1.02%

Correlation

The correlation between ICBU.L and ERND.L 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

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2017

0.12

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Return for Risk

ICBU.L vs. ERND.L — Risk / Return Rank

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

ICBU.L
ICBU.L Risk / Return Rank: 4646
Overall Rank
ICBU.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ICBU.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
ICBU.L Omega Ratio Rank: 5050
Omega Ratio Rank
ICBU.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
ICBU.L Martin Ratio Rank: 5151
Martin Ratio Rank

ERND.L
ERND.L Risk / Return Rank: 9999
Overall Rank
ERND.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ERND.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
ERND.L Omega Ratio Rank: 9898
Omega Ratio Rank
ERND.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
ERND.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.

ICBU.L vs. ERND.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) and iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.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.

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.


ICBU.LERND.LDifference
Sharpe ratioReturn per unit of total volatility

-3.94

Sortino ratioReturn per unit of downside risk

-7.12

Omega ratioGain probability vs. loss probability

1.26

2.31

-1.06

Calmar ratioReturn relative to maximum drawdown

1.89

20.61

-18.72

Martin ratioReturn relative to average drawdown

6.74

101.10

-94.36

ICBU.L vs. ERND.L - Sharpe Ratio Comparison

The current ICBU.L Sharpe Ratio is 1.25, which is lower than the ERND.L Sharpe Ratio of 5.19. The chart below compares the historical Sharpe Ratios of ICBU.L and ERND.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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Drawdowns

ICBU.L vs. ERND.L - Drawdown Comparison

The maximum ICBU.L drawdown since its inception was -14.04%, which is greater than ERND.L's maximum drawdown of -7.48%. Use the drawdown chart below to compare losses from any high point for ICBU.L and ERND.L.


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Drawdown Indicators


ICBU.LERND.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.04%

-7.48%

-6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-0.20%

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-3.42%

-0.64%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-14.04%

-1.06%

-12.98%

Max Drawdown (10Y)

Largest decline over 10 years

-7.48%

Current Drawdown

Current decline from peak

-0.69%

-0.02%

-0.67%

Average Drawdown

Average peak-to-trough decline

-2.75%

-0.08%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.04%

+0.58%

Volatility

ICBU.L vs. ERND.L - Volatility Comparison

iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) has a higher volatility of 0.87% compared to iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.L) at 0.21%. This indicates that ICBU.L's price experiences larger fluctuations and is considered to be riskier than ERND.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICBU.LERND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.21%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

0.66%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

0.79%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

1.26%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.61%

2.08%

+2.53%

ICBU.L vs. ERND.L - Expense Ratio Comparison

ICBU.L has a 0.15% expense ratio, which is higher than ERND.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

ICBU.L vs. ERND.L - Dividend Comparison

ICBU.L's dividend yield for the trailing twelve months is around 6.72%, more than ERND.L's 4.31% yield.


PositionTTM20252024202320222021202020192018201720162015
ERND.L
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
4.31%4.70%5.54%5.00%1.57%0.49%1.55%2.71%2.19%1.39%0.99%0.72%
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
6.72%4.21%3.78%2.78%1.93%1.93%2.78%2.93%2.65%0.44%0.00%0.00%

Frequently Asked Questions


ICBU.L and ERND.L 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.

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

ERND.L is cheaper with a 0.09% expense ratio, compared with 0.15% for ICBU.L.

ICBU.L is categorized as Corporate Bonds, while ERND.L is Ultrashort Bond. ICBU.L tracks Bloomberg US Corp Bond TR USD, while ERND.L tracks Markit iBoxx USD Liquid Investment Grade Ultrashort Index (USD). Their fees differ too: 0.15% for ICBU.L and 0.09% for ERND.L.

Portfolio Optimizer

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