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IE15.L vs. ERNE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IE15.L vs. ERNE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) and iShares € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.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, IE15.L achieves a -1.15% return, which is significantly lower than ERNE.L's 1.15% return. Over the past 10 years, IE15.L has underperformed ERNE.L with an annualized return of 0.76%, while ERNE.L has yielded a comparatively higher 1.03% annualized return.


IE15.L

1D
-0.04%
1M
-0.18%
6M
0.17%
YTD
-1.15%
1Y
-0.29%
3Y*
3.52%
5Y*
0.68%
10Y*
0.76%

ERNE.L

1D
-0.03%
1M
0.20%
6M
1.04%
YTD
1.15%
1Y
2.14%
3Y*
3.26%
5Y*
2.15%
10Y*
1.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IE15.L vs. ERNE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
-1.15%3.42%4.34%5.77%-7.79%-0.34%1.06%2.63%-0.65%0.86%
ERNE.L
iShares € Ultrashort Bond UCITS ETF EUR (Dist)
1.15%2.59%4.15%3.38%-0.24%-0.36%0.07%0.32%-0.60%-0.09%

Correlation

The correlation between IE15.L and ERNE.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.23

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2013

0.15

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Return for Risk

IE15.L vs. ERNE.L — Risk / Return Rank

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

IE15.L
IE15.L Risk / Return Rank: 88
Overall Rank
IE15.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IE15.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IE15.L Omega Ratio Rank: 88
Omega Ratio Rank
IE15.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IE15.L Martin Ratio Rank: 99
Martin Ratio Rank

ERNE.L
ERNE.L Risk / Return Rank: 9898
Overall Rank
ERNE.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ERNE.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
ERNE.L Omega Ratio Rank: 9797
Omega Ratio Rank
ERNE.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
ERNE.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.

IE15.L vs. ERNE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) and iShares € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.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.


IE15.LERNE.LDifference
Sharpe ratioReturn per unit of total volatility

-3.79

Sortino ratioReturn per unit of downside risk

-6.37

Omega ratioGain probability vs. loss probability

0.98

1.86

-0.88

Calmar ratioReturn relative to maximum drawdown

-0.10

11.97

-12.07

Martin ratioReturn relative to average drawdown

-0.25

66.31

-66.56

IE15.L vs. ERNE.L - Sharpe Ratio Comparison

The current IE15.L Sharpe Ratio is -0.12, which is lower than the ERNE.L Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of IE15.L and ERNE.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

IE15.L vs. ERNE.L - Drawdown Comparison

The maximum IE15.L drawdown since its inception was -10.14%, which is greater than ERNE.L's maximum drawdown of -3.05%. Use the drawdown chart below to compare losses from any high point for IE15.L and ERNE.L.


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Drawdown Indicators


IE15.LERNE.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.14%

-3.05%

-7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-0.18%

-2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-2.86%

-0.33%

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-10.14%

-1.12%

-9.02%

Max Drawdown (10Y)

Largest decline over 10 years

-10.14%

-3.05%

-7.09%

Current Drawdown

Current decline from peak

-1.40%

-0.03%

-1.37%

Average Drawdown

Average peak-to-trough decline

-1.46%

-0.28%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.03%

+1.13%

Volatility

IE15.L vs. ERNE.L - Volatility Comparison

iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) has a higher volatility of 0.58% compared to iShares € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.L) at 0.20%. This indicates that IE15.L's price experiences larger fluctuations and is considered to be riskier than ERNE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IE15.LERNE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.20%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

0.48%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

0.58%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.75%

0.60%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.32%

0.76%

+2.56%

IE15.L vs. ERNE.L - Expense Ratio Comparison

IE15.L has a 0.20% expense ratio, which is higher than ERNE.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

IE15.L vs. ERNE.L - Dividend Comparison

IE15.L's dividend yield for the trailing twelve months is around 1.51%, less than ERNE.L's 2.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ERNE.L
iShares € Ultrashort Bond UCITS ETF EUR (Dist)
2.33%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
1.51%2.92%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%

Frequently Asked Questions


IE15.L and ERNE.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ERNE.L is cheaper with a 0.09% expense ratio, compared with 0.20% for IE15.L.

IE15.L is categorized as Short-Term Bond, while ERNE.L is Ultrashort Bond. IE15.L tracks BBG Euro Corp 1-5 Yrs (EUR), while ERNE.L tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). Their fees differ too: 0.20% for IE15.L and 0.09% for ERNE.L.

Portfolio Optimizer

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