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

Performance

PHPP.L vs. ERNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Precious Metals (PHPP.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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Different Trading Currencies

PHPP.L is traded in GBp, while ERNS.L is traded in GBP. To make them comparable, the ERNS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHPP.L achieves a 0.99% return, which is significantly lower than ERNS.L's 1.58% return. Over the past 10 years, PHPP.L has outperformed ERNS.L with an annualized return of 13.52%, while ERNS.L has yielded a comparatively lower 2.20% annualized return.


PHPP.L

1D
0.37%
1M
-1.92%
YTD
0.99%
6M
9.62%
1Y
51.59%
3Y*
25.31%
5Y*
12.75%
10Y*
13.52%

ERNS.L

1D
0.06%
1M
0.37%
YTD
1.58%
6M
2.00%
1Y
4.44%
3Y*
5.11%
5Y*
3.62%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
PHPP.L
WisdomTree Physical Precious Metals
0.99%72.45%17.27%-8.55%11.64%-10.26%22.29%22.41%5.44%5.38%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
1.58%4.84%5.54%4.76%1.54%0.13%0.77%1.27%0.58%0.57%

Correlation

The correlation between PHPP.L and ERNS.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.04

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2013

0.03

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Return for Risk

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

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

PHPP.L
PHPP.L Risk / Return Rank: 4242
Overall Rank
PHPP.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PHPP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
PHPP.L Omega Ratio Rank: 4848
Omega Ratio Rank
PHPP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
PHPP.L Martin Ratio Rank: 3434
Martin Ratio Rank

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

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (PHPP.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.


PHPP.LERNS.LDifference
Sharpe ratioReturn per unit of total volatility

-3.69

Sortino ratioReturn per unit of downside risk

-7.47

Omega ratioGain probability vs. loss probability

1.30

2.39

-1.09

Calmar ratioReturn relative to maximum drawdown

2.11

20.38

-18.27

Martin ratioReturn relative to average drawdown

5.01

108.76

-103.75

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

The current PHPP.L Sharpe Ratio is 1.61, which is lower than the ERNS.L Sharpe Ratio of 5.30. The chart below compares the historical Sharpe Ratios of PHPP.L and ERNS.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


PHPP.LERNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

5.30

-3.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

4.34

-3.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

2.38

-1.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

2.23

-1.72

Drawdowns

PHPP.L vs. ERNS.L - Drawdown Comparison

The maximum PHPP.L drawdown since its inception was -49.43%, 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 PHPP.L and ERNS.L.


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Drawdown Indicators


PHPP.LERNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.43%

-1.51%

-47.92%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-0.22%

-24.15%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-0.22%

-24.15%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-0.36%

-26.53%

Max Drawdown (10Y)

Largest decline over 10 years

-26.89%

-1.51%

-25.38%

Current Drawdown

Current decline from peak

-22.56%

0.00%

-22.56%

Average Drawdown

Average peak-to-trough decline

-18.70%

-0.05%

-18.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.26%

0.04%

+10.22%

Volatility

PHPP.L vs. ERNS.L - Volatility Comparison

WisdomTree Physical Precious Metals (PHPP.L) has a higher volatility of 7.69% compared to iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) at 0.36%. This indicates that PHPP.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


PHPP.LERNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

0.36%

+7.33%

Volatility (6M)

Calculated over the trailing 6-month period

29.24%

0.68%

+28.56%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

0.84%

+31.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

0.83%

+20.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

0.92%

+18.92%

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

PHPP.L has a 0.44% expense ratio, which is higher than ERNS.L's 0.09% expense ratio.


Dividends

PHPP.L vs. ERNS.L - Dividend Comparison

PHPP.L has not paid dividends to shareholders, while ERNS.L's dividend yield for the trailing twelve months is around 5.65%.


PositionTTM20252024202320222021202020192018201720162015
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
5.65%4.65%5.42%4.54%1.14%0.28%0.75%1.04%0.74%0.52%0.81%0.72%
PHPP.L
WisdomTree Physical Precious Metals
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PHPP.L and ERNS.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ERNS.L is cheaper with a 0.09% expense ratio, compared with 0.44% for PHPP.L.

PHPP.L is categorized as Precious Metals, while ERNS.L is Ultrashort Bond. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.44% for PHPP.L and 0.09% for ERNS.L.

Portfolio Optimizer

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