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SPHY vs. ERNU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHY vs. ERNU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio High Yield Bond ETF (SPHY) and iShares USD Ultrashort Bond UCITS ETF (ERNU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPHY achieves a 1.85% return, which is significantly higher than ERNU.L's 1.54% return. Over the past 10 years, SPHY has outperformed ERNU.L with an annualized return of 5.21%, while ERNU.L has yielded a comparatively lower 2.72% annualized return.


SPHY

1D
0.04%
1M
0.67%
YTD
1.85%
6M
2.41%
1Y
7.35%
3Y*
8.90%
5Y*
4.36%
10Y*
5.21%

ERNU.L

1D
-0.76%
1M
0.11%
YTD
1.54%
6M
1.64%
1Y
3.89%
3Y*
5.07%
5Y*
3.72%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHY vs. ERNU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHY
SPDR Portfolio High Yield Bond ETF
1.85%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-3.35%7.35%
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
1.54%4.92%5.60%4.92%1.31%0.61%0.84%3.84%1.87%1.20%

Correlation

The correlation between SPHY and ERNU.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.17

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

0.17

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

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2013

0.06

The correlation between SPHY and ERNU.L shifts across timeframes, from 0.06 (all time) to 0.17 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPHY vs. ERNU.L — Risk / Return Rank

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

SPHY
SPHY Risk / Return Rank: 7373
Overall Rank
SPHY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPHY Omega Ratio Rank: 7575
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7979
Martin Ratio Rank

ERNU.L
ERNU.L Risk / Return Rank: 2626
Overall Rank
ERNU.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ERNU.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
ERNU.L Omega Ratio Rank: 2424
Omega Ratio Rank
ERNU.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
ERNU.L Martin Ratio Rank: 2727
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.

SPHY vs. ERNU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio High Yield Bond ETF (SPHY) and iShares USD Ultrashort Bond UCITS ETF (ERNU.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.


SPHYERNU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.38

1.16

+0.22

Calmar ratioReturn relative to maximum drawdown

2.94

4.08

-1.13

Martin ratioReturn relative to average drawdown

13.29

13.30

-0.02

SPHY vs. ERNU.L - Sharpe Ratio Comparison

The current SPHY Sharpe Ratio is 1.91, which is higher than the ERNU.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SPHY and ERNU.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

SPHY vs. ERNU.L - Drawdown Comparison

The maximum SPHY drawdown since its inception was -21.97%, smaller than the maximum ERNU.L drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for SPHY and ERNU.L.


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Drawdown Indicators


SPHYERNU.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.97%

-37.72%

+15.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-0.95%

-1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

-1.00%

-3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-2.54%

-12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

-8.12%

-13.85%

Current Drawdown

Current decline from peak

0.00%

-17.02%

+17.02%

Average Drawdown

Average peak-to-trough decline

-2.29%

-31.23%

+28.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.29%

+0.24%

Volatility

SPHY vs. ERNU.L - Volatility Comparison

The current volatility for SPDR Portfolio High Yield Bond ETF (SPHY) is 1.16%, while iShares USD Ultrashort Bond UCITS ETF (ERNU.L) has a volatility of 1.71%. This indicates that SPHY experiences smaller price fluctuations and is considered to be less risky than ERNU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPHYERNU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.71%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

3.74%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

4.39%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

4.82%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.87%

5.11%

+2.76%

SPHY vs. ERNU.L - Expense Ratio Comparison

SPHY has a 0.05% expense ratio, which is lower than ERNU.L's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPHY vs. ERNU.L - Dividend Comparison

SPHY's dividend yield for the trailing twelve months is around 7.24%, more than ERNU.L's 3.29% yield.


PositionTTM20252024202320222021202020192018201720162015
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
3.29%4.68%5.46%4.99%1.56%0.48%1.65%2.77%2.17%1.43%0.93%0.70%
SPHY
SPDR Portfolio High Yield Bond ETF
7.24%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Frequently Asked Questions


SPHY and ERNU.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPHY is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.09% for ERNU.L.

SPHY is categorized as High Yield Bonds, while ERNU.L is Corporate Bonds. SPHY tracks ICE BofA US High Yield Index, while ERNU.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.05% for SPHY and 0.09% for ERNU.L.

Portfolio Optimizer

Find the right allocation for SPHY and ERNU.L

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