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

Performance

SSXF.L vs. ERNU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist) (SSXF.L) 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

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

Returns By Period

In the year-to-date period, SSXF.L achieves a -0.24% return, which is significantly lower than ERNU.L's 4.91% return. Over the past 10 years, SSXF.L has underperformed ERNU.L with an annualized return of 0.31%, while ERNU.L has yielded a comparatively higher 2.42% annualized return.


SSXF.L

1D
-0.15%
1M
0.70%
6M
0.36%
YTD
-0.24%
1Y
3.15%
3Y*
5.05%
5Y*
-2.18%
10Y*
0.31%

ERNU.L

1D
0.09%
1M
1.75%
6M
3.41%
YTD
4.91%
1Y
5.64%
3Y*
4.56%
5Y*
4.55%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSXF.L vs. ERNU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSXF.L
iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist)
-0.24%1.57%4.52%10.82%-24.14%2.57%2.91%17.08%-2.97%-0.09%
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
4.91%-7.53%12.57%1.77%7.59%8.13%-7.47%6.19%6.66%-11.24%

Correlation

The correlation between SSXF.L and ERNU.L is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.08

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

-0.09

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

0.01

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

0.07

The correlation between SSXF.L and ERNU.L shifts across timeframes, from -0.24 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SSXF.L vs. ERNU.L — Risk / Return Rank

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

SSXF.L
SSXF.L Risk / Return Rank: 1818
Overall Rank
SSXF.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SSXF.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
SSXF.L Omega Ratio Rank: 1818
Omega Ratio Rank
SSXF.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
SSXF.L Martin Ratio Rank: 1818
Martin Ratio Rank

ERNU.L
ERNU.L Risk / Return Rank: 2222
Overall Rank
ERNU.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ERNU.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
ERNU.L Omega Ratio Rank: 2020
Omega Ratio Rank
ERNU.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
ERNU.L Martin Ratio Rank: 2424
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist) (SSXF.L) 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.


SSXF.LERNU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.09

1.16

-0.07

Calmar ratioReturn relative to maximum drawdown

0.56

1.78

-1.22

Martin ratioReturn relative to average drawdown

1.25

4.10

-2.85

SSXF.L vs. ERNU.L - Sharpe Ratio Comparison

The current SSXF.L Sharpe Ratio is 0.49, which is lower than the ERNU.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SSXF.L 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

SSXF.L vs. ERNU.L - Drawdown Comparison

The maximum SSXF.L drawdown since its inception was -33.80%, smaller than the maximum ERNU.L drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for SSXF.L and ERNU.L.


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Drawdown Indicators


SSXF.LERNU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-39.15%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-3.15%

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-8.00%

-11.37%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-33.80%

-11.44%

-22.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-15.83%

-17.97%

Current Drawdown

Current decline from peak

-12.47%

-4.74%

-7.73%

Average Drawdown

Average peak-to-trough decline

-8.30%

-18.35%

+10.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

1.37%

+1.57%

Volatility

SSXF.L vs. ERNU.L - Volatility Comparison

iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist) (SSXF.L) has a higher volatility of 1.92% compared to iShares USD Ultrashort Bond UCITS ETF (ERNU.L) at 1.10%. This indicates that SSXF.L's price experiences larger fluctuations and is considered to be riskier 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


SSXF.LERNU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

1.10%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

6.03%

4.53%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

7.57%

6.22%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.87%

7.84%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.83%

7.75%

+2.08%

SSXF.L vs. ERNU.L - Expense Ratio Comparison

SSXF.L has a 0.20% expense ratio, which is higher than ERNU.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

SSXF.L vs. ERNU.L - Dividend Comparison

SSXF.L's dividend yield for the trailing twelve months is around 2.33%, less than ERNU.L's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
4.33%4.68%5.46%4.99%1.56%0.48%1.65%2.77%2.17%1.43%0.93%0.70%
SSXF.L
iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist)
2.33%4.34%3.88%3.14%3.09%2.23%2.35%2.55%2.89%2.90%3.78%2.01%

Frequently Asked Questions


SSXF.L and ERNU.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ERNU.L is cheaper with a 0.09% expense ratio, compared with 0.20% for SSXF.L.

SSXF.L tracks iBoxx Sterling Corporate Bond ex Financials Index, while ERNU.L tracks Bloomberg US Corp 1-3 Yr TR USD. Their fees differ too: 0.20% for SSXF.L and 0.09% for ERNU.L.

Portfolio Optimizer

Find the right allocation for SSXF.L and ERNU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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