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

Performance

VFEG.L vs. ERNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.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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Returns By Period

In the year-to-date period, VFEG.L achieves a 11.73% return, which is significantly higher than ERNS.L's 1.58% return.


VFEG.L

1D
-0.21%
1M
2.54%
YTD
11.73%
6M
12.29%
1Y
30.60%
3Y*
15.18%
5Y*
6.12%
10Y*

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)

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


2026 (YTD)2025202420232022202120202019
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc
11.73%17.15%14.13%1.28%-7.26%-0.01%11.28%4.51%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
1.58%4.84%5.54%4.76%1.54%0.13%0.77%0.28%

Correlation

The correlation between VFEG.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

0.03

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.06

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Return for Risk

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

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

VFEG.L
VFEG.L Risk / Return Rank: 6666
Overall Rank
VFEG.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VFEG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
VFEG.L Omega Ratio Rank: 6767
Omega Ratio Rank
VFEG.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
VFEG.L Martin Ratio Rank: 6262
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.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.


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

-3.09

Sortino ratioReturn per unit of downside risk

-6.51

Omega ratioGain probability vs. loss probability

1.40

2.39

-1.00

Calmar ratioReturn relative to maximum drawdown

3.39

20.38

-16.99

Martin ratioReturn relative to average drawdown

11.12

108.76

-97.64

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

The current VFEG.L Sharpe Ratio is 2.21, which is lower than the ERNS.L Sharpe Ratio of 5.30. The chart below compares the historical Sharpe Ratios of VFEG.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


VFEG.LERNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

5.30

-3.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

4.34

-3.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

2.23

-1.80

Drawdowns

VFEG.L vs. ERNS.L - Drawdown Comparison

The maximum VFEG.L drawdown since its inception was -25.35%, 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 VFEG.L and ERNS.L.


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Drawdown Indicators


VFEG.LERNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.35%

-1.51%

-23.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-0.22%

-8.77%

Max Drawdown (3Y)

Largest decline over 3 years

-14.61%

-0.22%

-14.39%

Max Drawdown (5Y)

Largest decline over 5 years

-19.47%

-0.36%

-19.11%

Max Drawdown (10Y)

Largest decline over 10 years

-1.51%

Current Drawdown

Current decline from peak

-1.40%

0.00%

-1.40%

Average Drawdown

Average peak-to-trough decline

-8.82%

-0.05%

-8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

0.04%

+2.71%

Volatility

VFEG.L vs. ERNS.L - Volatility Comparison

Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) has a higher volatility of 5.09% compared to iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) at 0.36%. This indicates that VFEG.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


VFEG.LERNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

0.36%

+4.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

0.68%

+10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

0.84%

+12.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

0.83%

+14.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

0.92%

+16.52%

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

VFEG.L has a 0.22% expense ratio, which is higher than ERNS.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

VFEG.L vs. ERNS.L - Dividend Comparison

VFEG.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%
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc
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


VFEG.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 0.22% for VFEG.L.

VFEG.L is categorized as Emerging Markets Equities, while ERNS.L is Ultrashort Bond. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VFEG.L and 0.09% for ERNS.L.

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