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

Performance

VGT vs. ERNU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Information Technology ETF (VGT) 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

VGT 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, VGT achieves a 24.03% return, which is significantly higher than ERNU.L's 1.54% return. Over the past 10 years, VGT has outperformed ERNU.L with an annualized return of 25.19%, while ERNU.L has yielded a comparatively lower 2.72% annualized return.


VGT

1D
0.58%
1M
1.35%
YTD
24.03%
6M
24.13%
1Y
50.48%
3Y*
29.84%
5Y*
20.35%
10Y*
25.19%

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)

VGT vs. ERNU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGT
Vanguard Information Technology ETF
24.03%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%
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 VGT and ERNU.L is 0.09, 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

0.09

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

0.10

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

0.14

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

0.11

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

0.11

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Return for Risk

VGT vs. ERNU.L — Risk / Return Rank

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

VGT
VGT Risk / Return Rank: 7070
Overall Rank
VGT Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 7171
Sortino Ratio Rank
VGT Omega Ratio Rank: 7272
Omega Ratio Rank
VGT Calmar Ratio Rank: 6767
Calmar Ratio Rank
VGT Martin Ratio Rank: 5959
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) 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.


VGTERNU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.36

1.16

+0.21

Calmar ratioReturn relative to maximum drawdown

2.94

4.08

-1.14

Martin ratioReturn relative to average drawdown

9.11

13.30

-4.20

VGT vs. ERNU.L - Sharpe Ratio Comparison

The current VGT Sharpe Ratio is 2.19, which is higher than the ERNU.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VGT 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

VGT vs. ERNU.L - Drawdown Comparison

The maximum VGT drawdown since its inception was -54.63%, which is greater than ERNU.L's maximum drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for VGT and ERNU.L.


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Drawdown Indicators


VGTERNU.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.63%

-37.72%

-16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-0.95%

-15.45%

Max Drawdown (3Y)

Largest decline over 3 years

-27.23%

-1.00%

-26.23%

Max Drawdown (5Y)

Largest decline over 5 years

-35.07%

-2.54%

-32.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

-8.12%

-26.95%

Current Drawdown

Current decline from peak

-7.18%

-17.02%

+9.84%

Average Drawdown

Average peak-to-trough decline

-7.95%

-31.23%

+23.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

0.29%

+4.99%

Volatility

VGT vs. ERNU.L - Volatility Comparison

Vanguard Information Technology ETF (VGT) has a higher volatility of 10.00% compared to iShares USD Ultrashort Bond UCITS ETF (ERNU.L) at 1.71%. This indicates that VGT'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


VGTERNU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

1.71%

+8.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.00%

3.74%

+14.26%

Volatility (1Y)

Calculated over the trailing 1-year period

22.00%

4.39%

+17.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.40%

4.82%

+20.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

5.11%

+19.61%

VGT vs. ERNU.L - Expense Ratio Comparison

Both VGT and ERNU.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VGT vs. ERNU.L - Dividend Comparison

VGT's dividend yield for the trailing twelve months is around 0.33%, less 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%
VGT
Vanguard Information Technology ETF
0.33%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Frequently Asked Questions


VGT and ERNU.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VGT and ERNU.L have the same expense ratio: 0.09% per year.

VGT is categorized as Technology Equities, while ERNU.L is Corporate Bonds. VGT tracks MSCI USA IMI Information Technology 25/50 Index, while ERNU.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Vanguard and iShares.

Portfolio Optimizer

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