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

Performance

VTHRX vs. ERNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2030 Fund (VTHRX) 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

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

Returns By Period

In the year-to-date period, VTHRX achieves a 6.52% return, which is significantly higher than ERNS.L's 1.21% return. Over the past 10 years, VTHRX has outperformed ERNS.L with an annualized return of 8.89%, while ERNS.L has yielded a comparatively lower 1.68% annualized return.


VTHRX

1D
1.60%
1M
-0.02%
YTD
6.52%
6M
7.17%
1Y
17.56%
3Y*
13.65%
5Y*
6.55%
10Y*
8.89%

ERNS.L

1D
-0.13%
1M
0.28%
YTD
1.21%
6M
2.17%
1Y
3.06%
3Y*
7.23%
5Y*
2.56%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTHRX vs. ERNS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTHRX
Vanguard Target Retirement 2030 Fund
6.52%16.25%10.43%16.24%-16.28%11.37%14.11%21.08%-5.85%15.24%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
1.21%12.75%3.79%10.28%-9.32%-0.77%3.86%5.34%-5.11%10.14%

Correlation

The correlation between VTHRX and ERNS.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.45

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

0.48

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

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2013

0.32

Over the past year, VTHRX and ERNS.L have become more correlated (0.53) than their long-term average of 0.32, meaning their price movements have been converging.

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Return for Risk

VTHRX vs. ERNS.L — Risk / Return Rank

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

VTHRX
VTHRX Risk / Return Rank: 7373
Overall Rank
VTHRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VTHRX Sortino Ratio Rank: 7373
Sortino Ratio Rank
VTHRX Omega Ratio Rank: 7373
Omega Ratio Rank
VTHRX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VTHRX Martin Ratio Rank: 7676
Martin Ratio Rank

ERNS.L
ERNS.L Risk / Return Rank: 9999
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) 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.

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.


VTHRXERNS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.38

1.07

+0.30

Calmar ratioReturn relative to maximum drawdown

2.60

0.64

+1.96

Martin ratioReturn relative to average drawdown

11.15

1.41

+9.74

VTHRX vs. ERNS.L - Sharpe Ratio Comparison

The current VTHRX Sharpe Ratio is 2.00, which is higher than the ERNS.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of VTHRX 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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Drawdowns

VTHRX vs. ERNS.L - Drawdown Comparison

The maximum VTHRX drawdown since its inception was -49.57%, which is greater than ERNS.L's maximum drawdown of -34.17%. Use the drawdown chart below to compare losses from any high point for VTHRX and ERNS.L.


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Drawdown Indicators


VTHRXERNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.57%

-34.17%

-15.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-4.13%

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-9.64%

-7.89%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-23.81%

+1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-24.86%

-24.90%

+0.04%

Current Drawdown

Current decline from peak

-1.42%

-1.66%

+0.24%

Average Drawdown

Average peak-to-trough decline

-6.18%

-16.08%

+9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.87%

-0.34%

Volatility

VTHRX vs. ERNS.L - Volatility Comparison

Vanguard Target Retirement 2030 Fund (VTHRX) has a higher volatility of 3.52% compared to iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) at 1.95%. This indicates that VTHRX'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


VTHRXERNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

1.95%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

4.96%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

8.53%

6.74%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.43%

8.62%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.28%

9.40%

+1.88%

VTHRX vs. ERNS.L - Expense Ratio Comparison

VTHRX has a 0.08% expense ratio, which is lower than ERNS.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

VTHRX vs. ERNS.L - Dividend Comparison

VTHRX's dividend yield for the trailing twelve months is around 3.78%, more than ERNS.L's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
3.24%4.65%5.42%4.54%1.14%0.28%0.75%1.04%0.74%0.52%0.81%0.72%
VTHRX
Vanguard Target Retirement 2030 Fund
3.78%4.03%3.63%2.59%2.53%17.56%2.56%2.38%2.71%0.06%2.38%3.72%

Frequently Asked Questions


VTHRX and ERNS.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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