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

Performance

VUCP.L vs. ERNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.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, VUCP.L achieves a 0.04% return, which is significantly lower than ERNS.L's 1.58% return. Over the past 10 years, VUCP.L has outperformed ERNS.L with an annualized return of 2.70%, while ERNS.L has yielded a comparatively lower 2.20% annualized return.


VUCP.L

1D
0.29%
1M
1.42%
YTD
0.04%
6M
-0.47%
1Y
5.40%
3Y*
1.87%
5Y*
1.01%
10Y*
2.70%

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)

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


2026 (YTD)202520242023202220212020201920182017
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
0.04%-0.91%4.32%1.29%-5.38%-0.63%4.96%10.22%2.22%-3.67%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
1.58%4.84%5.54%4.76%1.54%0.13%0.77%1.27%0.58%0.57%

Correlation

The correlation between VUCP.L and ERNS.L is -0.04, 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

-0.04

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

-0.02

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

0.01

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

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2016

0.05

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Return for Risk

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

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

VUCP.L
VUCP.L Risk / Return Rank: 2424
Overall Rank
VUCP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VUCP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
VUCP.L Omega Ratio Rank: 2424
Omega Ratio Rank
VUCP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
VUCP.L Martin Ratio Rank: 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.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.


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

-4.40

Sortino ratioReturn per unit of downside risk

-8.13

Omega ratioGain probability vs. loss probability

1.15

2.39

-1.24

Calmar ratioReturn relative to maximum drawdown

1.08

20.38

-19.30

Martin ratioReturn relative to average drawdown

2.44

108.76

-106.32

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

The current VUCP.L Sharpe Ratio is 0.90, which is lower than the ERNS.L Sharpe Ratio of 5.30. The chart below compares the historical Sharpe Ratios of VUCP.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


VUCP.LERNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

5.30

-4.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

4.34

-4.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

2.38

-2.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

2.23

-1.96

Drawdowns

VUCP.L vs. ERNS.L - Drawdown Comparison

The maximum VUCP.L drawdown since its inception was -16.84%, 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 VUCP.L and ERNS.L.


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Drawdown Indicators


VUCP.LERNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-1.51%

-15.33%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-0.22%

-4.78%

Max Drawdown (3Y)

Largest decline over 3 years

-9.00%

-0.22%

-8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-13.14%

-0.36%

-12.78%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

-1.51%

-15.33%

Current Drawdown

Current decline from peak

-7.67%

0.00%

-7.67%

Average Drawdown

Average peak-to-trough decline

-7.67%

-0.05%

-7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

0.04%

+2.17%

Volatility

VUCP.L vs. ERNS.L - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) has a higher volatility of 1.62% compared to iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) at 0.36%. This indicates that VUCP.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


VUCP.LERNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

0.36%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

0.68%

+3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

0.84%

+5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

0.83%

+7.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

0.92%

+9.00%

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

Both VUCP.L and ERNS.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

VUCP.L vs. ERNS.L - Dividend Comparison

VUCP.L's dividend yield for the trailing twelve months is around 3.85%, less than ERNS.L's 5.65% yield.


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%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
3.85%4.02%4.73%3.57%2.79%1.85%2.36%2.64%2.58%2.57%1.73%0.00%

Frequently Asked Questions


VUCP.L and ERNS.L have a correlation of -0.04, 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.

VUCP.L and ERNS.L have the same expense ratio: 0.09% per year.

VUCP.L is categorized as Corporate Bonds, while ERNS.L is Ultrashort Bond. They also come from different issuers: Vanguard and iShares.

Portfolio Optimizer

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