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

Performance

VXUS vs. ERNU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) 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

VXUS 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, VXUS achieves a 13.69% return, which is significantly higher than ERNU.L's 1.54% return. Over the past 10 years, VXUS has outperformed ERNU.L with an annualized return of 10.22%, while ERNU.L has yielded a comparatively lower 2.72% annualized return.


VXUS

1D
0.40%
1M
0.78%
YTD
13.69%
6M
15.52%
1Y
30.12%
3Y*
18.37%
5Y*
8.32%
10Y*
10.22%

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)

VXUS vs. ERNU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF
13.69%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
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 VXUS and ERNU.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.15

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

0.18

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

0.15

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

0.14

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Return for Risk

VXUS vs. ERNU.L — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 6161
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6363
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.


VXUSERNU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.33

1.16

+0.17

Calmar ratioReturn relative to maximum drawdown

2.53

4.08

-1.55

Martin ratioReturn relative to average drawdown

9.72

13.30

-3.58

VXUS vs. ERNU.L - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.77, which is higher than the ERNU.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VXUS 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

VXUS vs. ERNU.L - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, roughly equal to the maximum ERNU.L drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for VXUS and ERNU.L.


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Drawdown Indicators


VXUSERNU.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-37.72%

+1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-0.95%

-10.32%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-1.00%

-12.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-2.54%

-26.90%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-8.12%

-27.85%

Current Drawdown

Current decline from peak

-1.47%

-17.02%

+15.55%

Average Drawdown

Average peak-to-trough decline

-8.21%

-31.23%

+23.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

0.29%

+2.64%

Volatility

VXUS vs. ERNU.L - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.71% compared to iShares USD Ultrashort Bond UCITS ETF (ERNU.L) at 1.71%. This indicates that VXUS'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


VXUSERNU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

1.71%

+5.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.02%

3.74%

+10.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

4.39%

+11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

4.82%

+11.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

5.11%

+12.09%

VXUS vs. ERNU.L - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than ERNU.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

VXUS vs. ERNU.L - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.67%, 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%
VXUS
Vanguard Total International Stock ETF
2.67%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


VXUS and ERNU.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.09% for ERNU.L.

VXUS is categorized as Global Equities, while ERNU.L is Corporate Bonds. VXUS tracks FTSE Global All Cap ex US Index, while ERNU.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VXUS and 0.09% for ERNU.L.

Portfolio Optimizer

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