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XYLD.L vs. ERNE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD.L vs. ERNE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) and iShares € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XYLD.L is traded in USD, while ERNE.L is traded in EUR. To make them comparable, the ERNE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XYLD.L achieves a 0.88% return, which is significantly higher than ERNE.L's -1.17% return.


XYLD.L

1D
0.11%
1M
-0.05%
6M
0.82%
YTD
0.88%
1Y
3.93%
3Y*
5.12%
5Y*
1.52%
10Y*

ERNE.L

1D
0.00%
1M
-0.78%
6M
-0.39%
YTD
-1.17%
1Y
1.06%
3Y*
4.02%
5Y*
1.58%
10Y*
1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLD.L vs. ERNE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
0.88%6.20%4.88%5.72%-8.68%0.34%10.34%13.55%-1.14%
ERNE.L
iShares € Ultrashort Bond UCITS ETF EUR (Dist)
-1.17%16.37%-2.29%6.65%-6.24%-7.15%8.93%-1.63%-7.71%

Correlation

The correlation between XYLD.L and ERNE.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.23

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

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.17

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Return for Risk

XYLD.L vs. ERNE.L — Risk / Return Rank

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

XYLD.L
XYLD.L Risk / Return Rank: 8383
Overall Rank
XYLD.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XYLD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
XYLD.L Omega Ratio Rank: 8080
Omega Ratio Rank
XYLD.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
XYLD.L Martin Ratio Rank: 8686
Martin Ratio Rank

ERNE.L
ERNE.L Risk / Return Rank: 9898
Overall Rank
ERNE.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ERNE.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
ERNE.L Omega Ratio Rank: 9797
Omega Ratio Rank
ERNE.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
ERNE.L Martin Ratio Rank: 9898
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.

XYLD.L vs. ERNE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) and iShares € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.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.


XYLD.LERNE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.87

Sortino ratioReturn per unit of downside risk

+2.84

Omega ratioGain probability vs. loss probability

1.38

1.02

+0.35

Calmar ratioReturn relative to maximum drawdown

3.78

0.14

+3.64

Martin ratioReturn relative to average drawdown

14.12

0.30

+13.82

XYLD.L vs. ERNE.L - Sharpe Ratio Comparison

The current XYLD.L Sharpe Ratio is 1.98, which is higher than the ERNE.L Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of XYLD.L and ERNE.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

XYLD.L vs. ERNE.L - Drawdown Comparison

The maximum XYLD.L drawdown since its inception was -18.92%, smaller than the maximum ERNE.L drawdown of -31.67%. Use the drawdown chart below to compare losses from any high point for XYLD.L and ERNE.L.


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Drawdown Indicators


XYLD.LERNE.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.92%

-31.67%

+12.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-4.98%

+3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-1.38%

-7.47%

+6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-12.40%

-20.15%

+7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-24.43%

Current Drawdown

Current decline from peak

-0.22%

-8.08%

+7.86%

Average Drawdown

Average peak-to-trough decline

-3.10%

-16.42%

+13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

2.38%

-2.10%

Volatility

XYLD.L vs. ERNE.L - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) is 0.53%, while iShares € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.L) has a volatility of 1.39%. This indicates that XYLD.L experiences smaller price fluctuations and is considered to be less risky than ERNE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLD.LERNE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.39%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

4.60%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

6.27%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.19%

7.67%

-4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

7.33%

-1.46%

XYLD.L vs. ERNE.L - Expense Ratio Comparison

XYLD.L has a 0.16% expense ratio, which is higher than ERNE.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

XYLD.L vs. ERNE.L - Dividend Comparison

XYLD.L's dividend yield for the trailing twelve months is around 3.76%, more than ERNE.L's 2.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ERNE.L
iShares € Ultrashort Bond UCITS ETF EUR (Dist)
2.33%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.76%3.61%3.34%2.88%6.03%3.88%3.78%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XYLD.L and ERNE.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ERNE.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ERNE.L is cheaper with a 0.09% expense ratio, compared with 0.16% for XYLD.L.

XYLD.L is categorized as Corporate Bonds, while ERNE.L is Ultrashort Bond. XYLD.L tracks Bloomberg US Corp Bond TR USD, while ERNE.L tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.16% for XYLD.L and 0.09% for ERNE.L.

Portfolio Optimizer

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