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4MMR.DE vs. DRNZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4MMR.DE vs. DRNZ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) and REX Drone ETF (DRNZ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

4MMR.DE is traded in EUR, while DRNZ is traded in USD. To make them comparable, the DRNZ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 4MMR.DE achieves a -6.44% return, which is significantly lower than DRNZ's -1.32% return.


4MMR.DE

1D
0.00%
1M
-8.42%
YTD
-6.44%
6M
-6.87%
1Y
4.63%
3Y*
5Y*
10Y*

DRNZ

1D
-3.01%
1M
-15.11%
YTD
-1.32%
6M
-4.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4MMR.DE vs. DRNZ - Yearly Performance Comparison


2026 (YTD)2025
4MMR.DE
Global X Defence Tech UCITS ETF USD Accumulating
-6.44%-4.18%
DRNZ
REX Drone ETF
-1.32%-13.97%

Correlation

The correlation between 4MMR.DE and DRNZ is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 29, 2025

0.49

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Return for Risk

4MMR.DE vs. DRNZ — Risk / Return Rank

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

4MMR.DE
4MMR.DE Risk / Return Rank: 1111
Overall Rank
4MMR.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
4MMR.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
4MMR.DE Omega Ratio Rank: 1111
Omega Ratio Rank
4MMR.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
4MMR.DE Martin Ratio Rank: 1111
Martin Ratio Rank

DRNZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

4MMR.DE vs. DRNZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) and REX Drone ETF (DRNZ). 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.


4MMR.DEDRNZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.21

Martin ratioReturn relative to average drawdown

0.51

4MMR.DE vs. DRNZ - Sharpe Ratio Comparison


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Drawdowns

4MMR.DE vs. DRNZ - Drawdown Comparison

The maximum 4MMR.DE drawdown since its inception was -22.61%, smaller than the maximum DRNZ drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for 4MMR.DE and DRNZ.


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Drawdown Indicators


4MMR.DEDRNZDifference

Max Drawdown

Largest peak-to-trough decline

-22.61%

-27.37%

+4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-22.61%

Current Drawdown

Current decline from peak

-22.61%

-27.37%

+4.76%

Average Drawdown

Average peak-to-trough decline

-4.74%

-12.65%

+7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.04%

Volatility

4MMR.DE vs. DRNZ - Volatility Comparison


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Volatility by Period


4MMR.DEDRNZDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

50.18%

-27.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.70%

50.18%

-25.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

50.18%

-25.48%

Dividends

4MMR.DE vs. DRNZ - Dividend Comparison

Neither 4MMR.DE nor DRNZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4MMR.DE and DRNZ have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Global X and REX.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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