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

Performance

4MMR.DE vs. GCAD - 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 Gabelli Commercial Aerospace & Defense ETF (GCAD). 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 GCAD is traded in USD. To make them comparable, the GCAD 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 -1.20% return, which is significantly lower than GCAD's 18.35% return.


4MMR.DE

1D
-0.10%
1M
-4.45%
YTD
-1.20%
6M
1.77%
1Y
9.01%
3Y*
5Y*
10Y*

GCAD

1D
2.43%
1M
4.72%
YTD
18.35%
6M
21.93%
1Y
36.05%
3Y*
31.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4MMR.DE vs. GCAD - Yearly Performance Comparison


2026 (YTD)20252024
4MMR.DE
Global X Defence Tech UCITS ETF USD Accumulating
-1.20%58.75%13.11%
GCAD
Gabelli Commercial Aerospace & Defense ETF
18.35%22.75%12.57%

Correlation

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


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

0.49

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2024

0.45

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Return for Risk

4MMR.DE vs. GCAD — 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: 1515
Overall Rank
4MMR.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
4MMR.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
4MMR.DE Omega Ratio Rank: 1515
Omega Ratio Rank
4MMR.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
4MMR.DE Martin Ratio Rank: 1515
Martin Ratio Rank

GCAD
GCAD Risk / Return Rank: 5656
Overall Rank
GCAD Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GCAD Sortino Ratio Rank: 6262
Sortino Ratio Rank
GCAD Omega Ratio Rank: 5656
Omega Ratio Rank
GCAD Calmar Ratio Rank: 5252
Calmar Ratio Rank
GCAD Martin Ratio Rank: 5252
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.

4MMR.DE vs. GCAD - 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 Gabelli Commercial Aerospace & Defense ETF (GCAD). 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.


4MMR.DEGCADDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.08

1.32

-0.24

Calmar ratioReturn relative to maximum drawdown

0.45

2.68

-2.23

Martin ratioReturn relative to average drawdown

1.17

8.22

-7.06

4MMR.DE vs. GCAD - Sharpe Ratio Comparison

The current 4MMR.DE Sharpe Ratio is 0.40, which is lower than the GCAD Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of 4MMR.DE and GCAD, 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


4MMR.DEGCADDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.86

-1.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

1.37

+0.24

Drawdowns

4MMR.DE vs. GCAD - Drawdown Comparison

The maximum 4MMR.DE drawdown since its inception was -19.79%, roughly equal to the maximum GCAD drawdown of -20.22%. Use the drawdown chart below to compare losses from any high point for 4MMR.DE and GCAD.


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Drawdown Indicators


4MMR.DEGCADDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-20.22%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-19.79%

-13.27%

-6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-20.22%

Current Drawdown

Current decline from peak

-18.27%

-2.87%

-15.40%

Average Drawdown

Average peak-to-trough decline

-4.21%

-3.42%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

4.32%

+3.38%

Volatility

4MMR.DE vs. GCAD - Volatility Comparison

The current volatility for Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) is 6.27%, while Gabelli Commercial Aerospace & Defense ETF (GCAD) has a volatility of 6.65%. This indicates that 4MMR.DE experiences smaller price fluctuations and is considered to be less risky than GCAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4MMR.DEGCADDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

6.65%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

15.74%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

22.30%

19.09%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.59%

19.25%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.59%

19.25%

+5.34%

Dividends

4MMR.DE vs. GCAD - Dividend Comparison

4MMR.DE has not paid dividends to shareholders, while GCAD's dividend yield for the trailing twelve months is around 1.76%.


PositionTTM202520242023
4MMR.DE
Global X Defence Tech UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%
GCAD
Gabelli Commercial Aerospace & Defense ETF
1.76%2.06%4.94%3.62%

Frequently Asked Questions


4MMR.DE and GCAD 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 Gabelli.

Portfolio Optimizer

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