PortfoliosLab logoPortfoliosLab logo
4MMR.DE vs. IDFN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4MMR.DE vs. IDFN.L - 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 Invesco Defence Innovation UCITS ETF Acc (IDFN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

4MMR.DE is traded in EUR, while IDFN.L is traded in USD. To make them comparable, the IDFN.L 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 IDFN.L's 38.45% return.


4MMR.DE

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

IDFN.L

1D
1.60%
1M
14.90%
YTD
38.45%
6M
41.26%
1Y
73.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4MMR.DE vs. IDFN.L - Yearly Performance Comparison


2026 (YTD)20252024
4MMR.DE
Global X Defence Tech UCITS ETF USD Accumulating
-1.20%58.75%2.97%
IDFN.L
Invesco Defence Innovation UCITS ETF Acc
38.45%37.42%10.87%

Correlation

The correlation between 4MMR.DE and IDFN.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2024

0.69

The correlation between 4MMR.DE and IDFN.L has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

4MMR.DE vs. IDFN.L — 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

IDFN.L
IDFN.L Risk / Return Rank: 8585
Overall Rank
IDFN.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDFN.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IDFN.L Omega Ratio Rank: 7777
Omega Ratio Rank
IDFN.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDFN.L Martin Ratio Rank: 8383
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. IDFN.L - 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 Invesco Defence Innovation UCITS ETF Acc (IDFN.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.


4MMR.DEIDFN.LDifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.08

1.43

-0.35

Calmar ratioReturn relative to maximum drawdown

0.45

5.64

-5.18

Martin ratioReturn relative to average drawdown

1.17

14.84

-13.67

4MMR.DE vs. IDFN.L - Sharpe Ratio Comparison

The current 4MMR.DE Sharpe Ratio is 0.40, which is lower than the IDFN.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of 4MMR.DE and IDFN.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.


Loading charts...

Sharpe Ratios by Period


4MMR.DEIDFN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

2.82

-2.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

2.19

-0.58

Drawdowns

4MMR.DE vs. IDFN.L - Drawdown Comparison

The maximum 4MMR.DE drawdown since its inception was -19.79%, which is greater than IDFN.L's maximum drawdown of -16.28%. Use the drawdown chart below to compare losses from any high point for 4MMR.DE and IDFN.L.


Loading charts...

Drawdown Indicators


4MMR.DEIDFN.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-16.28%

-3.51%

Max Drawdown (1Y)

Largest decline over 1 year

-19.79%

-12.92%

-6.87%

Current Drawdown

Current decline from peak

-18.27%

-3.05%

-15.22%

Average Drawdown

Average peak-to-trough decline

-4.21%

-3.59%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

4.92%

+2.78%

Volatility

4MMR.DE vs. IDFN.L - Volatility Comparison

The current volatility for Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) is 6.27%, while Invesco Defence Innovation UCITS ETF Acc (IDFN.L) has a volatility of 9.80%. This indicates that 4MMR.DE experiences smaller price fluctuations and is considered to be less risky than IDFN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


4MMR.DEIDFN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

9.80%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

20.59%

-3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

22.30%

25.84%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.59%

27.29%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.59%

27.29%

-2.70%

Dividends

4MMR.DE vs. IDFN.L - Dividend Comparison

Neither 4MMR.DE nor IDFN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4MMR.DE and IDFN.L have a correlation of 0.72, 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 Invesco.

Portfolio Optimizer

Find the right allocation for 4MMR.DE and IDFN.L

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

Open Portfolio Optimizer