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5J50.DE vs. 4MMR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

5J50.DE vs. 4MMR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Aerospace & Defence UCITS ETF USD (Acc) (5J50.DE) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE). The values are adjusted to include any dividend payments, if applicable.

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5J50.DE vs. 4MMR.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, 5J50.DE achieves a 6.84% return, which is significantly lower than 4MMR.DE's 14.51% return.


5J50.DE

1D
4.33%
1M
-6.92%
YTD
6.84%
6M
6.18%
1Y
3Y*
5Y*
10Y*

4MMR.DE

1D
4.32%
1M
-2.93%
YTD
14.51%
6M
7.98%
1Y
47.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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5J50.DE vs. 4MMR.DE - Expense Ratio Comparison


Return for Risk

5J50.DE vs. 4MMR.DE — Risk / Return Rank

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

5J50.DE

4MMR.DE
4MMR.DE Risk / Return Rank: 8787
Overall Rank
4MMR.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
4MMR.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
4MMR.DE Omega Ratio Rank: 8282
Omega Ratio Rank
4MMR.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
4MMR.DE Martin Ratio Rank: 8181
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.

5J50.DE vs. 4MMR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Aerospace & Defence UCITS ETF USD (Acc) (5J50.DE) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE). 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.


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

5J50.DE vs. 4MMR.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


5J50.DE4MMR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

Sharpe Ratio (All Time)

Calculated using the full available price history

2.41

2.38

+0.03

Correlation

The correlation between 5J50.DE and 4MMR.DE is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

5J50.DE vs. 4MMR.DE - Dividend Comparison

Neither 5J50.DE nor 4MMR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

5J50.DE vs. 4MMR.DE - Drawdown Comparison

The maximum 5J50.DE drawdown since its inception was -11.37%, smaller than the maximum 4MMR.DE drawdown of -13.28%. Use the drawdown chart below to compare losses from any high point for 5J50.DE and 4MMR.DE.


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Drawdown Indicators


5J50.DE4MMR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.37%

-13.28%

+1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

Current Drawdown

Current decline from peak

-7.19%

-5.28%

-1.91%

Average Drawdown

Average peak-to-trough decline

-2.60%

-3.18%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

Volatility

5J50.DE vs. 4MMR.DE - Volatility Comparison


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Volatility by Period


5J50.DE4MMR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

Volatility (6M)

Calculated over the trailing 6-month period

16.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.35%

24.63%

-6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

24.84%

-6.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

24.84%

-6.49%