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

Performance

5J50.DE vs. DFEN.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 VanEck Defense UCITS ETF A (DFEN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5J50.DE achieves a 4.72% return, which is significantly higher than DFEN.DE's 4.02% return.


5J50.DE

1D
0.60%
1M
2.49%
YTD
4.72%
6M
9.57%
1Y
16.51%
3Y*
5Y*
10Y*

DFEN.DE

1D
0.30%
1M
-3.33%
YTD
4.02%
6M
6.91%
1Y
14.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5J50.DE vs. DFEN.DE - Yearly Performance Comparison


Correlation

The correlation between 5J50.DE and DFEN.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2025

0.81

The correlation between 5J50.DE and DFEN.DE has been stable across timeframes, ranging from 0.81 to 0.81 - a consistent structural relationship.

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Return for Risk

5J50.DE vs. DFEN.DE — Risk / Return Rank

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

5J50.DE
5J50.DE Risk / Return Rank: 2424
Overall Rank
5J50.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
5J50.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
5J50.DE Omega Ratio Rank: 2424
Omega Ratio Rank
5J50.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
5J50.DE Martin Ratio Rank: 2424
Martin Ratio Rank

DFEN.DE
DFEN.DE Risk / Return Rank: 1919
Overall Rank
DFEN.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFEN.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFEN.DE Omega Ratio Rank: 1818
Omega Ratio Rank
DFEN.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
DFEN.DE Martin Ratio Rank: 1818
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. DFEN.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 VanEck Defense UCITS ETF A (DFEN.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.


5J50.DEDFEN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.16

1.11

+0.04

Calmar ratioReturn relative to maximum drawdown

1.21

0.75

+0.46

Martin ratioReturn relative to average drawdown

3.05

1.81

+1.24

5J50.DE vs. DFEN.DE - Sharpe Ratio Comparison

The current 5J50.DE Sharpe Ratio is 0.85, which is higher than the DFEN.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of 5J50.DE and DFEN.DE, 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


5J50.DEDFEN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.56

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.76

1.75

+0.01

Drawdowns

5J50.DE vs. DFEN.DE - Drawdown Comparison

The maximum 5J50.DE drawdown since its inception was -13.56%, smaller than the maximum DFEN.DE drawdown of -18.60%. Use the drawdown chart below to compare losses from any high point for 5J50.DE and DFEN.DE.


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Drawdown Indicators


5J50.DEDFEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.56%

-18.60%

+5.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-18.60%

+5.04%

Current Drawdown

Current decline from peak

-9.03%

-15.21%

+6.18%

Average Drawdown

Average peak-to-trough decline

-3.60%

-3.27%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

7.72%

-2.33%

Volatility

5J50.DE vs. DFEN.DE - Volatility Comparison

The current volatility for iShares Global Aerospace & Defence UCITS ETF USD (Acc) (5J50.DE) is 5.85%, while VanEck Defense UCITS ETF A (DFEN.DE) has a volatility of 7.38%. This indicates that 5J50.DE experiences smaller price fluctuations and is considered to be less risky than DFEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5J50.DEDFEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

7.38%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

19.16%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.44%

24.79%

-5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

21.47%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

21.47%

-2.16%

5J50.DE vs. DFEN.DE - Expense Ratio Comparison

5J50.DE has a 0.35% expense ratio, which is lower than DFEN.DE's 0.55% expense ratio.


Dividends

5J50.DE vs. DFEN.DE - Dividend Comparison

Neither 5J50.DE nor DFEN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5J50.DE and DFEN.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5J50.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5J50.DE is cheaper with a 0.35% expense ratio, compared with 0.55% for DFEN.DE.

5J50.DE tracks S&P Developed BMI Select Aerospace & Defense 35/20 Capped Index, while DFEN.DE tracks MarketVector Global Defense Industry Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.35% for 5J50.DE and 0.55% for DFEN.DE.

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