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

Performance

5J50.DE vs. DFNC.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 iShares Europe Defence UCITS ETF EUR Acc (DFNC.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 DFNC.DE's 3.52% return.


5J50.DE

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

DFNC.DE

1D
0.58%
1M
-4.97%
YTD
3.52%
6M
7.52%
1Y
-2.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between 5J50.DE and DFNC.DE is 0.76, 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

0.76

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

0.76

The correlation between 5J50.DE and DFNC.DE has been stable across timeframes, ranging from 0.76 to 0.76 - a consistent structural relationship.

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Return for Risk

5J50.DE vs. DFNC.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

DFNC.DE
DFNC.DE Risk / Return Rank: 88
Overall Rank
DFNC.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DFNC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
DFNC.DE Omega Ratio Rank: 88
Omega Ratio Rank
DFNC.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
DFNC.DE Martin Ratio Rank: 88
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. DFNC.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 iShares Europe Defence UCITS ETF EUR Acc (DFNC.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.DEDFNC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratioReturn relative to maximum drawdown

1.21

-0.14

+1.36

Martin ratioReturn relative to average drawdown

3.05

-0.31

+3.37

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

The current 5J50.DE Sharpe Ratio is 0.85, which is higher than the DFNC.DE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of 5J50.DE and DFNC.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.DEDFNC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

-0.10

+0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

1.76

-0.06

+1.82

Drawdowns

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

The maximum 5J50.DE drawdown since its inception was -13.56%, smaller than the maximum DFNC.DE drawdown of -20.23%. Use the drawdown chart below to compare losses from any high point for 5J50.DE and DFNC.DE.


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Drawdown Indicators


5J50.DEDFNC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.56%

-20.23%

+6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-20.23%

+6.67%

Current Drawdown

Current decline from peak

-9.03%

-14.59%

+5.56%

Average Drawdown

Average peak-to-trough decline

-3.60%

-7.72%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

8.85%

-3.46%

Volatility

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

The current volatility for iShares Global Aerospace & Defence UCITS ETF USD (Acc) (5J50.DE) is 5.85%, while iShares Europe Defence UCITS ETF EUR Acc (DFNC.DE) has a volatility of 10.02%. This indicates that 5J50.DE experiences smaller price fluctuations and is considered to be less risky than DFNC.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.DEDFNC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

10.02%

-4.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

23.33%

-7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.44%

30.27%

-10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

30.11%

-10.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

30.11%

-10.80%

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

Both 5J50.DE and DFNC.DE have an expense ratio of 0.35%.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


5J50.DE and DFNC.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

5J50.DE and DFNC.DE have the same expense ratio: 0.35% per year.

5J50.DE tracks S&P Developed BMI Select Aerospace & Defense 35/20 Capped Index, while DFNC.DE tracks STOXX Europe Targeted Defence Index.

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