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ASWC.DE vs. DFEN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASWC.DE vs. DFEN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) and Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN). The values are adjusted to include any dividend payments, if applicable.

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ASWC.DE vs. DFEN - Yearly Performance Comparison


2026 (YTD)202520242023
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
3.45%38.30%39.36%14.35%
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
0.40%126.16%35.46%16.58%
Different Trading Currencies

ASWC.DE is traded in EUR, while DFEN is traded in USD. To make them comparable, the DFEN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASWC.DE achieves a 3.45% return, which is significantly higher than DFEN's 0.40% return.


ASWC.DE

1D
0.74%
1M
-2.24%
YTD
3.45%
6M
-2.14%
1Y
24.03%
3Y*
5Y*
10Y*

DFEN

1D
10.22%
1M
-28.52%
YTD
0.40%
6M
2.71%
1Y
112.49%
3Y*
53.05%
5Y*
31.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASWC.DE vs. DFEN - Expense Ratio Comparison

ASWC.DE has a 0.49% expense ratio, which is lower than DFEN's 0.99% expense ratio.


Return for Risk

ASWC.DE vs. DFEN — Risk / Return Rank

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

ASWC.DE
ASWC.DE Risk / Return Rank: 6161
Overall Rank
ASWC.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 5252
Martin Ratio Rank

DFEN
DFEN Risk / Return Rank: 8888
Overall Rank
DFEN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DFEN Sortino Ratio Rank: 8787
Sortino Ratio Rank
DFEN Omega Ratio Rank: 8484
Omega Ratio Rank
DFEN Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFEN Martin Ratio Rank: 8888
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.

ASWC.DE vs. DFEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) and Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN). 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.


ASWC.DEDFENDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.60

-0.57

Sortino ratio

Return per unit of downside risk

1.56

2.10

-0.54

Omega ratio

Gain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratio

Return relative to maximum drawdown

1.91

2.77

-0.86

Martin ratio

Return relative to average drawdown

4.92

8.91

-4.00

ASWC.DE vs. DFEN - Sharpe Ratio Comparison

The current ASWC.DE Sharpe Ratio is 1.04, which is lower than the DFEN Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of ASWC.DE and DFEN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASWC.DEDFENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.60

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.84

0.20

+1.64

Correlation

The correlation between ASWC.DE and DFEN is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ASWC.DE vs. DFEN - Dividend Comparison

ASWC.DE has not paid dividends to shareholders, while DFEN's dividend yield for the trailing twelve months is around 9.03%.


TTM202520242023202220212020201920182017
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
9.03%8.89%14.12%1.13%0.46%1.89%0.48%0.50%1.07%1.50%

Drawdowns

ASWC.DE vs. DFEN - Drawdown Comparison

The maximum ASWC.DE drawdown since its inception was -12.58%, smaller than the maximum DFEN drawdown of -91.25%. Use the drawdown chart below to compare losses from any high point for ASWC.DE and DFEN.


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Drawdown Indicators


ASWC.DEDFENDifference

Max Drawdown

Largest peak-to-trough decline

-12.58%

-91.36%

+78.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-41.75%

+29.17%

Max Drawdown (5Y)

Largest decline over 5 years

-56.23%

Current Drawdown

Current decline from peak

-9.55%

-35.23%

+25.68%

Average Drawdown

Average peak-to-trough decline

-2.25%

-45.54%

+43.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

12.18%

-7.29%

Volatility

ASWC.DE vs. DFEN - Volatility Comparison

The current volatility for HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) is 7.92%, while Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) has a volatility of 22.78%. This indicates that ASWC.DE experiences smaller price fluctuations and is considered to be less risky than DFEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASWC.DEDFENDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

22.78%

-14.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.50%

48.07%

-32.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

70.54%

-47.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

58.28%

-39.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

70.87%

-51.95%