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CEMU.AS vs. DFEN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMU.AS vs. DFEN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) 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, CEMU.AS achieves a 8.68% return, which is significantly higher than DFEN.DE's 1.84% return.


CEMU.AS

1D
0.60%
1M
3.80%
YTD
8.68%
6M
10.52%
1Y
17.45%
3Y*
16.12%
5Y*
10.62%
10Y*
10.03%

DFEN.DE

1D
0.53%
1M
-0.93%
YTD
1.84%
6M
3.89%
1Y
10.60%
3Y*
37.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMU.AS vs. DFEN.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CEMU.AS
iShares Core MSCI EMU UCITS ETF EUR (Acc)
8.68%24.42%10.08%6.28%
DFEN.DE
VanEck Defense UCITS ETF A
1.84%50.76%51.97%22.65%

Correlation

The correlation between CEMU.AS and DFEN.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2023

0.41

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Return for Risk

CEMU.AS vs. DFEN.DE — Risk / Return Rank

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

CEMU.AS
CEMU.AS Risk / Return Rank: 3737
Overall Rank
CEMU.AS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CEMU.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
CEMU.AS Omega Ratio Rank: 3636
Omega Ratio Rank
CEMU.AS Calmar Ratio Rank: 3636
Calmar Ratio Rank
CEMU.AS Martin Ratio Rank: 4141
Martin Ratio Rank

DFEN.DE
DFEN.DE Risk / Return Rank: 1818
Overall Rank
DFEN.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DFEN.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
DFEN.DE Omega Ratio Rank: 1818
Omega Ratio Rank
DFEN.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
DFEN.DE Martin Ratio Rank: 1717
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.

CEMU.AS vs. DFEN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) 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.


CEMU.ASDFEN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.23

1.10

+0.13

Calmar ratioReturn relative to maximum drawdown

1.74

0.62

+1.12

Martin ratioReturn relative to average drawdown

6.36

1.46

+4.90

CEMU.AS vs. DFEN.DE - Sharpe Ratio Comparison

The current CEMU.AS Sharpe Ratio is 1.23, which is higher than the DFEN.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CEMU.AS 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


CEMU.ASDFEN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.46

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.84

-1.34

Drawdowns

CEMU.AS vs. DFEN.DE - Drawdown Comparison

The maximum CEMU.AS drawdown since its inception was -38.38%, which is greater than DFEN.DE's maximum drawdown of -18.60%. Use the drawdown chart below to compare losses from any high point for CEMU.AS and DFEN.DE.


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Drawdown Indicators


CEMU.ASDFEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.38%

-18.60%

-19.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-18.60%

+8.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

-18.60%

+3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

Current Drawdown

Current decline from peak

-0.56%

-16.99%

+16.43%

Average Drawdown

Average peak-to-trough decline

-6.24%

-3.20%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

7.93%

-5.14%

Volatility

CEMU.AS vs. DFEN.DE - Volatility Comparison

The current volatility for iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) is 4.60%, while VanEck Defense UCITS ETF A (DFEN.DE) has a volatility of 7.01%. This indicates that CEMU.AS 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


CEMU.ASDFEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

7.01%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

19.21%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.49%

24.92%

-10.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

21.20%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

21.20%

-4.12%

CEMU.AS vs. DFEN.DE - Expense Ratio Comparison

CEMU.AS has a 0.12% expense ratio, which is lower than DFEN.DE's 0.55% expense ratio.


Dividends

CEMU.AS vs. DFEN.DE - Dividend Comparison

Neither CEMU.AS nor DFEN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMU.AS and DFEN.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEMU.AS is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEMU.AS is cheaper with a 0.12% expense ratio, compared with 0.55% for DFEN.DE.

CEMU.AS is categorized as Europe Equities, while DFEN.DE is Aerospace & Defense. CEMU.AS tracks MSCI EMU NR EUR, while DFEN.DE tracks MarketVector Global Defense Industry Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.12% for CEMU.AS and 0.55% for DFEN.DE.

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