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DEF.DE vs. V3GU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEF.DE vs. V3GU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Defama Deutsche Fachmarkt AG (DEF.DE) and Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DEF.DE is traded in EUR, while V3GU.L is traded in USD. To make them comparable, the V3GU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DEF.DE achieves a -15.69% return, which is significantly lower than V3GU.L's 2.87% return.


DEF.DE

1D
-1.72%
1M
-1.52%
6M
-15.69%
YTD
-15.69%
1Y
-14.46%
3Y*
3.52%
5Y*
4.27%
10Y*
ALL TIME*
12.01%

V3GU.L

1D
-0.39%
1M
-0.33%
6M
1.98%
YTD
2.87%
1Y
4.96%
3Y*
4.63%
5Y*
1.37%
10Y*
ALL TIME*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEF.DE vs. V3GU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DEF.DE
Defama Deutsche Fachmarkt AG
-15.69%1.46%18.22%7.79%-15.64%42.76%
V3GU.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating
2.87%-6.38%10.83%5.41%-7.88%9.33%

Correlation

The correlation between DEF.DE and V3GU.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since May 20, 2021

-0.01

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Return for Risk

DEF.DE vs. V3GU.L — Risk / Return Rank

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

DEF.DE
DEF.DE Risk / Return Rank: 1919
Overall Rank
DEF.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DEF.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
DEF.DE Omega Ratio Rank: 1616
Omega Ratio Rank
DEF.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
DEF.DE Martin Ratio Rank: 2222
Martin Ratio Rank

V3GU.L
V3GU.L Risk / Return Rank: 3636
Overall Rank
V3GU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
V3GU.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
V3GU.L Omega Ratio Rank: 3333
Omega Ratio Rank
V3GU.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
V3GU.L Martin Ratio Rank: 4343
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.

DEF.DE vs. V3GU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defama Deutsche Fachmarkt AG (DEF.DE) and Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DEF.DEV3GU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

0.90

1.14

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.57

1.31

-1.88

Martin ratioReturn relative to average drawdown

-1.06

3.65

-4.71

DEF.DE vs. V3GU.L - Sharpe Ratio Comparison

The current DEF.DE Sharpe Ratio is -0.65, which is lower than the V3GU.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DEF.DE and V3GU.L, 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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Drawdowns

DEF.DE vs. V3GU.L - Drawdown Comparison

The maximum DEF.DE drawdown since its inception was -29.51%, which is greater than V3GU.L's maximum drawdown of -11.40%. Use the drawdown chart below to compare losses from any high point for DEF.DE and V3GU.L.


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Drawdown Indicators


DEF.DEV3GU.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.51%

-11.40%

-18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-25.32%

-3.93%

-21.39%

Max Drawdown (3Y)

Largest decline over 3 years

-25.32%

-10.88%

-14.44%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-11.40%

-18.11%

Current Drawdown

Current decline from peak

-23.90%

-4.83%

-19.07%

Average Drawdown

Average peak-to-trough decline

-8.87%

-4.91%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.67%

1.41%

+12.26%

Volatility

DEF.DE vs. V3GU.L - Volatility Comparison

Defama Deutsche Fachmarkt AG (DEF.DE) has a higher volatility of 6.55% compared to Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L) at 1.87%. This indicates that DEF.DE's price experiences larger fluctuations and is considered to be riskier than V3GU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEF.DEV3GU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

1.87%

+4.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.16%

4.74%

+12.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

6.33%

+15.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.91%

8.19%

+15.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.93%

8.16%

+14.77%

Dividends

DEF.DE vs. V3GU.L - Dividend Comparison

DEF.DE's dividend yield for the trailing twelve months is around 5.39%, while V3GU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DEF.DE
Defama Deutsche Fachmarkt AG
5.39%2.16%2.04%2.23%2.22%1.73%2.28%2.42%2.84%
V3GU.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DEF.DE and V3GU.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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