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DFEN.DE vs. 4MMR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFEN.DE vs. 4MMR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Defense UCITS ETF A (DFEN.DE) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.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, DFEN.DE achieves a 4.02% return, which is significantly higher than 4MMR.DE's -1.20% return.


DFEN.DE

1D
0.30%
1M
-3.33%
YTD
4.02%
6M
6.91%
1Y
14.03%
3Y*
5Y*
10Y*

4MMR.DE

1D
-0.10%
1M
-4.45%
YTD
-1.20%
6M
1.77%
1Y
9.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFEN.DE vs. 4MMR.DE - Yearly Performance Comparison


2026 (YTD)20252024
DFEN.DE
VanEck Defense UCITS ETF A
4.02%50.76%14.87%
4MMR.DE
Global X Defence Tech UCITS ETF USD Accumulating
-1.20%58.75%13.11%

Correlation

The correlation between DFEN.DE and 4MMR.DE is 0.94, 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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2024

0.91

The correlation between DFEN.DE and 4MMR.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

DFEN.DE vs. 4MMR.DE — Risk / Return Rank

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

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

4MMR.DE
4MMR.DE Risk / Return Rank: 1515
Overall Rank
4MMR.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
4MMR.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
4MMR.DE Omega Ratio Rank: 1515
Omega Ratio Rank
4MMR.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
4MMR.DE Martin Ratio Rank: 1515
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.

DFEN.DE vs. 4MMR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF A (DFEN.DE) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.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.


DFEN.DE4MMR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.11

1.08

+0.03

Calmar ratioReturn relative to maximum drawdown

0.75

0.45

+0.30

Martin ratioReturn relative to average drawdown

1.81

1.17

+0.65

DFEN.DE vs. 4MMR.DE - Sharpe Ratio Comparison

The current DFEN.DE Sharpe Ratio is 0.56, which is higher than the 4MMR.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of DFEN.DE and 4MMR.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


DFEN.DE4MMR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.40

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.75

1.61

+0.15

Drawdowns

DFEN.DE vs. 4MMR.DE - Drawdown Comparison

The maximum DFEN.DE drawdown since its inception was -18.60%, smaller than the maximum 4MMR.DE drawdown of -19.79%. Use the drawdown chart below to compare losses from any high point for DFEN.DE and 4MMR.DE.


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Drawdown Indicators


DFEN.DE4MMR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.60%

-19.79%

+1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-18.60%

-19.79%

+1.19%

Current Drawdown

Current decline from peak

-15.21%

-18.27%

+3.06%

Average Drawdown

Average peak-to-trough decline

-3.27%

-4.21%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

7.70%

+0.02%

Volatility

DFEN.DE vs. 4MMR.DE - Volatility Comparison

VanEck Defense UCITS ETF A (DFEN.DE) has a higher volatility of 7.38% compared to Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) at 6.27%. This indicates that DFEN.DE's price experiences larger fluctuations and is considered to be riskier than 4MMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEN.DE4MMR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

6.27%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

17.08%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

24.79%

22.30%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

24.59%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.47%

24.59%

-3.12%

Dividends

DFEN.DE vs. 4MMR.DE - Dividend Comparison

Neither DFEN.DE nor 4MMR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, DFEN.DE and 4MMR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

They also come from different issuers: VanEck and Global X.

Portfolio Optimizer

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