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

Performance

DFEN.DE vs. DRS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Defense UCITS ETF A (DFEN.DE) and Leonardo DRS Inc. Common Stock (DRS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DFEN.DE achieves a 3.04% return, which is significantly lower than DRS's 45.13% return.


DFEN.DE

1D
0.60%
1M
2.28%
YTD
3.04%
6M
4.46%
1Y
14.07%
3Y*
37.43%
5Y*
10Y*

DRS

1D
-2.26%
1M
15.88%
YTD
45.13%
6M
43.49%
1Y
8.29%
3Y*
39.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFEN.DE vs. DRS - Yearly Performance Comparison


2026 (YTD)202520242023
DFEN.DE
VanEck Defense UCITS ETF A
3.04%50.76%51.97%22.65%
DRS
Leonardo DRS Inc. Common Stock
45.13%-6.08%71.87%49.12%

Correlation

The correlation between DFEN.DE and DRS is 0.58, 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

0.58

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

0.45

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

0.44

The correlation between DFEN.DE and DRS shifts across timeframes, from 0.44 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DFEN.DE vs. DRS — 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: 1919
Omega Ratio Rank
DFEN.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFEN.DE Martin Ratio Rank: 1818
Martin Ratio Rank

DRS
DRS Risk / Return Rank: 4848
Overall Rank
DRS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DRS Sortino Ratio Rank: 4646
Sortino Ratio Rank
DRS Omega Ratio Rank: 4545
Omega Ratio Rank
DRS Calmar Ratio Rank: 4949
Calmar Ratio Rank
DRS Martin Ratio Rank: 4949
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. DRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF A (DFEN.DE) and Leonardo DRS Inc. Common Stock (DRS). 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.


DFEN.DEDRSDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.11

1.07

+0.04

Calmar ratioReturn relative to maximum drawdown

0.74

0.25

+0.49

Martin ratioReturn relative to average drawdown

1.72

0.50

+1.22

DFEN.DE vs. DRS - Sharpe Ratio Comparison

The current DFEN.DE Sharpe Ratio is 0.56, which is higher than the DRS Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of DFEN.DE and DRS, 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

DFEN.DE vs. DRS - Drawdown Comparison

The maximum DFEN.DE drawdown since its inception was -18.88%, smaller than the maximum DRS drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for DFEN.DE and DRS.


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Drawdown Indicators


DFEN.DEDRSDifference

Max Drawdown

Largest peak-to-trough decline

-18.88%

-33.28%

+14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-18.88%

-33.28%

+14.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-33.28%

+14.40%

Current Drawdown

Current decline from peak

-16.01%

-2.26%

-13.75%

Average Drawdown

Average peak-to-trough decline

-3.25%

-7.58%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

16.51%

-8.36%

Volatility

DFEN.DE vs. DRS - Volatility Comparison

The current volatility for VanEck Defense UCITS ETF A (DFEN.DE) is 7.34%, while Leonardo DRS Inc. Common Stock (DRS) has a volatility of 12.79%. This indicates that DFEN.DE experiences smaller price fluctuations and is considered to be less risky than DRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEN.DEDRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

12.79%

-5.45%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

31.49%

-12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

25.01%

40.22%

-15.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

38.94%

-17.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.22%

38.94%

-17.72%

Dividends

DFEN.DE vs. DRS - Dividend Comparison

DFEN.DE has not paid dividends to shareholders, while DRS's dividend yield for the trailing twelve months is around 0.74%.


PositionTTM2025
DFEN.DE
VanEck Defense UCITS ETF A
0.00%0.00%
DRS
Leonardo DRS Inc. Common Stock
0.74%1.06%

Frequently Asked Questions


DFEN.DE and DRS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DFEN.DE and DRS

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